```
Traders in Financial Futures - Futures Only Positions as of November 4, 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   104,720
Positions
    26,018        315      2,436     18,803      3,756         12     11,987     49,931      7,313     15,214      1,768        496     22,441     38,693
 
Changes from:       October 28, 2014                                 Total Change is:     5,411
     4,856       -160        401     -1,000        -39         10        471      4,023       -142      2,288       -621       -106     -1,367      2,045
 
Percent of Open Interest Represented by Each Category of Trader
      24.8        0.3        2.3       18.0        3.6        0.0       11.4       47.7        7.0       14.5        1.7        0.5       21.4       36.9
 
Number of Traders in Each Category                                    Total Traders:        76
        10          .          6          6          5          .         12         25         11         11          4          4
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    59,699
Positions
    42,095      3,589        186      1,213      3,240        443      8,992     28,256        476        503          0          0      5,791     23,509
 
Changes from:       October 28, 2014                                 Total Change is:     2,693
     1,264        142       -106          0       -156          0      1,319        899        313          0          0          0        -97      1,601
 
Percent of Open Interest Represented by Each Category of Trader
      70.5        6.0        0.3        2.0        5.4        0.7       15.1       47.3        0.8        0.8        0.0        0.0        9.7       39.4
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          .          .          5          .         11         15          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   144,215
Positions
    51,571     16,173         79     11,071     43,893      3,611     51,460     32,128      4,727      4,742     15,107        161     16,793     28,336
 
Changes from:       October 28, 2014                                 Total Change is:     5,554
     6,513        810     -1,876      1,150       -333       -193      2,550      4,698      1,917       -181        946     -1,708     -2,618      1,293
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       11.2        0.1        7.7       30.4        2.5       35.7       22.3        3.3        3.3       10.5        0.1       11.6       19.6
 
Number of Traders in Each Category                                    Total Traders:       104
         8          8          4          7         16          6         28         25         15          5          6          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   207,974
Positions
   100,140      8,743        907     30,892     27,429        898     33,288     91,103      3,755     21,077     13,937      2,087     14,930     59,115
 
Changes from:       October 28, 2014                                 Total Change is:    23,854
    12,941     -5,707       -451     -1,237     -5,433        101      5,012     16,537      1,107      8,576      9,518        229     -2,424      7,953
 
Percent of Open Interest Represented by Each Category of Trader
      48.2        4.2        0.4       14.9       13.2        0.4       16.0       43.8        1.8       10.1        6.7        1.0        7.2       28.4
 
Number of Traders in Each Category                                    Total Traders:       132
        14          5          .          9         17          6         19         46         12          8         14          4
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   465,332
Positions
   260,855     33,545     10,526     42,063     84,597     12,170     55,669    194,303      6,420     42,615     30,485      4,023     30,991     89,263
 
Changes from:       October 28, 2014                                 Total Change is:    23,963
    19,436       -382      1,160      2,574       -215       -304        817      8,237        -32        858      4,451       -174       -372     11,222
 
Percent of Open Interest Represented by Each Category of Trader
      56.1        7.2        2.3        9.0       18.2        2.6       12.0       41.8        1.4        9.2        6.6        0.9        6.7       19.2
 
Number of Traders in Each Category                                    Total Traders:       231
        20         14          8         17         29         18         28         62         16         22         39         11
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Traders in Financial Futures - Futures Only Positions as of November 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    16,166
Positions
     3,160      4,373          0      4,055      1,639        730      1,467      3,570          0      1,185          0          0      5,569      5,854
 
Changes from:       October 28, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       27.1        0.0       25.1       10.1        4.5        9.1       22.1        0.0        7.3        0.0        0.0       34.4       36.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          4          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   123,342
Positions
    74,265     12,793        182      1,495     11,349      1,049     26,503     38,738        452        604     22,595        662     18,130     35,522
 
Changes from:       October 28, 2014                                 Total Change is:     3,271
     5,683     -2,768         22         80     -1,482         -5     -2,481        396       -114         91      2,012        542       -547      4,668
 
Percent of Open Interest Represented by Each Category of Trader
      60.2       10.4        0.1        1.2        9.2        0.9       21.5       31.4        0.4        0.5       18.3        0.5       14.7       28.8
 
Number of Traders in Each Category                                    Total Traders:        85
         9          6          .          .          8          4         13         34          6          .         10          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    53,022
Positions
