```
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    76,530
Positions
     4,781      8,071      1,299     16,169      3,792        316     15,060     24,806      3,445     12,483      2,192         36     22,941     32,573
 
Changes from:       September 16, 2014                               Total Change is:   -33,745
   -19,218    -26,201     -1,602         22         77         44     -9,221     -2,851     -1,815     -1,770        -97       -240         55     -1,060
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       10.5        1.7       21.1        5.0        0.4       19.7       32.4        4.5       16.3        2.9        0.0       30.0       42.6
 
Number of Traders in Each Category                                    Total Traders:        71
         4          4          .          4          5          .         15         22          6         11          5          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,124
Positions
    33,320      2,401        101      1,053      3,008          4      9,774     21,319        161        503          0          0      7,208     25,130
 
Changes from:       September 16, 2014                               Total Change is:    -2,805
     1,374        532         70       -601        105          0     -4,045     -2,406        -27       -536          0          0        960     -1,079
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        4.6        0.2        2.0        5.8        0.0       18.8       40.9        0.3        1.0        0.0        0.0       13.8       48.2
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          .          .          4          .         10         16          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   134,061
Positions
    15,086      8,023        459     11,810     34,482      4,179     73,876     36,900      2,709      6,144     15,327         40     19,758     31,942
 
Changes from:       September 16, 2014                               Total Change is:      -499
    -1,766        653        133       -439      2,553         53        210     -6,177        122      1,363       -651          0       -175      2,815
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        6.0        0.3        8.8       25.7        3.1       55.1       27.5        2.0        4.6       11.4        0.0       14.7       23.8
 
Number of Traders in Each Category                                    Total Traders:       103
         5          9          .          6         15          6         26         28         13          6          8          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   222,214
Positions
   127,486      4,589          1     32,602     29,019        307     30,416    124,263      2,501     11,952      3,224        391     16,558     57,919
 
Changes from:       September 16, 2014                               Total Change is:    13,979
    15,164        925          0     -1,085      1,147         -2     -6,575     10,680        981        324        759        380      4,792       -891
 
Percent of Open Interest Represented by Each Category of Trader
      57.4        2.1        0.0       14.7       13.1        0.1       13.7       55.9        1.1        5.4        1.5        0.2        7.5       26.1
 
Number of Traders in Each Category                                    Total Traders:       130
        13          4          .          9         19          5         20         53          7          4          8          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   398,937
Positions
   193,302     19,225      4,024     44,085     79,850      8,073     61,813    170,386      7,025     46,496     27,364      1,154     32,965     81,836
 
Changes from:       September 16, 2014                               Total Change is:     1,285
     8,000      2,352      1,871        551      6,684       -137    -18,611    -11,894      3,383      2,896     -1,080        207      3,125       -101
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        4.8        1.0       11.1       20.0        2.0       15.5       42.7        1.8       11.7        6.9        0.3        8.3       20.5
 
Number of Traders in Each Category                                    Total Traders:       215
        18         13          6         14         29         15         29         58         14         25         29          9
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   105,756
Positions
    26,162     18,000          0      1,425     12,748      1,074     54,736     23,167        530      1,027     20,526        192     20,610     29,519
 
Changes from:       September 16, 2014                               Total Change is:     7,917
     8,642     -1,562       -150       -472      3,224         71     -2,276      1,630       -109         40      4,286        -56      2,227        583
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       17.0        0.0        1.3       12.1        1.0       51.8       21.9        0.5        1.0       19.4        0.2       19.5       27.9
 
Number of Traders in Each Category                                    Total Traders:        88
         9          6          0          .          9          4         25         24          5          4          9          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    32,370
Positions
    18,641     18,975      3,352          0      1,947          0      7,571      4,593      1,228        261        871        973        344        431
 
Changes from:       September 16, 2014                               Total Change is:     2,389
       710        600         29          0      1,476        -58      1,747         67          0         14          0          0        -53        275
 
Percent of Open Interest Represented by Each Category of Trader
      57.6       58.6       10.4        0.0        6.0        0.0       23.4       14.2        3.8        0.8        2.7        3.0        1.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          7          7          0          .          0          .          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   151,319
