```
Traders in Financial Futures - Futures Only Positions as of July 22, 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   129,188
Positions
    14,675     50,759        626     13,571      2,071      2,996     43,845     39,968      4,346     16,833      1,951        423     31,873     26,048
 
Changes from:       July 15, 2014                                    Total Change is:      -599
       -64      2,567        301       -454         10         -7       -788     -2,987        120      2,220     -1,254        370     -2,297        281
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       39.3        0.5       10.5        1.6        2.3       33.9       30.9        3.4       13.0        1.5        0.3       24.7       20.2
 
Number of Traders in Each Category                                    Total Traders:        76
         4          7          4          4          .          .         19         21          7         13          5          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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    38,359
Positions
    15,132         57        328      1,559      2,203          0     10,048     17,022        209        613          0          0     10,470     18,540
 
Changes from:       July 15, 2014                                    Total Change is:     3,352
     3,105       -935        305        659         14          0        854      1,961       -476          0          0          0     -1,095      2,483
 
Percent of Open Interest Represented by Each Category of Trader
      39.4        0.1        0.9        4.1        5.7        0.0       26.2       44.4        0.5        1.6        0.0        0.0       27.3       48.3
 
Number of Traders in Each Category                                    Total Traders:        34
         4          .          .          .          .          0         10         13          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   241,155
Positions
    11,792     96,954        865     28,243     30,363      1,765    152,059     50,865      3,277      3,604     34,902        447     39,103     21,717
 
Changes from:       July 15, 2014                                    Total Change is:   -13,960
     1,866    -12,100          4         50        113         52    -14,674     -1,933        851      1,764     -1,209          0     -3,873        262
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       40.2        0.4       11.7       12.6        0.7       63.1       21.1        1.4        1.5       14.5        0.2       16.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       120
         4         11          6         10         14          5         47         20          9          6          8          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   162,029
Positions
    84,823     37,392        430     33,469     16,638         76     17,045     63,261      2,822      3,056      1,882         57     20,251     39,471
 
Changes from:       July 15, 2014                                    Total Change is:     6,902
        91      9,679        109        999       -408        -86      3,398     -5,057        802       -308       -266         41      1,856      2,088
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       23.1        0.3       20.7       10.3        0.0       10.5       39.0        1.7        1.9        1.2        0.0       12.5       24.4
 
Number of Traders in Each Category                                    Total Traders:       102
         6         13          7          9         12          .         13         41         12          .          5          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   339,706
Positions
   155,038     13,639      2,098     47,061     76,543      7,192     58,693    125,676      5,327     27,114     29,876        764     36,419     78,591
 
Changes from:       July 15, 2014                                    Total Change is:    29,045
    20,606     -2,031        327       -539      1,424        666      5,752     23,252       -326       -649        916        -72      3,280      4,889
 
Percent of Open Interest Represented by Each Category of Trader
      45.6        4.0        0.6       13.9       22.5        2.1       17.3       37.0        1.6        8.0        8.8        0.2       10.7       23.1
 
Number of Traders in Each Category                                    Total Traders:       191
        20          8          8         13         29         15         21         59         12         19         22          8
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   109,341
Positions
     1,593     43,872        299      2,484      3,679        736     71,605     27,821        702        555      9,152      1,530     29,837     21,550
 
Changes from:       July 15, 2014                                    Total Change is:     4,132
       165      3,590       -132       -204        318          0      1,663      1,843       -318        420        573        114      2,424     -1,856
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       40.1        0.3        2.3        3.4        0.7       65.5       25.4        0.6        0.5        8.4        1.4       27.3       19.7
 
Number of Traders in Each Category                                    Total Traders:        83
         4         12          .          .          7          .         23         21          4          .         10          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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    37,672
Positions
    18,166     29,459      3,674      3,044          0          0      7,524        597      1,636      1,386          0      1,802        440        504
 
Changes from:       July 15, 2014                                    Total Change is:     2,094
     1,485      2,319        -39        138          0          0      1,118         94       -376          0          0          0       -232         96