    30,201     24,311     12,595          0      1,962          0      6,030     10,430      1,228        801        971        973      1,194        552
 
Changes from:       October 28, 2014                                 Total Change is:     5,959
     1,019      1,385      3,566          0        -38          0        370        977          0        107        100          0        897        -31
 
Percent of Open Interest Represented by Each Category of Trader
      57.0       45.9       23.8        0.0        3.7        0.0       11.4       19.7        2.3        1.5        1.8        1.8        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        30
         7          9          6          0          .          0          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   159,857
Positions
    48,778     44,168      1,675     54,161      1,440          0     25,264     77,640     22,629      3,314      6,353          1      4,035      5,951
 
Changes from:       October 28, 2014                                 Total Change is:    15,841
     1,074        688        244         18        188          0      3,875      3,996     10,721        -97       -202          1          5        205
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       27.6        1.0       33.9        0.9        0.0       15.8       48.6       14.2        2.1        4.0        0.0        2.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       124
         6         11          5          6          4          0         24         48          7         16          9          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    70,667
Positions
     8,947     54,276      6,036      1,624          0          0      1,260      3,258        429     45,438          0      6,025        908        643
 
Changes from:       October 28, 2014                                 Total Change is:    23,608
     1,457     26,561       -116       -111          0          0     -1,397     -1,128     -1,188     24,778       -400          0        185       -121
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       76.8        8.5        2.3        0.0        0.0        1.8        4.6        0.6       64.3        0.0        8.5        1.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        24
         .          7          .          .          0          0          .          6          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    23,716
Positions
    10,523      3,053          9      1,046        362          0      9,071     13,217        479      1,011      1,079          0      1,577      5,517
 
Changes from:       October 28, 2014                                 Total Change is:     1,693
       511       -651        -13        -26        244          0      1,533      1,847         50        216       -483          0       -578        699
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       12.9        0.0        4.4        1.5        0.0       38.2       55.7        2.0        4.3        4.5        0.0        6.6       23.3
 
Number of Traders in Each Category                                    Total Traders:        66
         5          5          .          .          .          0         19         18          4          7          6          0
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    66,485
Positions
    23,201     38,874        442      4,558      2,244        424     26,668     10,326        345      2,726      3,567          2      8,121     10,263
 
Changes from:       October 28, 2014                                 Total Change is:     9,952
      -892      9,346         -9       -230       -238         90      8,968        539         75        -70       -966        -36      2,055      1,152
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       58.5        0.7        6.9        3.4        0.6       40.1       15.5        0.5        4.1        5.4        0.0       12.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       105
        17         16          .          9          .          4         26         14          4          8         12          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   132,970
Positions
    46,402     77,748        883      9,116      4,487        847     53,336     20,652        690      5,452      7,134          3     16,241     20,526
 
Changes from:       October 28, 2014                                 Total Change is:    19,904
    -1,783     18,692        -18       -459       -476        179     17,936      1,077        149       -139     -1,931        -71      4,110      2,303
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       58.5        0.7        6.9        3.4        0.6       40.1       15.5        0.5        4.1        5.4        0.0       12.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       105
        17         16          .          9          .          4         26         14          4          8         12          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   728,520
Positions
    42,019    175,363     35,891    310,979    130,885     49,071    105,000    170,829     32,155     41,362     46,133      3,303    108,740     84,890
 
Changes from:       October 28, 2014                                 Total Change is:    -4,138
      -276     23,625        240     -5,753      2,785       -665     10,425    -25,127      4,204       -268      1,161      1,168    -13,213    -11,529
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       24.1        4.9       42.7       18.0        6.7       14.4       23.4        4.4        5.7        6.3        0.5       14.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       577
        33         39         23        122         59         75        101        120         87         56         46         17
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   152,558
Positions
    22,398     55,411      2,671     59,443     28,739      1,969      9,298     12,630      1,055     11,463      8,980      1,336     42,925     39,767
 
Changes from:       October 28, 2014                                 Total Change is:    -3,667
    -1,527      4,717        674     -1,291        268       -236       -991       -876        561       -311        396      1,244     -1,790    -10,415