Positions
    32,761     62,658          0     52,710        611          0     56,621     78,261      1,778      2,251      4,379          0      5,198      3,632
 
Changes from:       September 16, 2014                               Total Change is:    16,874
     2,807      9,477          0     23,753          0          0    -11,132      6,387      1,304        412     -1,011          0       -270        717
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       41.4        0.0       34.8        0.4        0.0       37.4       51.7        1.2        1.5        2.9        0.0        3.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       110
         6         12          0          5          .          0         25         40          7          9          9          0
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    60,800
Positions
    11,300     41,881      6,246      3,361          0          0      7,100      2,175      3,914     21,813          0      6,025      1,041        559
 
Changes from:       September 16, 2014                               Total Change is:       304
     2,135       -959          0       -126          0          0     -4,694       -913      2,066      1,000          0          0        -77        110
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       68.9       10.3        5.5        0.0        0.0       11.7        3.6        6.4       35.9        0.0        9.9        1.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        23
         4          6          4          .          0          0          .          5          .          4          0          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    16,146
Positions
     2,254      3,603          1      1,513          0          0      9,179      7,451        196        496        756          0      2,507      4,139
 
Changes from:       September 16, 2014                               Total Change is:        96
       -56        546          1       -161          0          0        115     -1,091         39         27         -3          0        131        604
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       22.3        0.0        9.4        0.0        0.0       56.8       46.1        1.2        3.1        4.7        0.0       15.5       25.6
 
Number of Traders in Each Category                                    Total Traders:        57
         4          8          .          .          0          0         16         19          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    67,750
Positions
    21,547     40,941        404      4,795      2,684        157     28,415      8,109      1,745      2,833      6,209         48      7,808      7,455
 
Changes from:       September 16, 2014                               Total Change is:   -18,042
     2,272      3,806    -14,573        342       -957         12     -2,080     -2,224     -2,408       -372      1,633       -773       -463     -2,559
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       60.4        0.6        7.1        4.0        0.2       41.9       12.0        2.6        4.2        9.2        0.1       11.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       117
        15         16          .         10          .          4         29         22          7          8         14          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   135,500
Positions
    43,094     81,881        808      9,590      5,367        314     56,829     16,218      3,489      5,665     12,418         96     15,615     14,909
 
Changes from:       September 16, 2014                               Total Change is:   -36,084
     4,544      7,612    -29,145        684     -1,913         23     -4,160     -4,447     -4,816       -743      3,265     -1,545       -926     -5,118
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       60.4        0.6        7.1        4.0        0.2       41.9       12.0        2.6        4.2        9.2        0.1       11.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       117
        15         16          .         10          .          4         29         22          7          8         14          .
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   687,035
Positions
    43,922    187,392     10,949    331,784    119,206     53,096     92,842    184,644     22,179     42,307     46,179      2,267     87,690     61,123
 
Changes from:       September 16, 2014                               Total Change is:  -262,172
     1,366      9,395   -117,628      7,243     10,634    -35,428    -17,571    -24,916    -36,423     -3,470     -3,677     -5,325    -54,937    -58,805
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       27.3        1.6       48.3       17.4        7.7       13.5       26.9        3.2        6.2        6.7        0.3       12.8        8.9
 
Number of Traders in Each Category                                    Total Traders:       575
        35         40         18        125         61         75         84        119         68         51         60         15
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   127,233
Positions
     5,328     61,337      4,058     57,674     29,654      2,577      5,845      5,971        356     10,835      7,677          0     40,560     15,603
 
Changes from:       September 16, 2014                               Total Change is:   -90,294
   -26,562      5,015    -25,340    -14,518      9,655     -9,279     -9,836    -15,440       -874      1,178     -1,935     -1,337     -3,726    -50,759
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       48.2        3.2       45.3       23.3        2.0        4.6        4.7        0.3        8.5        6.0        0.0       31.9       12.3
 
Number of Traders in Each Category                                    Total Traders:        74
