`Traders in Financial Futures - Futures Only Positions as of June 3, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   130,275
Positions
    25,426     27,730      1,457     13,893      4,788      1,502     34,212     55,288      6,148     18,917      1,783        109     28,611     31,470
 
Changes from:       May 27, 2014                                     Total Change is:       286
       254       -395        689        -58       -991        669       -489      1,346       -805      1,300     -1,553         39     -1,313      1,287
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       21.3        1.1       10.7        3.7        1.2       26.3       42.4        4.7       14.5        1.4        0.1       22.0       24.2
 
Number of Traders in Each Category                                    Total Traders:        76
         6          7          5          4          4          .         14         22         12         13          6          6
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Traders in Financial Futures - Futures Only Positions as of June 3, 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    48,936
Positions
    22,555      9,359        112        900      2,229          0     11,962     18,503      1,424        613      1,548          0     11,370     15,761
 
Changes from:       May 27, 2014                                     Total Change is:       652
     2,557        972         93          0          0          0        617     -1,423        525          0         20          0     -3,140        465
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       19.1        0.2        1.8        4.6        0.0       24.4       37.8        2.9        1.3        3.2        0.0       23.2       32.2
 
Number of Traders in Each Category                                    Total Traders:        48
         9          4          .          .          .          0         14         15          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 3, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   239,604
Positions
    15,509    116,341      6,870     27,929     30,877      1,838    150,539     34,228      3,157      2,242     25,119         79     31,441     21,095
 
Changes from:       May 27, 2014                                     Total Change is:     1,164
     1,895     -4,390      2,512      3,157        311         -9     -3,087        117        157      1,091      1,417        -16     -4,536      1,065
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       48.6        2.9       11.7       12.9        0.8       62.8       14.3        1.3        0.9       10.5        0.0       13.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       117
         8         11          8         10         14          7         33         26          9          5         10          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   171,804
Positions
    94,759     14,965      1,919     25,790     16,606        623     25,798     79,927      2,685      3,633      5,147      1,222     15,375     48,710
 
Changes from:       May 27, 2014                                     Total Change is:     8,984
    11,505     -7,977       -630      2,459        549     -1,931      1,433     10,777       -154         57        708          9     -3,764      7,633
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        8.7        1.1       15.0        9.7        0.4       15.0       46.5        1.6        2.1        3.0        0.7        8.9       28.4
 
Number of Traders in Each Category                                    Total Traders:       112
        10          9          5          8         13          5         12         46         11          4         10          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   280,747
Positions
   106,584     21,193     10,127     46,996     68,187      6,677     38,195     68,036      7,603     23,805     30,339      2,341     38,419     66,244
 
Changes from:       May 27, 2014                                     Total Change is:     6,696
    18,519     -1,339        964     -1,060        435         96    -12,164      3,592      1,202       -608     -1,058        575       -828      2,229
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        7.5        3.6       16.7       24.3        2.4       13.6       24.2        2.7        8.5       10.8        0.8       13.7       23.6
 
Number of Traders in Each Category                                    Total Traders:       195
        19         12         12         16         29         15         30         48         15         17         24          9
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Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   110,911
Positions
    20,448     48,746      1,035      3,638      3,462         75     59,587     25,159        980        542      7,577        483     24,123     23,394
 
Changes from:       May 27, 2014                                     Total Change is:     1,772
      -693      4,396       -532       -286       -289          0      5,114       -788       -540       -114        642        -54     -1,123     -1,063
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       44.0        0.9        3.3        3.1        0.1       53.7       22.7        0.9        0.5        6.8        0.4       21.7       21.1
 
Number of Traders in Each Category                                    Total Traders:        81
         6         11          7          .          6          .         22         22          8          4          8          4
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Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    38,296
Positions
    15,849     22,447      7,216      3,069          0          0      4,945      2,293      3,449      1,095          0      2,184        489        707
 
Changes from:       May 27, 2014                                     Total Change is:     1,923
         6       -441      1,003        247          0          0       -515        111      1,191          0          0          0         -9         59
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       58.6       18.8        8.0        0.0        0.0       12.9        6.0        9.0        2.9        0.0        5.7        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10          8          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   162,647
Positions
    25,779     41,698      8,677      5,053      1,401          0    103,711    100,239      2,815      4,876      4,305      1,534     10,202      1,978
 
