Traders in Financial Futures - Futures Only Positions as of March 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   186,782
Positions
    74,388     16,690      3,877     14,483      8,124        192     19,629     88,669     29,210     16,641      5,126        469     27,893     34,425
 
Changes from:       March 11, 2014                                   Total Change is:    33,143
     4,449        973       -307         34        333        -53      9,544     18,561     17,146      1,334       -234       -424      1,420     -2,852
 
Percent of Open Interest Represented by Each Category of Trader
      39.8        8.9        2.1        7.8        4.3        0.1       10.5       47.5       15.6        8.9        2.7        0.3       14.9       18.4
 
Number of Traders in Each Category                                    Total Traders:        90
        11          6          7          4          7          .         20         27         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,391
Positions
       813     19,941        153        934      1,965          0     24,679     15,586        327        632          0          0     21,853     11,419
 
Changes from:       March 11, 2014                                   Total Change is:   -17,498
    -7,181    -10,738       -565          0          0          0     -1,788      3,365     -6,795     -1,097     -1,248          0        -72     -1,517
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       40.4        0.3        1.9        4.0        0.0       50.0       31.6        0.7        1.3        0.0        0.0       44.2       23.1
 
Number of Traders in Each Category                                    Total Traders:        41
         .         10          .          .          .          0         14         11          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   208,961
Positions
     7,419    100,490         79     23,927     28,084      1,936    134,478     28,584      3,136      4,298     26,811        617     33,071     19,224
 
Changes from:       March 11, 2014                                   Total Change is:   -41,906
   -20,775    -24,745     -4,869       -887        575        382     -2,999     -7,878     -8,145      1,579      3,577     -1,663     -4,529        860
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       48.1        0.0       11.5       13.4        0.9       64.4       13.7        1.5        2.1       12.8        0.3       15.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       112
         6         10          .         11         14          8         38         22          7          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   156,922
Positions
    79,833     10,984        270     20,280     18,137      4,555     26,521     75,369      2,261      3,442      5,054          1     19,759     40,291
 
Changes from:       March 11, 2014                                   Total Change is:   -85,248
   -17,471    -17,529     -7,267      1,374       -257        810    -17,156    -24,860    -25,499    -20,937     -1,681       -921      1,819     -8,044
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        7.0        0.2       12.9       11.6        2.9       16.9       48.0        1.4        2.2        3.2        0.0       12.6       25.7
 
Number of Traders in Each Category                                    Total Traders:       112
         9          9          .          8         15          7         23         38          7          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   264,443
Positions
    34,889     31,876      1,136     42,097     92,259      5,919    103,686     33,399      3,506     22,110     30,700        978     50,122     64,670
 
Changes from:       March 11, 2014                                   Total Change is:   -57,577
   -38,588    -31,425     -6,338        645      4,696        315     -2,769    -10,151     -6,322      4,647        520     -4,358     -4,809     -4,514
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       12.1        0.4       15.9       34.9        2.2       39.2       12.6        1.3        8.4       11.6        0.4       19.0       24.5
 
Number of Traders in Each Category                                    Total Traders:       188
        14         19          8         16         29         16         39         34         11         14         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    81,737
Positions
    29,741      5,302          0      5,088      4,767         75     21,448     37,091        685      4,264      7,211          6     20,430     26,600
 
Changes from:       March 11, 2014                                   Total Change is:   -40,504
   -35,428     -4,736     -2,455      1,046        791          1     13,534    -12,246    -15,801     -2,870        796          2      1,467     -6,856
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        6.5        0.0        6.2        5.8        0.1       26.2       45.4        0.8        5.2        8.8        0.0       25.0       32.5
 
Number of Traders in Each Category                                    Total Traders:        74
         7          6          0          .          8          .         15         25          6          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,962
Positions
    17,110     18,853      7,446      1,889          0          0      2,661      3,470      2,196      1,095          0      2,184        381        813
 
Changes from:       March 11, 2014                                   Total Change is:    -4,982
    -3,505     -4,443      1,264        -11          0          0     -1,076       -782     -1,015       -555          0        -91          7         85
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       53.9       21.3        5.4        0.0        0.0        7.6        9.9        6.3        3.1        0.0        6.2        1.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        20
         6          9          8          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   111,057
Positions
    44,330     32,576          0     39,201      1,706        170     18,608     68,351        181      2,783      4,495          0      5,784      3,578
 
Changes from:       March 11, 2014                                   Total Change is:   -55,892
       227    -36,195     -6,872     -2,035        235         -1      6,922     39,194    -50,021     -2,020        812       -953     -1,139     -2,091
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       29.3        0.0       35.3        1.5        0.2       16.8       61.5        0.2        2.5        4.0        0.0        5.2        3.2
 
Number of Traders in Each Category                                    Total Traders:        93
         4          9          0          .          5          .         23         29          .         14          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    19,417
Positions
     4,447      7,575      3,060          0        546          0      8,747      3,073      1,155      1,000      3,055          0      1,008        953
 