         4         11          4         17          7          8         13         12          4          5          5          0
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,799,012
Positions
   214,385    651,689     13,043  1,386,756    463,969    236,385    451,038    909,420     93,060    157,362    192,512     11,334    235,649    227,600
 
Changes from:       September 16, 2014                               Total Change is:  -859,391
   -29,618   -147,359   -292,180     83,016    -20,890   -104,956   -131,493   -140,200    -84,923    -28,327    -13,796    -14,857   -256,053    -40,230
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       23.3        0.5       49.5       16.6        8.4       16.1       32.5        3.3        5.6        6.9        0.4        8.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       564
        39         36         14        120         60         69         82        119         59         49         59         15
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    95,188
Positions
     7,879     34,978        172     44,440     41,357      1,881     26,731     12,452        741      1,154        401          0     12,190      3,206
 
Changes from:       September 16, 2014                               Total Change is:    -3,381
     5,196     -1,477     -4,195     -1,976      1,947         -7     -2,226      1,244        -22        639          0          0       -790       -871
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       36.7        0.2       46.7       43.4        2.0       28.1       13.1        0.8        1.2        0.4        0.0       12.8        3.4
 
Number of Traders in Each Category                                    Total Traders:        95
         7         11          .         33         11         11         20          9          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    75,568
Positions
     3,941     48,445        564     37,642      5,981        943     23,170      9,193      1,308      2,009      3,807        212      5,779      5,116
 
Changes from:       September 16, 2014                               Total Change is:   -36,386
    -2,945      2,909    -19,548      4,533         93     -7,102       -314     -4,168     -3,084       -869     -1,205       -841     -6,216     -3,440
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       64.1        0.7       49.8        7.9        1.2       30.7       12.2        1.7        2.7        5.0        0.3        7.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       241
        15         24          4         32         21         14         62         40         17         14         33          5
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   377,838
Positions
    19,703    242,223      2,818    188,210     29,905      4,713    115,850     45,963      6,540     10,046     19,036      1,061     28,897     25,579
 
Changes from:       September 16, 2014                               Total Change is:  -129,678
    -7,451     32,895    -83,517     23,740        467    -32,208      2,564    -25,422    -10,842     -1,738     -9,855       -373    -19,853       -823
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       64.1        0.7       49.8        7.9        1.2       30.7       12.2        1.7        2.7        5.0        0.3        7.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       241
        15         24          4         32         21         14         62         40         17         14         33          5
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Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   397,217
Positions
   121,289     28,944     22,534    130,145    149,201     17,232     71,783    142,314      7,398      7,457     10,676          0     19,379     18,918
 
Changes from:       September 16, 2014                               Total Change is:   -23,782
    16,637      4,396    -38,351      1,768      5,924       -890      1,795      6,068     -2,075        -83        594         -1     -2,582        553
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        7.3        5.7       32.8       37.6        4.3       18.1       35.8        1.9        1.9        2.7        0.0        4.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       260
        23          8          4         53         47         29         33         62         12         13         21          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    64,491
Positions
     2,687     24,466        200     31,541          0         40     14,541     18,857         50      4,324      1,353          0     11,108     19,525
 
Changes from:       September 16, 2014                               Total Change is:        43
      -714        444        200        582          0          5        -81        357         25       -196        -42          0        222       -946
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       37.9        0.3       48.9        0.0        0.1       22.5       29.2        0.1        6.7        2.1        0.0       17.2       30.3
 
Number of Traders in Each Category                                    Total Traders:        67
         5          8          .         22          0          .         12         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   102,403
Positions
    38,659     15,857        919     10,083      1,624      1,020     37,494      6,417        849      3,663          0          0      9,716     75,717
 
Changes from:       September 16, 2014                               Total Change is:     5,407
     3,745      3,857     -1,092       -354        435        247      3,962         -1        229       -966          0          0       -364      1,732
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       15.5        0.9        9.8        1.6        1.0       36.6        6.3        0.8        3.6        0.0        0.0        9.5       73.9
 
Number of Traders in Each Category                                    Total Traders:        78