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       78.2        9.8        8.1        0.0        0.0       20.0        1.6        4.3        3.7        0.0        4.8        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          7          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   142,254
Positions
    30,283     87,721        263      5,180      1,319          0     95,500     46,421        546      3,489      3,912          0      6,993      2,072
 
Changes from:       July 15, 2014                                    Total Change is:    11,146
      -228      8,354         -5       -366          0          0     11,701      3,451        110        314       -268          0       -380       -496
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       61.7        0.2        3.6        0.9        0.0       67.1       32.6        0.4        2.5        2.8        0.0        4.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       119
         7         16          .          7          .          0         46         21          5         12          5          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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    36,572
Positions
     6,249     16,446      6,030      1,669        201         95     18,090      6,763         42        375      3,275      2,750      1,272        970
 
Changes from:       July 15, 2014                                    Total Change is:     1,141
     2,904        695          0          7          0          0     -1,707        148        -91          0          0          0         28        389
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       45.0       16.5        4.6        0.5        0.3       49.5       18.5        0.1        1.0        9.0        7.5        3.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        28
         .          7          .          .          .          .          6          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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    32,728
Positions
     1,058     12,842          0      1,916        509          0     25,013     12,656        200        622      3,347          0      3,919      3,174
 
Changes from:       July 15, 2014                                    Total Change is:      -151
       296      1,490          0         56          0          0       -558         47          0        105       -714          0        -50       -974
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       39.2        0.0        5.9        1.6        0.0       76.4       38.7        0.6        1.9       10.2        0.0       12.0        9.7
 
Number of Traders in Each Category                                    Total Traders:        67
         4         10          0          5          .          0         24         13          .          .          6          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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    63,627
Positions
    17,794     36,691        180      4,815      4,566        253     28,126      9,366         11      3,787      5,073          0      8,663      7,489
 
Changes from:       July 15, 2014                                    Total Change is:     1,441
       184      3,372          1     -2,017        -53         -3      3,316     -3,152          8       -305        890          0        258        379
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       57.7        0.3        7.6        7.2        0.4       44.2       14.7        0.0        6.0        8.0        0.0       13.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       120
        21         14          .          8          .          .         34         14          .          9         17          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   127,254
Positions
    35,587     73,382        360      9,630      9,131        506     56,252     18,731         21      7,573     10,145          0     17,325     14,978
 
Changes from:       July 15, 2014                                    Total Change is:     2,882
       367      6,743          1     -4,033       -105         -6      6,631     -6,304         16       -609      1,780          0        515        757
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       57.7        0.3        7.6        7.2        0.4       44.2       14.7        0.0        6.0        8.0        0.0       13.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       120
        21         14          .          8          .          .         34         14          .          9         17          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   739,612
Positions
    43,205    191,187     30,394    324,304    104,516     50,889     99,848    192,032     33,853     49,798     50,442      3,851    103,471     82,448
 
Changes from:       July 15, 2014                                    Total Change is:    12,640
    -4,032     -5,267      4,082        -91      1,401        482      2,629     -4,846      8,861     -2,951      1,127         85      3,575      6,715
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       25.8        4.1       43.8       14.1        6.9       13.5       26.0        4.6        6.7        6.8        0.5       14.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       550
        32         39         26        124         53         70         85        121         77         54         42         11
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Traders in Financial Futures - Futures Only Positions as of July 22, 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   147,718
Positions
    19,723     51,086      5,723     59,061     26,370      1,778      9,740     14,375      1,727      9,319     11,680          0     40,647     34,979
 
Changes from:       July 15, 2014                                    Total Change is:     8,329
       719     -4,154      2,090        388      1,342         15      4,631      3,325        883       -136       -682         -8       -253      5,518