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       36.3        1.8       39.0       18.8        1.3        6.1        8.3        0.7        7.5        5.9        0.9       28.1       26.1
 
Number of Traders in Each Category                                    Total Traders:        87
         8         10          4         17          7          5         16         16          7          9          .          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,879,808
Positions
   214,552    716,205     49,652  1,299,927    552,977    193,264    530,110    842,597    103,901    150,900    187,171      8,428    329,074    225,613
 
Changes from:       October 28, 2014                                 Total Change is:    -2,354
   -11,329     76,958     15,411    -22,689     12,207     -1,765     50,734   -127,600     24,560        234      3,843       -397    -57,113     -5,571
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       24.9        1.7       45.1       19.2        6.7       18.4       29.3        3.6        5.2        6.5        0.3       11.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       562
        35         36         17        117         57         70         99        119         72         52         47         14
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Traders in Financial Futures - Futures Only Positions as of November 4, 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    98,788
Positions
    15,195     31,397        256     39,810     46,966      2,698     17,896     12,908        556        822        401          0     21,555      3,606
 
Changes from:       October 28, 2014                                 Total Change is:    -6,571
    -5,720        517         78     -1,462     -2,930        284      4,099     -3,518        -73          0          0          0     -3,777       -929
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       31.8        0.3       40.3       47.5        2.7       18.1       13.1        0.6        0.8        0.4        0.0       21.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        88
         7         10          .         32         12         14         13         10          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 4, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    68,057
Positions
     4,018     42,988        424     32,590      5,894        629     19,401      9,840      1,034      1,901      2,994         56      8,006      4,199
 
Changes from:       October 28, 2014                                 Total Change is:     2,484
      -448      4,602        -38        777       -461       -210      3,156       -164       -143         68       -157         -2       -677       -945
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       63.2        0.6       47.9        8.7        0.9       28.5       14.5        1.5        2.8        4.4        0.1       11.8        6.2
 
Number of Traders in Each Category                                    Total Traders:       224
        17         21          .         29         18         10         53         47         14         14         24          .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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   340,285
Positions
    20,088    214,938      2,119    162,948     29,472      3,145     97,003     49,199      5,169      9,507     14,969        278     40,028     20,996
 
Changes from:       October 28, 2014                                 Total Change is:    12,418
    -2,239     23,012       -191      3,885     -2,303     -1,052     15,781       -818       -713        341       -785         -8     -3,386     -4,724
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       63.2        0.6       47.9        8.7        0.9       28.5       14.5        1.5        2.8        4.4        0.1       11.8        6.2
 
Number of Traders in Each Category                                    Total Traders:       224
        17         21          .         29         18         10         53         47         14         14         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   384,369
Positions
   114,775     66,848     21,961    120,941    144,879     22,765     75,167     98,779      5,036      7,428      8,054          0     16,296     16,047
 
Changes from:       October 28, 2014                                 Total Change is:   -16,190
   -17,147     15,192        411      7,456    -15,321    -10,776      4,418       -256     -1,353        644     -2,749         -3        160     -1,335
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       17.4        5.7       31.5       37.7        5.9       19.6       25.7        1.3        1.9        2.1        0.0        4.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       262
        21         14          5         53         48         26         34         63         13         11         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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    64,650
Positions
     5,185     19,782          0     31,752          0         97     10,125     17,265      1,388      3,634      1,707          0     12,469     24,411
 
Changes from:       October 28, 2014                                 Total Change is:    11,250
     1,355        909          0      1,865          0         41      6,043      4,179      1,338     -1,463        710        -41      2,112      4,114
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       30.6        0.0       49.1        0.0        0.2       15.7       26.7        2.1        5.6        2.6        0.0       19.3       37.8
 
Number of Traders in Each Category                                    Total Traders:        71
         6          7          0         19          0          .         15         14          5          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   118,205
Positions
    35,136     24,623      4,927      8,039      1,582      1,106     45,571     14,982      2,293      9,639      1,129        471     11,023     67,092
 
Changes from:       October 28, 2014                                 Total Change is:    29,497