Changes from:       May 27, 2014                                     Total Change is:     5,021
       -70      4,250         -1      1,486         65          0      1,576        638        220      1,719       -248        159        -68        -62
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       25.6        5.3        3.1        0.9        0.0       63.8       61.6        1.7        3.0        2.6        0.9        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
        10         12          .          6          4          0         52         20          9         16          7          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,138
Positions
     4,202     12,112      6,030      1,629          0          0      9,958        958        235        120      3,275      2,750      1,214        778
 
Changes from:       May 27, 2014                                     Total Change is:     4,539
       -90        672      2,733        164       -103          0       -426     -1,330       -410          0        220      2,750       -182          7
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       46.3       23.1        6.2        0.0        0.0       38.1        3.7        0.9        0.5       12.5       10.5        4.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,066
Positions
     1,535     20,571          0      1,933        189          0     20,593      4,923        648      1,325        794          0      4,032      2,941
 
Changes from:       May 27, 2014                                     Total Change is:      -583
      -890     -1,848        -44       -621          0          0        443        544        444        810         19          0       -725        302
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       68.4        0.0        6.4        0.6        0.0       68.5       16.4        2.2        4.4        2.6        0.0       13.4        9.8
 
Number of Traders in Each Category                                    Total Traders:        66
         5          7          0          5          .          0         23         13          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,754
Positions
     2,975      2,074          2        267        194        131      1,630      2,338          0        100          0          0        649      1,015
 
Changes from:       May 27, 2014                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       36.0        0.0        4.6        3.4        2.3       28.3       40.6        0.0        1.7        0.0        0.0       11.3       17.6
 
Number of Traders in Each Category                                    Total Traders:        22
         5          6          .          .          .          .          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,905
Positions
    20,648     33,137        313      6,472      4,278        344     23,531     12,325        310      2,960      4,244          3      9,326      8,954
 
Changes from:       May 27, 2014                                     Total Change is:      -719
      -687     -2,608         28       -699        -58         45      1,059      1,065       -327     -1,035        652          1        896        485
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       51.9        0.5       10.1        6.7        0.5       36.8       19.3        0.5        4.6        6.6        0.0       14.6       14.0
 
Number of Traders in Each Category                                    Total Traders:       113
        19         15          .         11          .          4         28         18          .          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   127,809
Positions
    41,295     66,273        625     12,943      8,555        688     47,061     24,649        620      5,920      8,487          5     18,652     17,907
 
Changes from:       May 27, 2014                                     Total Change is:    -1,438
    -1,373     -5,216         55     -1,398       -115         89      2,118      2,129       -653     -2,069      1,303          1      1,792        969
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       51.9        0.5       10.1        6.7        0.5       36.8       19.3        0.5        4.6        6.6        0.0       14.6       14.0
 
Number of Traders in Each Category                                    Total Traders:       113
        19         15          .         11          .          4         28         18          .          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   774,514
Positions
    50,425    204,035     39,034    315,566     96,554     41,786     98,320    193,478     46,297     54,894     53,733      4,047    124,145     95,549
 
Changes from:       May 27, 2014                                     Total Change is:    16,269
     1,766      1,290      4,936      8,814         64     -8,311      1,009      6,886      7,158     -3,113      4,149       -200      4,210        297
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       26.3        5.0       40.7       12.5        5.4       12.7       25.0        6.0        7.1        6.9        0.5       16.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       580
        38         43         30        124         49         63         88        133         87         50         55         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   156,343
Positions
    30,848     53,794      2,443     48,080     21,790      1,450     11,036     22,772      3,165     11,185      5,727        100     48,036     45,102
 
Changes from:       May 27, 2014                                     Total Change is:     6,575
     2,961     -2,402      1,287         69        308        -10      2,020      5,423      1,283     -2,340         82        100      1,205        504
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       34.4        1.6       30.8       13.9        0.9        7.1       14.6        2.0        7.2        3.7        0.1       30.7       28.8
 
Number of Traders in Each Category                                    Total Traders:        85
         9         10          6         16          7          6         13         21         13          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,090,854
Positions
   249,931    903,252     30,906  1,344,724    381,113    194,389    523,101    940,213    128,980    227,898    249,384     10,380    380,545    252,237
 