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.6        3.9       40.0       17.9        1.2        6.6        9.7        1.2        6.3        7.9        0.0       27.5       23.7
 
Number of Traders in Each Category                                    Total Traders:        82
         6         13          5         17          9          7         10         17          6          5          5          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,959,472
Positions
   211,146    794,242     29,619  1,341,966    406,484    229,803    496,014    933,760    115,154    207,482    198,896     14,168    314,120    237,346
 
Changes from:       July 15, 2014                                    Total Change is:    21,557
   -14,638      3,553        845        159      2,850       -220     25,018     -5,829      4,863    -14,088      9,035        476     19,142      5,984
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       26.8        1.0       45.3       13.7        7.8       16.8       31.6        3.9        7.0        6.7        0.5       10.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       534
        32         37         20        119         48         65         87        118         66         52         41         10
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    90,940
Positions
     2,963     41,059         27     49,678     35,591      2,287     24,330      7,416        810        742        740          0     10,103      3,010
 
Changes from:       July 15, 2014                                    Total Change is:      -457
       256       -486        -12       -197        332        218       -934       -250         23          0          0          0        189       -282
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       45.1        0.0       54.6       39.1        2.5       26.8        8.2        0.9        0.8        0.8        0.0       11.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        95
         5         13          .         39         10         14         14         10          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    72,587
Positions
     5,564     44,367        373     37,561      5,183        861     19,411     11,171        720      2,120      4,552         70      5,908      5,291
 
Changes from:       July 15, 2014                                    Total Change is:       942
       451      1,972          1     -1,141        -84        189      1,834       -991       -240        105        113          4       -260        -23
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       61.1        0.5       51.7        7.1        1.2       26.7       15.4        1.0        2.9        6.3        0.1        8.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       239
        20         25          5         33         14         12         61         41          7         20         25          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   362,936
Positions
    27,820    221,834      1,864    187,806     25,917      4,305     97,055     55,854      3,598     10,599     22,760        350     29,539     26,454
 
Changes from:       July 15, 2014                                    Total Change is:     4,712
     2,257      9,861          4     -5,706       -419        947      9,168     -4,953     -1,198        523        565         18     -1,301       -113
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       61.1        0.5       51.7        7.1        1.2       26.7       15.4        1.0        2.9        6.3        0.1        8.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       239
        20         25          5         33         14         12         61         41          7         20         25          .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   336,754
Positions
    70,231     29,733     21,563    130,226    134,449     17,105     61,272     99,668      7,384      9,657      9,342         45     19,271     17,465
 
Changes from:       July 15, 2014                                    Total Change is:    -5,713
    -9,542     -9,112      6,873       -678     -1,413     -1,891        -15       -665        533         59        222          4     -1,056       -264
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        8.8        6.4       38.7       39.9        5.1       18.2       29.6        2.2        2.9        2.8        0.0        5.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       245
        20          9          .         55         40         26         36         57         17         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    62,315
Positions
     2,734     26,544          0     33,554          0        168     11,775     17,748         15      5,581      1,699          0      8,488     16,141
 
Changes from:       July 15, 2014                                    Total Change is:       858
       351         25          0      1,168          0         12       -952        671         -6        577        -55          0       -292        211
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       42.6        0.0       53.8        0.0        0.3       18.9       28.5        0.0        9.0        2.7        0.0       13.6       25.9
 
Number of Traders in Each Category                                    Total Traders:        65
         6          8          0         22          0          .         10          9          .          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    97,530
Positions
    28,887      6,407      3,113     13,209      2,721      1,070     33,803      5,523      1,169      4,909      1,701        104     11,266     75,722
 
Changes from:       July 15, 2014                                    Total Change is:     5,532
     1,014     -1,307        539        553      1,636        115      1,555        372       -133        404         51         55      1,430      4,204
 
Percent of Open Interest Represented by Each Category of Trader
      29.6        6.6        3.2       13.5        2.8        1.1       34.7        5.7        1.2        5.0        1.7        0.1       11.6       77.6
 
