`Traders in Financial Futures - Futures Only Positions as of January 14, 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   171,370
Positions
    88,351      1,120        874     11,597     16,645      2,455     24,106    100,390      4,158     12,708      1,641        758     26,363     43,329
 
Changes from:       January 7, 2014                                  Total Change is:    14,420
     4,022        -82        355     -1,652        141      1,730      1,977      9,494        624      5,151        107        -49      2,262      2,100
 
Percent of Open Interest Represented by Each Category of Trader
      51.6        0.7        0.5        6.8        9.7        1.4       14.1       58.6        2.4        7.4        1.0        0.4       15.4       25.3
 
Number of Traders in Each Category                                    Total Traders:        92
        11          4          .          4          8          .         17         32          8         12          4          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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    42,791
Positions
     6,950     13,735        720        900      1,231          0     16,851     11,175        309      1,721      2,830          0     15,340     12,791
 
Changes from:       January 7, 2014                                  Total Change is:       704
     3,328       -988        189          0          0          0     -1,330      2,441          4        140       -868          0     -1,627        -74
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       32.1        1.7        2.1        2.9        0.0       39.4       26.1        0.7        4.0        6.6        0.0       35.8       29.9
 
Number of Traders in Each Category                                    Total Traders:        40
         6          7          .          .          .          0         10         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 14, 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   201,372
Positions
    13,494     83,892      1,570     25,846     26,600      1,480    114,896     38,071      3,980      2,655     25,316        405     37,046     20,058
 
Changes from:       January 7, 2014                                  Total Change is:     6,704
       113     -1,140         74        717        443        101      7,299      5,620        -54        -26      1,577        149     -1,669        -66
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       41.7        0.8       12.8       13.2        0.7       57.1       18.9        2.0        1.3       12.6        0.2       18.4       10.0
 
Number of Traders in Each Category                                    Total Traders:       108
         .         12          6         10         15          6         41         15          9          4          8          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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   218,324
Positions
   106,752     13,499      1,547     22,313     20,072      4,298     38,923    115,649      3,713     24,942      9,472        582     15,254     49,492
 
Changes from:       January 7, 2014                                  Total Change is:   -11,832
   -11,655      2,873        207        463       -330       -156     -1,677     -5,006        144       -536     -4,920         29      1,349     -4,673
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        6.2        0.7       10.2        9.2        2.0       17.8       53.0        1.7       11.4        4.3        0.3        7.0       22.7
 
Number of Traders in Each Category                                    Total Traders:       136
        12          9          .          8         20          5         17         55         10          4         11          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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   243,434
Positions
    49,071     27,267      2,149     40,852     65,786      5,069     80,190     46,508      5,343     17,294     29,608        486     42,980     61,218
 
Changes from:       January 7, 2014                                  Total Change is:     4,864
     5,089      2,977        -93      1,079     -1,516        184     -3,969      3,218        679       -814       -755       -196      2,905        366
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       11.2        0.9       16.8       27.0        2.1       32.9       19.1        2.2        7.1       12.2        0.2       17.7       25.1
 
Number of Traders in Each Category                                    Total Traders:       185
        16         15         10         16         27         14         35         38         14         15         23          4
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Traders in Financial Futures - Futures Only Positions as of January 14, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   112,341
Positions
    73,712      4,652        299        769      4,402        168      9,116     58,655      2,197      8,121     10,006         13     17,946     31,949
 
Changes from:       January 7, 2014                                  Total Change is:    -9,780
    -8,438      1,142         29        121     -1,038         -1     -4,266     -8,100        226      1,587       -653          0        962     -1,385
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        4.1        0.3        0.7        3.9        0.1        8.1       52.2        2.0        7.2        8.9        0.0       16.0       28.4
 
Number of Traders in Each Category                                    Total Traders:        79
         9          6          .          .          7          .         12         30          5          6          7          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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    39,207
Positions
    16,957     25,493      7,195      2,194          0          0      5,278        598      3,183      1,650          0      2,184        566        554
 