Changes from:       May 27, 2014                                     Total Change is:    48,468
     8,268     32,705      4,004     43,703     -1,243    -41,485     13,010     25,378     11,309     -2,657     21,544     -2,710     15,026     -1,034
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       29.2        1.0       43.5       12.3        6.3       16.9       30.4        4.2        7.4        8.1        0.3       12.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       563
        40         40         22        118         46         59         86        132         78         47         54         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    92,036
Positions
     9,771     40,482        398     44,612     36,764      2,002     21,181      5,327        954        739      2,588          0     12,379      3,521
 
Changes from:       May 27, 2014                                     Total Change is:     1,634
      -319      1,780        231       -111       -455         47      1,798       -283         63         18         12          0        -93        239
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       44.0        0.4       48.5       39.9        2.2       23.0        5.8        1.0        0.8        2.8        0.0       13.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        88
         7         12          .         35         10         12         14          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,252
Positions
     6,763     36,736     11,841     31,834      5,652      1,712     18,629     16,227      4,166      1,264      3,205        155     13,889     10,558
 
Changes from:       May 27, 2014                                     Total Change is:     2,584
      -268      3,409       -293       -463       -606        845      1,420     -1,057        281     -1,304        278        -73      2,439       -201
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       40.7       13.1       35.3        6.3        1.9       20.6       18.0        4.6        1.4        3.6        0.2       15.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       242
        19         27         13         31         18          9         58         49         15         14         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,544
Positions
     9,782      8,592        158      3,635          0          0        486      2,648          0        235        366          0      2,248      4,780
 
Changes from:       May 27, 2014                                     Total Change is:    -1,092
    -1,490       -668         30          0          0          0        260       -500          0       -490          0          0        598         46
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       51.9        1.0       22.0        0.0        0.0        2.9       16.0        0.0        1.4        2.2        0.0       13.6       28.9
 
Number of Traders in Each Category                                    Total Traders:        22
         9          4          .          .          0          0          .          .          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 3, 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   368,538
Positions
    32,907    188,726     10,410    145,775     33,042      3,778    106,384     83,563      5,160      5,146     14,196        773     58,205     28,890
 
Changes from:       May 27, 2014                                     Total Change is:    18,382
    -2,381     11,894      6,880      1,913      1,200         -4      5,383     -3,199      1,819     -4,068      1,390       -365      9,205     -1,233
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       51.2        2.8       39.6        9.0        1.0       28.9       22.7        1.4        1.4        3.9        0.2       15.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       241
        20         26          8         30         19          9         58         49         13         13         26          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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   323,403
Positions
   107,692     42,540     12,889    113,742    133,501     17,287     35,246     84,994      6,311     10,529     10,971        194     19,513     14,716
 
Changes from:       May 27, 2014                                     Total Change is:    -1,217
    -3,553     -2,960        400     -1,353     -1,390      1,636        276      1,553        316       -108      1,526        142      1,027     -2,440
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       13.2        4.0       35.2       41.3        5.3       10.9       26.3        2.0        3.3        3.4        0.1        6.0        4.6
 
Number of Traders in Each Category                                    Total Traders:       261
        22         12          6         52         44         28         34         65         18         15         17          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,237
Positions
     4,328     16,628        119     31,687          0        170      8,627     14,469        284      2,458     18,485        300     13,264     10,782
 
Changes from:       May 27, 2014                                     Total Change is:      -200
       -69         42          0        -51       -202         27       -168        524        125     -2,951       -600        -28      2,915        -88
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       27.2        0.2       51.7        0.0        0.3       14.1       23.6        0.5        4.0       30.2        0.5       21.7       17.6
 
Number of Traders in Each Category                                    Total Traders:        63
         6          8          .         19          0          .         11          8          .          5          5          .
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Traders in Financial Futures - Futures Only Positions as of June 3, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   114,365
Positions
    14,866      9,758      1,662     22,838      1,079         44     40,917      5,084      3,548     19,743      4,410          0     10,747     88,780
 
Changes from:       May 27, 2014                                     Total Change is:    -1,576
    -1,484      1,715        355         84        -60          9        662        -69        544       -702       -432          0     -1,044     -3,638
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        8.5        1.5       20.0        0.9        0.0       35.8        4.4        3.1       17.3        3.9        0.0        9.4       77.6
 
Number of Traders in Each Category                                    Total Traders:        89
        11         13          7         10          .          .         32         10          9          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   112,200
Positions
     5,724     73,951      2,862     67,991     16,212      4,605     18,719      5,850      4,954      1,342        630          0      6,003      3,136
 