Number of Traders in Each Category                                    Total Traders:        84
        16          6          4          9          .          .         26         12          8         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   111,446
Positions
     5,929     71,616      1,054     65,560     19,512      5,241     21,866      6,638      3,654      2,632        541          0      5,510      3,190
 
Changes from:       July 15, 2014                                    Total Change is:     2,396
        98        439        103      2,891       -106         35       -603      1,674       -109          0          0          0        -19        360
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       64.3        0.9       58.8       17.5        4.7       19.6        6.0        3.3        2.4        0.5        0.0        4.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        90
         7         11          .         34         14         14         15          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   345,053
Positions
    29,897    190,449      2,196    109,737     40,228     57,510    103,114     41,340      2,062     19,357      5,146      1,581     19,599      4,541
 
Changes from:       July 15, 2014                                    Total Change is:    11,509
     2,064      9,485        173      1,654      2,115       -215      7,931        -41        127     -3,629          0         -4      3,408       -131
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       55.2        0.6       31.8       11.7       16.7       29.9       12.0        0.6        5.6        1.5        0.5        5.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       215
        19         25          6         58         22         26         39         18          7         27          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   789,586
Positions
     6,315     94,768      8,500    321,484    179,358    117,349    112,122    164,793     17,525     33,537     34,903         30    172,724    172,360
 
Changes from:       July 15, 2014                                    Total Change is:    40,543
     1,975      1,137      2,000     16,517      6,120     -2,577      6,387     24,036        941      1,377        940          0     13,923      7,946
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       12.0        1.1       40.7       22.7       14.9       14.2       20.9        2.2        4.2        4.4        0.0       21.9       21.8
 
Number of Traders in Each Category                                    Total Traders:       183
         5         17          4         33         40         39         33         29         21         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   498,929
Positions
    24,417     70,550        757    252,755     50,864     74,199     23,334    179,039      6,597      7,594     20,645         60    109,216     96,218
 
Changes from:       July 15, 2014                                    Total Change is:     6,992
      -156     -6,464        108      1,713      2,349        721      2,334        799        185          0      7,398          0      2,087      1,896
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       14.1        0.2       50.7       10.2       14.9        4.7       35.9        1.3        1.5        4.1        0.0       21.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        84
         .         10          4         33         11         23          5         14          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 1,182,481
Positions
    49,086    148,473      2,627    217,141    397,663     81,588    598,974    207,998     36,818     68,051    134,068     33,001     95,195    140,245
 
Changes from:       July 15, 2014                                    Total Change is:    31,425
    -4,930      4,322     -1,152      5,785     12,343        501     12,128     10,725      3,914      5,526     -1,359      6,972      2,681     -4,841
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       12.6        0.2       18.4       33.6        6.9       50.7       17.6        3.1        5.8       11.3        2.8        8.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       258
        13         30          5         38         49         34         44         33         26         17         33          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 2,723,060
Positions
   133,009    184,774     32,947    895,237  1,073,586    239,427    712,905    409,824     74,456    307,784    187,766     35,821    291,474    484,459
 
Changes from:       July 15, 2014                                    Total Change is:    97,081
    30,942     18,298     -2,620     11,047     42,306     -1,055     31,397     20,868      3,688     -4,730        -12      6,604     21,808      9,004
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        6.8        1.2       32.9       39.4        8.8       26.2       15.1        2.7       11.3        6.9        1.3       10.7       17.8
 
Number of Traders in Each Category                                    Total Traders:       400
        26         44         17         37         83         57         54         74         52         21         61         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 2,174,021
Positions
   164,567    120,563     26,580    668,188    872,416    259,501    621,941    257,003     43,985    118,994    191,966     25,098    245,167    376,909
 
Changes from:       July 15, 2014                                    Total Change is:    22,980
   -19,249      1,368      7,041    -24,258      9,827     21,776     42,076     -6,879     -9,517      3,693    -10,458      2,973     -1,555      6,849
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        5.5        1.2       30.7       40.1       11.9       28.6       11.8        2.0        5.5        8.8        1.2       11.3       17.3
 
Number of Traders in Each Category                                    Total Traders:       290