Changes from:       January 7, 2014                                  Total Change is:    -1,121
       178       -816          0         90          0          0     -1,589       -181          0          0       -155          0        200         31
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       65.0       18.4        5.6        0.0        0.0       13.5        1.5        8.1        4.2        0.0        5.6        1.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        21
         5         10          9          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   112,998
Positions
    28,513     59,364        499     40,108        591          0     23,678     41,507      3,240      9,908      5,511          1      7,051      2,285
 
Changes from:       January 7, 2014                                  Total Change is:    -4,010
     1,457      1,320        -45        109          0          0     -5,557     -2,743         12       -355     -2,734          1        368        179
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       52.5        0.4       35.5        0.5        0.0       21.0       36.7        2.9        8.8        4.9        0.0        6.2        2.0
 
Number of Traders in Each Category                                    Total Traders:        99
         5         11          .          4          .          0         40         22          5          8          6          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    12,239
Positions
     5,777        366      3,121        628          0          0      1,989      4,233        251          0      3,055          0        473      1,213
 
Changes from:       January 7, 2014                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        3.0       25.5        5.1        0.0        0.0       16.3       34.6        2.1        0.0       25.0        0.0        3.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5          .          .          .          0          0          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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    22,870
Positions
       941     11,743          0      1,205          0          0     15,626      8,082        202        884        729          0      4,012      2,114
 
Changes from:       January 7, 2014                                  Total Change is:     2,831
       -10      1,766          0         53          0          0      2,731      1,118        -80        157        -21          0        -20         48
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       51.3        0.0        5.3        0.0        0.0       68.3       35.3        0.9        3.9        3.2        0.0       17.5        9.2
 
Number of Traders in Each Category                                    Total Traders:        61
         .         10          0          4          0          0         22         13          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,166
Positions
    16,161     45,225        249      6,726      4,033        562     28,382      5,412        330      4,519      1,812          6      9,232      8,538
 
Changes from:       January 7, 2014                                  Total Change is:     2,422
      -769      4,015         20        -79         10         77      2,387     -1,060        119        342       -105        -13        338       -642
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       68.4        0.4       10.2        6.1        0.8       42.9        8.2        0.5        6.8        2.7        0.0       14.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       102
        18         13          .         10          .          .         33         13          4          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   132,331
Positions
    32,322     90,450        497     13,452      8,065      1,124     56,764     10,824        659      9,038      3,624         12     18,463     17,076
 
Changes from:       January 7, 2014                                  Total Change is:     4,843
    -1,537      8,030         39       -158         20        154      4,774     -2,120        238        683       -210        -25        675     -1,283
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       68.4        0.4       10.2        6.1        0.8       42.9        8.2        0.5        6.8        2.7        0.0       14.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       102
        18         13          .         10          .          .         33         13          4          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   719,529
Positions
    49,071    236,829     13,769    325,455    102,003     35,793    107,764    167,540     32,692     49,741     57,809      5,554     99,690     67,539
 
Changes from:       January 7, 2014                                  Total Change is:    19,884
     2,289     -2,024      2,994      7,087      1,449        217      1,449     10,352      8,725      1,596        190        937     -5,410     -2,955
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       32.9        1.9       45.2       14.2        5.0       15.0       23.3        4.5        6.9        8.0        0.8       13.9        9.4
 
Number of Traders in Each Category                                    Total Traders:       580
        40         36         23        119         54         61        114        100         74         58         59         15
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Traders in Financial Futures - Futures Only Positions as of January 14, 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   142,427
Positions
     6,933     65,189      2,944     56,835     24,212      1,186     11,601     14,000      1,524      9,602      9,489        142     51,660     23,741
 
Changes from:       January 7, 2014                                  Total Change is:       854
      -687     -4,685      1,919        323        272         50      2,412      4,164        267      1,510       -481          0     -4,940       -652
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       45.8        2.1       39.9       17.0        0.8        8.1        9.8        1.1        6.7        6.7        0.1       36.3       16.7
 