     7,028      8,024      2,060     -1,040      1,058        140     18,629      7,191        609        771       -484        431        869     10,468
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       20.8        4.2        6.8        1.3        0.9       38.6       12.7        1.9        8.2        1.0        0.4        9.3       56.8
 
Number of Traders in Each Category                                    Total Traders:        93
        15         13          5          8          .          .         37          6          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   116,206
Positions
     9,655     66,489        492     67,563     28,106      5,565     24,079      8,892      2,778        881        988          0      5,193      2,896
 
Changes from:       October 28, 2014                                 Total Change is:    -1,649
      -262       -885         -7     -1,162     -1,041        298       -424        948       -351         14        -17          0        245       -594
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       57.2        0.4       58.1       24.2        4.8       20.7        7.7        2.4        0.8        0.9        0.0        4.5        2.5
 
Number of Traders in Each Category                                    Total Traders:       103
         8         12          .         39         20         14         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   341,083
Positions
    54,146    174,565      2,182    109,782     58,935     49,853     90,780     42,401      2,163     16,963      9,054        622     14,592      1,308
 
Changes from:       October 28, 2014                                 Total Change is:     1,477
    -3,423      6,943       -197      1,719     -2,781         34      1,851     -1,473        213      1,463        219       -446        263     -1,035
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       51.2        0.6       32.2       17.3       14.6       26.6       12.4        0.6        5.0        2.7        0.2        4.3        0.4
 
Number of Traders in Each Category                                    Total Traders:       210
        23         17          7         57         26         30         40         15          9         23          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   829,116
Positions
    12,349    107,137      2,563    393,352    152,689    122,091     90,530    188,739     19,398     21,567     62,509        307    166,959    173,683
 
Changes from:       October 28, 2014                                 Total Change is:   -22,603
    -1,078      6,093        390    -26,439      1,494        -17        710    -27,156      3,345      3,087     -9,493        277     -2,878      2,464
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       12.9        0.3       47.4       18.4       14.7       10.9       22.8        2.3        2.6        7.5        0.0       20.1       20.9
 
Number of Traders in Each Category                                    Total Traders:       168
         7         15          7         32         37         38         27         31         24         10          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   513,070
Positions
    25,579     77,826        346    253,993     32,372     85,176     21,738    209,412      7,807      7,117      7,002         60    111,254     93,069
 
Changes from:       October 28, 2014                                 Total Change is:     6,755
    -2,065      2,368       -176     -2,125     -9,982      7,054      3,229      7,845        264      1,507          0          0       -933       -618
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.2        0.1       49.5        6.3       16.6        4.2       40.8        1.5        1.4        1.4        0.0       21.7       18.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .          7          .         40         11         25          6         12         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 1,324,430
Positions
    92,119    182,585      4,704    240,252    490,752     85,556    623,009    192,079     41,521    125,655    180,196      7,855    103,759    139,182
 
Changes from:       October 28, 2014                                 Total Change is:   -59,781
   -15,891    -31,536      3,249    -12,096    -19,074      8,454    -27,904    -29,567      2,422    -13,040        717        872     -5,847      4,682
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       13.8        0.4       18.1       37.1        6.5       47.0       14.5        3.1        9.5       13.6        0.6        7.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       263
        12         30          4         40         46         35         50         31         28         17         37         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 2,767,604
Positions
   129,698    150,685     27,325    970,608    788,403    406,351    515,027    708,936     69,790    320,691    168,795     40,538    287,576    406,781
 
Changes from:       October 28, 2014                                 Total Change is:    41,177
    11,885      2,675     19,497      6,153    -37,271     19,378     -3,102     97,126     -7,752     21,600    -12,329     -1,201    -25,281    -38,946
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        5.4        1.0       35.1       28.5       14.7       18.6       25.6        2.5       11.6        6.1        1.5       10.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       370
        27         30         17         40         80         64         55         64         59         27         47         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 1,932,928
Positions
   134,562    124,913      7,779    436,646    564,163    316,091    570,083    225,612     79,814    126,715    229,986     19,819    241,419    364,751
 
Changes from:       October 28, 2014                                 Total Change is:    39,382
     9,701       -337     -4,305    -34,653     59,354    -10,272     82,101    -12,403     23,439     11,059     -1,876     -5,295    -32,393     -8,923
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        6.5        0.4       22.6       29.2       16.4       29.5       11.7        4.1        6.6       11.9        1.0       12.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       278