Changes from:       May 27, 2014                                     Total Change is:      -911
       721        188        162     -1,657       -216       -146      1,115       -126     -1,023       -251        351          0        168       -101
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       65.9        2.6       60.6       14.4        4.1       16.7        5.2        4.4        1.2        0.6        0.0        5.4        2.8
 
Number of Traders in Each Category                                    Total Traders:        95
         7         11          .         35         16         13         15          6          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   299,714
Positions
    22,170    144,961      4,331     99,097     44,855     44,145     86,868     38,838      3,458     18,412     11,301        321     20,912      7,504
 
Changes from:       May 27, 2014                                     Total Change is:    -5,186
      -522      6,663     -1,569     -9,485      4,175     -6,012      7,874    -11,456        876       -338        332         95      3,895      1,710
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       48.4        1.4       33.1       15.0       14.7       29.0       13.0        1.2        6.1        3.8        0.1        7.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       206
        19         23          6         52         24         29         37         18         12         24          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   718,749
Positions
     8,771     97,600     10,821    229,804    163,459    123,366    122,702     77,676     28,690     17,403     39,719      1,448    175,744    175,970
 
Changes from:       May 27, 2014                                     Total Change is:  -112,010
        66    -26,341     -2,530    -40,741     11,714     -5,459     -2,514     -4,618    -61,761      2,490      4,186      1,168     -2,729    -28,369
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       13.6        1.5       32.0       22.7       17.2       17.1       10.8        4.0        2.4        5.5        0.2       24.5       24.5
 
Number of Traders in Each Category                                    Total Traders:       167
         7         14          6         33         39         41         33         24         20          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   545,000
Positions
    21,431     73,707     28,961    255,777     28,915     73,614     19,316    191,776     35,245      7,137     14,952      2,860    100,659     94,970
 
Changes from:       May 27, 2014                                     Total Change is:    19,557
        -8     -6,108     12,709     -1,023      8,204     -4,284     -3,041     -6,049     20,533     -2,201      2,785      2,860     -5,988    -11,093
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       13.5        5.3       46.9        5.3       13.5        3.5       35.2        6.5        1.3        2.7        0.5       18.5       17.4
 
Number of Traders in Each Category                                    Total Traders:        82
         .         11          8         36         10         23          4         12         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 1,098,179
Positions
    43,636    137,249     15,535    241,910    353,456     63,571    477,564    183,127     86,690     31,213     89,368     27,181    110,879    142,002
 
Changes from:       May 27, 2014                                     Total Change is:  -104,730
    -3,764    -30,748    -14,673      3,606      3,798     -4,080    -42,886    -19,746    -24,879     -1,333       -127    -12,303     -4,418     -1,972
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       12.5        1.4       22.0       32.2        5.8       43.5       16.7        7.9        2.8        8.1        2.5       10.1       12.9
 
Number of Traders in Each Category                                    Total Traders:       239
         9         29         10         38         44         27         47         33         26         14         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    81,039
Positions
     3,435     27,017     11,284          0      3,267      2,638     49,914     22,790     13,752          0        100          0         16        191
 
Changes from:       May 27, 2014                                     Total Change is:     5,629
    -2,768      5,079     -2,363          0        537        846      9,783      1,312        115          0        100          0         16          3
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       33.3       13.9        0.0        4.0        3.3       61.6       28.1       17.0        0.0        0.1        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         .         15          9          0          .          .          4         18          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 2,580,717
Positions
   121,751    153,252     43,220    772,487  1,143,947    199,550    757,889    302,461     68,107    246,917    179,237     34,795    336,001    456,148
 
Changes from:       May 27, 2014                                     Total Change is:  -260,320
    -3,441    -35,449    -48,149    -62,561    -19,184    -36,114    -36,175      5,119    -50,965      6,158      9,745      2,092    -31,165    -87,415
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        5.9        1.7       29.9       44.3        7.7       29.4       11.7        2.6        9.6        6.9        1.3       13.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       358
        21         31         18         33         82         55         58         61         44         17         55         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 2,043,721
Positions
   157,114    129,368     24,613    714,451    807,387    224,499    505,314    265,659     62,825    105,244    165,498     18,580    231,081    345,292
 