Number of Traders in Each Category                                    Total Traders:        79
         5          9          .         15          8          8         16         15          8          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 2,885,511
Positions
   233,338    880,848     31,476  1,349,206    395,064    166,929    543,684    830,570     92,972    213,376    254,283     14,379    240,151    218,990
 
Changes from:       January 7, 2014                                  Total Change is:    95,148
    17,925     16,348      2,331     33,899      5,962        755     30,753     66,508      6,722      3,500      6,425      1,614     -2,351    -11,517
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       30.5        1.1       46.8       13.7        5.8       18.8       28.8        3.2        7.4        8.8        0.5        8.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       561
        41         34         20        113         49         56        114         98         60         55         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   104,261
Positions
     2,922     56,828         32     58,466     32,474      2,123     28,773      6,280        840        543      2,943          0     10,562      2,741
 
Changes from:       January 7, 2014                                  Total Change is:     3,181
        32      3,539        -22      3,183       -366       -189        930        348       -123       -202         15          0       -428        -21
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       54.5        0.0       56.1       31.1        2.0       27.6        6.0        0.8        0.5        2.8        0.0       10.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        94
         4         14          .         40         10         15         15          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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    86,236
Positions
    11,777     57,758        179     37,888      3,826        953     26,617     13,438        271      2,052      6,049         50      6,449      3,713
 
Changes from:       January 7, 2014                                  Total Change is:      -232
    -1,503     -4,429        155       -397        142         -3      1,410      1,640       -259        373      1,944        -75         67        653
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       67.0        0.2       43.9        4.4        1.1       30.9       15.6        0.3        2.4        7.0        0.1        7.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       224
        20         20          .         38         14         10         70         25          8         19         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   431,180
Positions
    58,887    288,789        897    189,439     19,128      4,763    133,083     67,188      1,355     10,259     30,243        252     32,245     18,565
 
Changes from:       January 7, 2014                                  Total Change is:    -1,162
    -7,516    -22,143        774     -1,984        711        -15      7,052      8,199     -1,297      1,864      9,722       -377        337      3,264
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       67.0        0.2       43.9        4.4        1.1       30.9       15.6        0.3        2.4        7.0        0.1        7.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       224
        20         20          .         38         14         10         70         25          8         19         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   293,672
Positions
    25,356     92,231      5,763    152,336     88,789     12,727     58,147     65,067      6,954     10,868      6,857         10     21,511     15,274
 
Changes from:       January 7, 2014                                  Total Change is:      -951
    -4,385     -1,466       -487      6,158        362     -1,373       -345     -2,260        437       -160      1,173          0       -796      2,663
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       31.4        2.0       51.9       30.2        4.3       19.8       22.2        2.4        3.7        2.3        0.0        7.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       248
        19         15          .         57         33         25         50         49         14         15         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    75,571
Positions
     5,940     45,182          0     33,860        403        572     17,057     14,627         25      6,762      8,271          0     11,355      6,491
 
Changes from:       January 7, 2014                                  Total Change is:    -3,014
      -425       -234          0         93        -29        113     -1,956     -1,811        -66       -225      1,185          0       -548     -2,172
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       59.8        0.0       44.8        0.5        0.8       22.6       19.4        0.0        8.9       10.9        0.0       15.0        8.6
 
Number of Traders in Each Category                                    Total Traders:        87
         8          8          0         22          .          .         21          8          .         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   104,755
Positions
    30,884     12,015        636     11,569      6,056        920     39,974      5,824        495     10,544      5,768          0      9,733     73,041
 
Changes from:       January 7, 2014                                  Total Change is:    -2,996
       -82       -755       -427       -182         50        -24     -1,828     -3,912        269      1,964       -150        -25     -2,661      1,978
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       11.5        0.6       11.0        5.8        0.9       38.2        5.6        0.5       10.1        5.5        0.0        9.3       69.7
 
Number of Traders in Each Category                                    Total Traders:        93
        20          8          .         11          .          .         30          5          5         14          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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    94,751
Positions
     2,508     60,590      3,406     49,652     15,217      3,408     23,903      4,649      3,925      1,000        907          0      6,949      2,649
 