        15          8          .          8          .          .         27          8          5         10          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   114,200
Positions
     6,592     74,796        410     66,276     22,129      5,400     25,267      4,335      3,402      1,362        521          0      5,491      3,207
 
Changes from:       September 16, 2014                               Total Change is:   -18,991
     2,299      5,317    -18,218     -1,487     -3,325         32      1,853       -240     -1,791     -1,486        -20          0       -193       -746
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       65.5        0.4       58.0       19.4        4.7       22.1        3.8        3.0        1.2        0.5        0.0        4.8        2.8
 
Number of Traders in Each Category                                    Total Traders:        88
         6         11          .         35         13         15         15          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   350,174
Positions
    32,781    202,889      3,678    129,380     34,567     47,550     95,970     44,436      2,323     21,175      9,369        254     17,063      5,108
 
Changes from:       September 16, 2014                               Total Change is:   -36,829
    -1,464    -18,352    -20,858     -2,964     -4,633        834     -4,059      8,313     -4,176      1,335      3,444       -203     -5,274     -1,198
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       57.9        1.1       36.9        9.9       13.6       27.4       12.7        0.7        6.0        2.7        0.1        4.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       216
        19         23          6         65         21         28         37         16          8         25         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   856,264
Positions
    14,808     82,713     13,223    352,581    177,340    137,525    137,186    186,492     21,893     22,051     72,062        637    156,360    164,379
 
Changes from:       September 16, 2014                               Total Change is:    15,850
    -2,547     -6,071        870      9,292     34,046     -4,200     10,735     -9,036      2,944     -3,402      2,386       -461      2,619     -4,628
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.7        1.5       41.2       20.7       16.1       16.0       21.8        2.6        2.6        8.4        0.1       18.3       19.2
 
Number of Traders in Each Category                                    Total Traders:       184
        10         16          4         34         38         39         34         29         15          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   506,049
Positions
    28,871     64,480      1,821    244,516     36,009     86,836     24,714    200,048      7,786      7,074     12,766         60    104,371     96,243
 
Changes from:       September 16, 2014                               Total Change is:    -3,103
     3,173     -8,664        464        415     -3,049        768        494     12,410     -6,727     -2,733     -1,609        -32      1,075      3,336
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       12.7        0.4       48.3        7.1       17.2        4.9       39.5        1.5        1.4        2.5        0.0       20.6       19.0
 
Number of Traders in Each Category                                    Total Traders:        78
         .          5          .         36         10         23          6         12          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,679,072
Positions
   124,814    229,409      2,499    264,703    492,225     71,647    906,666    519,826     32,157    166,399    172,634      5,249    104,938    153,426
 
Changes from:       September 16, 2014                               Total Change is:   117,574
    12,116    -23,209     -3,801     18,445     17,824       -822     63,550     73,483      3,343     23,123     48,242        -28      1,648      2,542
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       13.7        0.1       15.8       29.3        4.3       54.0       31.0        1.9        9.9       10.3        0.3        6.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       268
        14         29          6         35         53         33         46         36         26         17         38          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,649,936
Positions
   106,498    184,551     38,895    949,346    843,337    311,067    518,405    510,571     57,579    376,734    167,343     35,192    256,220    501,401
 
Changes from:       September 16, 2014                               Total Change is:    -9,414
   -16,924      4,024      2,656    -35,462    -34,312     29,172     29,551      7,059    -21,181     25,841     -3,797      2,223    -25,290      4,742
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        7.0        1.5       35.8       31.8       11.7       19.6       19.3        2.2       14.2        6.3        1.3        9.7       18.9
 
Number of Traders in Each Category                                    Total Traders:       359
        24         33         13         37         74         60         47         71         41         19         54         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,127,285
Positions
   305,477    118,769     27,701    319,179    720,958    310,117    643,179    315,021     54,031    218,414    187,642     31,222    217,965    361,824
 
Changes from:       September 16, 2014                               Total Change is:    15,248
    43,142     -2,089      5,027    -70,918     -2,249      7,844     53,857     24,741     -6,709    -14,085     -2,873     -1,422     -1,488     -7,022
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        5.6        1.3       15.0       33.9       14.6       30.2       14.8        2.5       10.3        8.8        1.5       10.2       17.0
 
Number of Traders in Each Category                                    Total Traders:       296