Changes from:       May 27, 2014                                     Total Change is:  -155,649
    40,154    -12,841    -29,868    -67,182      7,127        897      1,898     12,998    -54,010     14,451     -8,501     -6,290    -55,699    -65,161
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        6.3        1.2       35.0       39.5       11.0       24.7       13.0        3.1        5.1        8.1        0.9       11.3       16.9
 
Number of Traders in Each Category                                    Total Traders:       281
        13         31         17         30         58         44         46         56         31         17         30         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   345,693
Positions
   169,198     96,142     60,534          0      7,084      7,386     16,082     46,140     46,427        870     11,962     16,681     28,515     53,337
 
Changes from:       May 27, 2014                                     Total Change is:   -21,681
      -225    -10,719     -8,740          0      1,330     -1,711     -6,156      6,192     -3,136       -408       -866       -914       -391     -3,117
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       27.8       17.5        0.0        2.0        2.1        4.7       13.3       13.4        0.3        3.5        4.8        8.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        81
        13         25         29          0          4          .         12         16         15          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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 is11,897,568
Positions
 2,229,503  2,138,235  2,181,994  2,751,097    817,020    278,181    762,533  2,066,726  2,214,154    272,553    607,331    292,391    915,162  1,301,536
 
Changes from:       May 27, 2014                                     Total Change is:    27,018
    33,530   -122,284      5,803   -114,911     51,732     24,377     57,057     73,426    -18,058    -19,718     -3,201     28,126     30,812    -12,903
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       18.0       18.3       23.1        6.9        2.3        6.4       17.4       18.6        2.3        5.1        2.5        7.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       302
        33         55         72         11         22         18         47         82         96          7         33         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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    54,544
Positions
    39,824      1,068          0      6,955     15,832      4,859      2,014     21,435        392         25      9,603          0        475      1,355
 
Changes from:       May 27, 2014                                     Total Change is:      -242
      -837          0          0         -1     -1,018        -13        133       -479         17         25         45          0        434      1,206
 
Percent of Open Interest Represented by Each Category of Trader
      73.0        2.0        0.0       12.8       29.0        8.9        3.7       39.3        0.7        0.0       17.6        0.0        0.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        43
         8          4          0          4          8          .          4          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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    44,300
Positions
    40,081          0          0        150     16,290      2,119        485     10,891      1,381          0     13,466         10         74        143
 
Changes from:       May 27, 2014                                     Total Change is:       696
    -1,026       -356          0          0       -640         65        261        325      1,381          0       -177         10          5         88
 
Percent of Open Interest Represented by Each Category of Trader
      90.5        0.0        0.0        0.3       36.8        4.8        1.1       24.6        3.1        0.0       30.4        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        40
         7          0          0          .         12          .          .          8          .          0         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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    54,011
Positions
    10,203      7,413        917      9,298        968        137      9,758     38,952      2,625     12,623        818        200      8,250      1,981
 
Changes from:       May 27, 2014                                     Total Change is:     4,768
       -10        277         -6      1,766       -238         -8      2,991      4,223        311     -1,013        190        200        537       -181
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       13.7        1.7       17.2        1.8        0.3       18.1       72.1        4.9       23.4        1.5        0.4       15.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       136
         7          .          .         13          .          .         26         22         11         56          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 3, 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   448,926
Positions
    84,315     23,054     42,497     61,667     31,002     31,209     99,999    191,964     52,908     12,624     12,923     34,452     29,255     28,917
 
Changes from:       May 27, 2014                                     Total Change is:    28,560
    -5,010     -1,652     -5,176      4,919      3,842      2,671     17,732     14,285      7,837       -644        531      4,133      2,098      2,089
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        5.1        9.5       13.7        6.9        7.0       22.3       42.8       11.8        2.8        2.9        7.7        6.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       215
        22         11         24          6         19         12         43         56         57         22         22         31
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Traders in Financial Futures - Futures Only Positions as of June 3, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    15,719
Positions
       564      7,550          0      6,209        146        238      7,866      7,007        758         26          0          0         58         20
 
Changes from:       May 27, 2014                                     Total Change is:      -804
       112        -48          0     -1,085        -87        -46        460       -627          2       -250          0          0          3          2
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       48.0        0.0       39.5        0.9        1.5       50.0       44.6        4.8        0.2        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          9          .          .          .          0          0
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Updated June 6, 2014