Changes from:       March 11, 2014                                   Total Change is:      -768
        33       -394          0          0       -227          0       -822       -148          1          0          0          0         20          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       39.0       15.8        0.0        2.8        0.0       45.0       15.8        5.9        5.2       15.7        0.0        5.2        4.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          7          .          0          .          0          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    31,463
Positions
       976     17,832          0        857        189          0     23,334      9,942        204        721        676          0      5,371      2,620
 
Changes from:       March 11, 2014                                   Total Change is:      -442
       -65        318       -129        146          0          0      3,002      3,795     -4,033        193         67          0        444       -460
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       56.7        0.0        2.7        0.6        0.0       74.2       31.6        0.6        2.3        2.1        0.0       17.1        8.3
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          0          .          .          0         22         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    91,896
Positions
    22,461     49,932     16,691      8,452      4,422        274     25,259      6,070      4,177      4,961      1,666        216      9,406      8,450
 
Changes from:       March 11, 2014                                   Total Change is:    27,548
     5,684      9,407     15,920        803        167       -141        436     -2,269      3,836        640       -990         42        331      1,578
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       54.3       18.2        9.2        4.8        0.3       27.5        6.6        4.5        5.4        1.8        0.2       10.2        9.2
 
Number of Traders in Each Category                                    Total Traders:       115
        21         11         16         11          .          4         30         17          9          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,115
Positions
     8,861     12,445          0        965          0          0      2,576      1,115          0        500          0          0      1,213        555
 
Changes from:       March 11, 2014                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      62.8       88.2        0.0        6.8        0.0        0.0       18.3        7.9        0.0        3.5        0.0        0.0        8.6        3.9
 
Number of Traders in Each Category                                    Total Traders:        22
         7          7          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   155,561
Positions
    34,863     82,636     25,718     14,974      8,843        548     51,605     16,148      2,114      8,922      3,332        432     16,385     15,790
 
Changes from:       March 11, 2014                                   Total Change is:    26,865
     1,308      1,587     24,176       -325        333       -282      1,958       -529      1,432        280     -1,980         83     -1,765      2,045
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       53.1       16.5        9.6        5.7        0.4       33.2       10.4        1.4        5.7        2.1        0.3       10.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       113
        20         12         13         10          .          4         32         16          5          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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 1,029,593
Positions
    51,781    183,124    176,302    315,704    103,825     73,265    106,060    205,758     78,428     50,381     63,076     15,084    162,588    130,731
 
Changes from:       March 11, 2014                                   Total Change is:   129,907
     3,758     15,377     60,496      5,991      2,574     22,863     11,270      3,008     16,060      2,998      2,678     11,904     -5,433     -5,054
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       17.8       17.1       30.7       10.1        7.1       10.3       20.0        7.6        4.9        6.1        1.5       15.8       12.7
 
Number of Traders in Each Category                                    Total Traders:       593
        42         40         48        116         58         68        101        121         96         53         61         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   253,922
Positions
    77,386     73,764     24,878     65,184     21,821      2,934     16,171     34,830      2,888      9,183      7,466      4,243     51,055     81,098
 
Changes from:       March 11, 2014                                   Total Change is:    27,938
     3,424      4,958     19,301      2,828        122      1,270     -2,298      3,729        665      1,190       -316      3,701     -2,143     -5,492
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       29.0        9.8       25.7        8.6        1.2        6.4       13.7        1.1        3.6        2.9        1.7       20.1       31.9
 
Number of Traders in Each Category                                    Total Traders:        85
         9          9         12         15          7          9         16         17         18          9          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,878,357
Positions
   294,591    969,417    334,501  1,301,308    458,725    302,951    632,513  1,037,709    194,634    206,826    278,884     53,369    557,664    248,167
 
Changes from:       March 11, 2014                                   Total Change is:   509,844
     8,891     59,317    198,754     24,514     20,962     99,262     73,342      1,899     71,474      9,874     15,804     40,181    -16,448      2,191
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       25.0        8.6       33.6       11.8        7.8       16.3       26.8        5.0        5.3        7.2        1.4       14.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       576
        42         40         44        110         55         63         98        122         83         48         61         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   117,739
Positions
     6,725     48,824     16,480     52,467     34,859      2,042     27,006      6,762        942        705      2,735         75     11,297      5,020
 
Changes from:       March 11, 2014                                   Total Change is:    21,977
     1,924        576     16,455        282      1,548        443      1,852        900         45        -25          0         75        926      1,935
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       41.5       14.0       44.6       29.6        1.7       22.9        5.7        0.8        0.6        2.3        0.1        9.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        97
        10         10          8         37         10         15         15          9          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   132,014
Positions
    13,970     68,801     28,354     37,993      4,088      3,750     26,254      9,108      5,621      2,516      2,895      1,837     11,719      7,560
 
Changes from:       March 11, 2014                                   Total Change is:    38,515
       660     -1,008     27,367     -1,463        149      3,138     -1,474        424      4,979        668     -1,192      1,028      3,611      3,629
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       52.1       21.5       28.8        3.1        2.8       19.9        6.9        4.3        1.9        2.2        1.4        8.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       223
        21         21         24         35         12          8         70         26         24         16         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,982
Positions
    12,291     11,992      3,317      1,134          0      1,873        423      2,703          0      1,527          0          0      2,417      3,097
 