Changes from:       January 7, 2014                                  Total Change is:     2,017
       270        986      1,134      1,368        401       -709        934        677         42       -319          0          0       -703       -514
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       63.9        3.6       52.4       16.1        3.6       25.2        4.9        4.1        1.1        1.0        0.0        7.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        87
         5          9          .         34         13         13         14          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   243,235
Positions
    15,720    102,296      2,834     89,259     43,248     46,804     52,445     37,394      1,865     20,167      3,751        321     13,820      4,722
 
Changes from:       January 7, 2014                                  Total Change is:     2,371
    -1,580      2,468        -21     -1,593      2,712      2,750      5,016     -1,363        214     -1,864     -3,248         -1       -550     -1,140
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       42.1        1.2       36.7       17.8       19.2       21.6       15.4        0.8        8.3        1.5        0.1        5.7        1.9
 
Number of Traders in Each Category                                    Total Traders:       183
        17         24          .         44         24         25         27         19         13         23          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   673,573
Positions
     5,154     85,635      2,906    280,192    149,239    119,728     89,326    107,376      7,280     27,210     28,661        358    141,419    172,390
 
Changes from:       January 7, 2014                                  Total Change is:    31,233
      -880     23,576      1,015    -11,863     15,108      4,523     18,117    -13,455     -2,493      7,380      3,106     -1,527     16,961      1,380
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       12.7        0.4       41.6       22.2       17.8       13.3       15.9        1.1        4.0        4.3        0.1       21.0       25.6
 
Number of Traders in Each Category                                    Total Traders:       168
         4         19          4         36         37         41         24         32         12          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   465,441
Positions
    22,437     99,054         43    272,782     21,822     60,194     22,903    169,037      1,541      9,513     23,684      1,630     74,398     88,436
 
Changes from:       January 7, 2014                                  Total Change is:     8,651
     3,124     -4,391       -552     -5,984     -2,396      6,279      2,359      7,283        206     -1,376        992      1,630      2,965       -400
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       21.3        0.0       58.6        4.7       12.9        4.9       36.3        0.3        2.0        5.1        0.4       16.0       19.0
 
Number of Traders in Each Category                                    Total Traders:        82
         .          9          .         33          6         21          5         17          6          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   814,206
Positions
    74,125     89,400      5,962    220,330    280,614     67,285    211,325    127,089     49,843     66,992     65,484     23,450     94,894    105,079
 
Changes from:       January 7, 2014                                  Total Change is:    33,775
   -13,380     17,754      3,738     -4,161      3,771      3,914     26,131    -24,979     17,277      3,141      9,214        226     -3,111      2,860
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       11.0        0.7       27.1       34.5        8.3       26.0       15.6        6.1        8.2        8.0        2.9       11.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       210
        13         19          6         35         32         28         40         29         22         19         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    47,263
Positions
    10,123     23,896      3,467        400          0          0     27,135     13,653      3,924         76        185        838      1,300      1,300
 
Changes from:       January 7, 2014                                  Total Change is:     1,043
     2,127      2,439       -824        400          0          0        632        626       -762         10        104       -576         36         36
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       50.6        7.3        0.8        0.0        0.0       57.4       28.9        8.3        0.2        0.4        1.8        2.8        2.8
 
Number of Traders in Each Category                                    Total Traders:        40
         5         12          8          .          0          0          7         13          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 2,197,399
Positions
   150,048    154,968     47,276    565,627    824,924    257,815    607,004    226,059     70,316    235,160    134,054     22,953    241,200    459,034
 
Changes from:       January 7, 2014                                  Total Change is:   -16,771
   -21,405    -13,238      4,326    -18,430      3,339     17,903      4,832    -28,394    -18,306     -1,785     31,555     -1,078     17,172    -12,878
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        7.1        2.2       25.7       37.5       11.7       27.6       10.3        3.2       10.7        6.1        1.0       11.0       20.9
 