        16         26         11         33         62         47         50         53         30         15         35         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   451,694
Positions
   198,552    115,497     89,724          0      9,944      6,751     22,233     70,774     68,159      8,596     12,131     25,543     32,136     53,171
 
Changes from:       July 15, 2014                                    Total Change is:     7,235
     3,015      7,767      1,143          0          0          0      2,568     -3,248        997        973        459       -521       -940        638
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       25.6       19.9        0.0        2.2        1.5        4.9       15.7       15.1        1.9        2.7        5.7        7.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        88
        15         24         31          0          4          .         12         18         18          4          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 is12,119,887
Positions
 2,321,574  2,195,945  2,198,256  2,728,267    893,134    253,710    982,507  2,311,576  2,167,511    349,892    557,292    378,995    739,175  1,163,468
 
Changes from:       July 15, 2014                                    Total Change is:   180,151
   149,909   -185,033      8,062    -48,647     28,184     17,891        296    212,875     97,820    -12,001      9,274      9,929    -43,108    -18,851
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       18.1       18.1       22.5        7.4        2.1        8.1       19.1       17.9        2.9        4.6        3.1        6.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       315
        28         60         79         11         27         22         36         89         93         15         34         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    52,433
Positions
    32,760      1,650          0      7,056     14,382      4,859      7,358     21,740        305          0      9,326         24         71        147
 
Changes from:       July 15, 2014                                    Total Change is:       132
       825        128          0          0       -346         -4       -595        344         -7        -94         -4         24        -17         -3
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        3.1        0.0       13.5       27.4        9.3       14.0       41.5        0.6        0.0       17.8        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          7          0          4          8          .          4          9          .          0          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    33,321
Positions
    24,806        873          0          0     10,387      1,473      4,158      7,068      1,265      1,514     12,084          0        105        171
 
Changes from:       July 15, 2014                                    Total Change is:        39
      -326        577          0          0     -1,116         28       -877        527          0      1,192         19          0         22          4
 
Percent of Open Interest Represented by Each Category of Trader
      74.4        2.6        0.0        0.0       31.2        4.4       12.5       21.2        3.8        4.5       36.3        0.0        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        43
         6          .          0          0         12          .          4          7          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    57,646
Positions
    11,328     28,998        678      7,671      1,124        171     15,930     22,155      2,133     11,840        465          0      7,895      1,922
 
Changes from:       July 15, 2014                                    Total Change is:     3,727
       391        524          0        506        -66         39      3,234      3,692       -162        282       -112          0       -563       -188
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       50.3        1.2       13.3        1.9        0.3       27.6       38.4        3.7       20.5        0.8        0.0       13.7        3.3
 
Number of Traders in Each Category                                    Total Traders:       143
         7          .          .         12          4          .         34         20          8         56          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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   414,392
Positions
    91,073     28,454     32,001     43,537     30,649     29,905     80,909    151,421     70,582     10,829     10,914     31,940     23,616     28,526
 
Changes from:       July 15, 2014                                    Total Change is:   -20,609
   -12,906        366    -11,355      1,745      1,600      4,171      1,159    -11,752      4,743        403     -4,172     -4,995     -3,574        785
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        6.9        7.7       10.5        7.4        7.2       19.5       36.5       17.0        2.6        2.6        7.7        5.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       204
        25          9         22          8         19         11         45         51         53         18         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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    13,276
Positions
       643      2,939          0      5,089          0        417      6,720      9,258        307         30        350          0         70          5
 
Changes from:       July 15, 2014                                    Total Change is:      -483
       -37         39          0       -737          0        231         64       -753          0          1          0          0         -5          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.1        0.0       38.3        0.0        3.1       50.6       69.7        2.3        0.2        2.6        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          7          0          .          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 25, 2014