        19         27          9         36         46         42         51         46         37         16         37         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   661,079
Positions
   264,457    137,847    186,428          0      9,071     15,147     19,237    113,600     89,591     15,693     15,431     36,454     34,072     57,510
 
Changes from:       October 28, 2014                                 Total Change is:     1,903
    -4,667     -9,859        652          0        212        865     12,631      9,658     -4,105     -2,164      3,231      2,058     -3,367       -809
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       20.9       28.2        0.0        1.4        2.3        2.9       17.2       13.6        2.4        2.3        5.5        5.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        98
        16         24         28          0          .          .         13         25         21          .         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 is11,810,320
Positions
 2,414,346  1,950,043  2,616,892  1,092,410    699,276    388,734  1,682,894  1,992,361  2,075,451    429,883    564,532    318,705    791,005  1,204,326
 
Changes from:       October 28, 2014                                 Total Change is:   337,284
    46,964     54,406     -3,161    199,184     22,527     13,143     39,936    126,956     62,348     44,056     27,257      1,243    -66,429     32,565
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       16.5       22.2        9.2        5.9        3.3       14.2       16.9       17.6        3.6        4.8        2.7        6.7       10.2
 
Number of Traders in Each Category                                    Total Traders:       296
        25         58         78         12         26         25         38         82         91          8         39         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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    49,353
Positions
    31,612      5,132          0      7,396     11,732      4,931      4,586     18,670         55        620      8,640          0        153        193
 
Changes from:       October 28, 2014                                 Total Change is:    -2,753
    -3,222       -390          0          0       -608          6        473     -1,220          0          0       -512          0        -10        -29
 
Percent of Open Interest Represented by Each Category of Trader
      64.1       10.4        0.0       15.0       23.8       10.0        9.3       37.8        0.1        1.3       17.5        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        49
         7          8          0          .         10          .          6          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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    53,996
Positions
    41,715     16,168          0          0     14,403        948      7,700      9,192      2,831        490     10,145          0        312        309
 
Changes from:       October 28, 2014                                 Total Change is:     1,336
       794         92          0          0      1,063          0        502        191          0        -35          0          0         75        -10
 
Percent of Open Interest Represented by Each Category of Trader
      77.3       29.9        0.0        0.0       26.7        1.8       14.3       17.0        5.2        0.9       18.8        0.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        48
         .          7          0          0         15          .          7          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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    92,157
Positions
    16,772     56,249        807     10,297          0        118     26,477     32,305      1,283     23,496        168         60     12,847      1,167
 
Changes from:       October 28, 2014                                 Total Change is:    12,788
       751        327          0      1,668          0        -84        314     13,867       -550      8,568        -43       -490      2,611       -239
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       61.0        0.9       11.2        0.0        0.1       28.7       35.1        1.4       25.5        0.2        0.1       13.9        1.3
 
Number of Traders in Each Category                                    Total Traders:       181
         8          .          .         17          0          .         47         17          9         86          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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   354,875
Positions
    48,829     86,743     39,879     27,150     20,374     47,398     80,730     44,036     55,072      9,502      5,803     24,982     21,333     30,588
 
Changes from:       October 28, 2014                                 Total Change is:      -720
    -4,445    -16,602        909     17,732     -1,149     -1,335    -13,907      8,168      2,003     -2,812       -827        493        642      7,620
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       24.4       11.2        7.7        5.7       13.4       22.7       12.4       15.5        2.7        1.6        7.0        6.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       183
        16         17         23         10         17         11         37         47         59          5         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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    11,384
Positions
        72      3,138          0      3,130        694        756      6,898      5,674        350         25        750          0        153         22
 
Changes from:       October 28, 2014                                 Total Change is:    -1,119
        72          0          0         -5         66        -38     -1,055       -157          0          0     -1,000          0        -93         10
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       27.6        0.0       27.5        6.1        6.6       60.6       49.8        3.1        0.2        6.6        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 7, 2014