Number of Traders in Each Category                                    Total Traders:       331
        19         38         13         38         70         57         51         60         47         18         37          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,950,844
Positions
   136,689    164,414     24,383    621,339    699,923    202,786    606,976    264,549     20,169    126,045    173,183     10,963    201,494    390,474
 
Changes from:       January 7, 2014                                  Total Change is:    54,534
   -17,514    -24,021      4,505    -30,638     28,104     23,280     87,244    -15,373     -5,015    -18,698     21,861     -2,394     13,764     23,587
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        8.4        1.2       31.8       35.9       10.4       31.1       13.6        1.0        6.5        8.9        0.6       10.3       20.0
 
Number of Traders in Each Category                                    Total Traders:       252
        12         29          8         26         57         40         34         51         29         12         30          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   278,861
Positions
   107,543     73,896     77,585        725        100        943     24,237     30,214     29,439          0     11,965      7,023     31,366     47,696
 
Changes from:       January 7, 2014                                  Total Change is:       771
     3,368      4,377     -2,165         73        100          0        777     -2,813       -147          0        768     -1,189         54      1,840
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       26.5       27.8        0.3        0.0        0.3        8.7       10.8       10.6        0.0        4.3        2.5       11.2       17.1
 
Number of Traders in Each Category                                    Total Traders:        58
        18         17         21          .          .          .          7          7         10          0          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 is10,090,118
Positions
   998,160  2,024,859  2,163,554  2,876,725  1,185,821    203,811    666,241    683,799  1,844,378    249,024    509,452    315,913    772,312  1,158,531
 
Changes from:       January 7, 2014                                  Total Change is:  -107,347
   139,809    -81,385    -35,238   -100,340     57,986     -4,549     10,960     31,001   -131,767    -32,622    -11,710     18,647     27,753     49,668
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       20.1       21.4       28.5       11.8        2.0        6.6        6.8       18.3        2.5        5.0        3.1        7.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       251
        33         41         69         11         17         19         41         59         79         16         25         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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
    44,668      1,081          0      2,690     13,597      5,356      1,222     18,701          0        600     15,672          0          8        137
 
Changes from:       January 7, 2014                                  Total Change is:       762
     1,009        114          0        500        114          0       -413        614          0       -300        -83          0        -34          3
 
Percent of Open Interest Represented by Each Category of Trader
      81.9        2.0        0.0        4.9       24.9        9.8        2.2       34.3        0.0        1.1       28.7        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         8          4          0          .         12          .          .         11          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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    32,363
Positions
    27,540      1,634         20      2,652      9,992      1,762        370      2,551          0          0     16,344          0         19         60
 
Changes from:       January 7, 2014                                  Total Change is:       541
       159       -301         20         74        730        -74        370       -500          0          0        677          0         -8        -11
 
Percent of Open Interest Represented by Each Category of Trader
      85.1        5.0        0.1        8.2       30.9        5.4        1.1        7.9        0.0        0.0       50.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          .          .          9          .          .          6          0          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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    42,927
Positions
     9,949      7,970        819      6,150      1,116        550      8,030     29,134        948      9,120        367          0      7,361      2,023
 
Changes from:       January 7, 2014                                  Total Change is:    -3,715
       370      3,087          0        319     -1,831         -2        885     -5,077         23     -4,094        153          0     -1,216        -68
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.6        1.9       14.3        2.6        1.3       18.7       67.9        2.2       21.2        0.9        0.0       17.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       131
         7          .          .          9          4          .         23         25          8         58          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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   397,328
Positions
    95,883     27,541     37,069     52,556     26,844     20,275     65,869    157,286     47,071      8,926      8,080     48,556     21,123     24,606
 
Changes from:       January 7, 2014                                  Total Change is:    37,660
    12,824       -332      4,485      4,483      1,812      1,132      2,598     17,437       -453     -2,252       -771     13,013      1,830      1,337
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        6.9        9.3       13.2        6.8        5.1       16.6       39.6       11.8        2.2        2.0       12.2        5.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       188
        24          8         23         10         14         11         36         47         43         13         21         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated January 17, 2014