        24         28         11         34         61         46         43         52         28         18         36         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   583,182
Positions
   240,559    121,081    161,995          0      4,840      6,622     10,242    105,999     75,767     15,364     13,070     35,432     37,201     58,376
 
Changes from:       September 16, 2014                               Total Change is:    25,247
    11,817      4,527      8,803          0     -1,501      1,835     -3,669      5,817        383      5,329       -968        158        591      6,193
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       20.8       27.8        0.0        0.8        1.1        1.8       18.2       13.0        2.6        2.2        6.1        6.4       10.0
 
Number of Traders in Each Category                                    Total Traders:        92
        12         27         32          0          .          .          7         27         20          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,167,272
Positions
 2,479,302  1,484,955  2,681,938  2,214,153  1,019,944    460,856  1,332,431  2,806,135  2,327,015    475,555    641,778    445,823    750,199  1,298,828
 
Changes from:       September 16, 2014                               Total Change is:   259,367
   -31,022        -79     66,698    -44,871    -42,846     58,540    121,432    122,585     25,959     52,578    -21,534     14,192     -4,139     35,852
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       11.3       20.4       16.8        7.7        3.5       10.1       21.3       17.7        3.6        4.9        3.4        5.7        9.9
 
Number of Traders in Each Category                                    Total Traders:       319
        30         53         78         11         27         24         39         88         98         11         43         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,524
Positions
    37,327      4,561          0      7,022     15,227      4,915      1,400     18,041        209        525      8,327          0        126        244
 
Changes from:       September 16, 2014                               Total Change is:    -3,078
    -1,340        -56          0         77       -271        -15     -1,624     -2,257        -55       -169       -425          0         48          1
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        8.9        0.0       13.6       29.6        9.5        2.7       35.0        0.4        1.0       16.2        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        47
         5          7          0          .         10          .          4         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    45,206
Positions
    34,369      8,357          0          0     11,981      1,378      5,286      9,758      3,283        749     10,132          0        141        317
 
Changes from:       September 16, 2014                               Total Change is:     5,838
     2,361      1,464          0          0       -101          0      2,427      3,875        353        644        191          0         53         56
 
Percent of Open Interest Represented by Each Category of Trader
      76.0       18.5        0.0        0.0       26.5        3.0       11.7       21.6        7.3        1.7       22.4        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        47
         4          6          0          0         14          .          .          7          .          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    93,016
Positions
    13,275     56,464        559     12,996        380        147     36,007     31,038      1,562     18,298        304         15     10,157      2,547
 
Changes from:       September 16, 2014                               Total Change is:     2,086
      -731        333          0       -462          0         22        653        509        503      1,088       -440         15        998      1,144
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       60.7        0.6       14.0        0.4        0.2       38.7       33.4        1.7       19.7        0.3        0.0       10.9        2.7
 
Number of Traders in Each Category                                    Total Traders:       169
         9          .          .         17          .          .         50         15          5         72          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   389,039
Positions
    80,367     38,482     36,042     56,061     24,871     25,654     69,771    126,875     54,064     10,339     10,892     34,030     22,711     38,129
 
Changes from:       September 16, 2014                               Total Change is:   -24,438
     3,688     -3,501    -22,206      3,204     -7,574     -2,920     -3,192      5,675      2,934     -3,223      1,731     -4,208      1,485      5,631
 
Percent of Open Interest Represented by Each Category of Trader
      20.7        9.9        9.3       14.4        6.4        6.6       17.9       32.6       13.9        2.7        2.8        8.7        5.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       197
        19         17         22         10         15         11         43         46         55         16         17         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,731
Positions
       341      3,138          0      2,661        728        528      6,615      5,280        307         30        750          0        249          0
 
Changes from:       September 16, 2014                               Total Change is:    -3,494
      -402        238       -238     -1,705        652       -342        420     -3,221     -1,329          0        750          0        102         -4
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       29.2        0.0       24.8        6.8        4.9       61.6       49.2        2.9        0.3        7.0        0.0        2.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          .          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated September 26, 2014