Changes from:       March 11, 2014                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       52.2       14.4        4.9        0.0        8.1        1.8       11.8        0.0        6.6        0.0        0.0       10.5       13.5
 
Number of Traders in Each Category                                    Total Traders:        21
         8          6          4          .          0          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   545,159
Positions
    68,981    344,632     64,600    184,297     20,438      9,383    143,388     46,260     13,871     10,017     19,545      4,114     46,508     22,316
 
Changes from:       March 11, 2014                                   Total Change is:    77,666
     2,429     -4,415     59,667    -12,983        746      6,324      4,748      2,840     10,663        777       -889         69      5,972      2,661
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       63.2       11.8       33.8        3.7        1.7       26.3        8.5        2.5        1.8        3.6        0.8        8.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       222
        20         22         17         35         12          8         70         26         24         15         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   357,662
Positions
    52,300     68,187     28,807    144,717    122,886     13,705     76,033     90,071      8,494      9,543      8,358        643     23,420     16,511
 
Changes from:       March 11, 2014                                   Total Change is:    28,757
    -1,340     11,629     17,887      3,657      2,074        486      5,196     -5,100        486        298       -996        635      1,452      1,656
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       19.1        8.1       40.5       34.4        3.8       21.3       25.2        2.4        2.7        2.3        0.2        6.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       265
        21         17         15         55         36         29         52         56         20         13         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    60,943
Positions
     1,968     15,845         19     31,557        216        188     12,801     14,256          0      5,094     19,184          0      9,316     11,235
 
Changes from:       March 11, 2014                                   Total Change is:   -33,999
    -1,689    -29,423         19     -2,058        -37         80     -3,531        849     -3,258       -351     14,920    -17,364     -5,847        215
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       26.0        0.0       51.8        0.4        0.3       21.0       23.4        0.0        8.4       31.5        0.0       15.3       18.4
 
Number of Traders in Each Category                                    Total Traders:        69
         5          7          .         20          .          .         13         10          0          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    96,124
Positions
    17,013      5,685        230     16,996      1,224         35     31,758      9,069      1,102     19,868      1,061          0      9,122     77,718
 
Changes from:       March 11, 2014                                   Total Change is:   -55,029
   -24,924     -6,958     -2,913      6,330         30       -533       -869      4,179     -9,330     13,034     -8,947    -14,690    -21,134    -15,867
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.9        0.2       17.7        1.3        0.0       33.0        9.4        1.1       20.7        1.1        0.0        9.5       80.9
 
Number of Traders in Each Category                                    Total Traders:        76
        16          6          .          6          .          .         24         12          6         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   128,009
Positions
     2,311     70,318     25,470     57,835     11,516      7,108     21,250      4,761      4,987      2,036        279          0      7,012      3,570
 
Changes from:       March 11, 2014                                   Total Change is:    21,596
        67        530     18,506        266        283      3,077        180        226     -1,451        203         14          0        748        411
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       54.9       19.9       45.2        9.0        5.6       16.6        3.7        3.9        1.6        0.2        0.0        5.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        93
         5         10          8         37         12         15         18          7          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   287,638
Positions
    33,621     65,069     34,583     80,663     73,610     50,944     46,544     36,715      3,755     19,823      6,551        359     17,346     16,052
 
Changes from:       March 11, 2014                                   Total Change is:    19,939
     8,220      2,888     20,371     -4,993     -3,641      2,474     -1,686      1,821     -7,736       -220        -96         49      3,460      3,809
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       22.6       12.0       28.0       25.6       17.7       16.2       12.8        1.3        6.9        2.3        0.1        6.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       184
        23         18         13         42         28         25         25         21         12         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   719,849
Positions
     2,991    137,861      6,147    303,166    145,147    124,373     87,783     86,485     22,981     18,599     31,756        159    153,650    164,940
 
Changes from:       March 11, 2014                                   Total Change is:    39,078
    -3,482     16,091     -3,966     19,287     -3,100      5,690     13,614     18,542       -471     -2,952      3,952          0     11,358      2,340
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       19.2        0.9       42.1       20.2       17.3       12.2       12.0        3.2        2.6        4.4        0.0       21.3       22.9
 
Number of Traders in Each Category                                    Total Traders:       170
         7         19          4         36         35         41         34         24         17          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   486,781
Positions
    31,919     79,044        431    263,485     36,087     76,991     14,228    175,133      8,863      7,656     21,292          0     83,208     88,940
 
Changes from:       March 11, 2014                                   Total Change is:    -2,768
     1,186        338     -1,477      9,291     -3,339      1,616     -2,018     14,742    -15,668        -74      3,262          0      4,376     -2,242
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       16.2        0.1       54.1        7.4       15.8        2.9       36.0        1.8        1.6        4.4        0.0       17.1       18.3
 
Number of Traders in Each Category                                    Total Traders:        78
         .          9          4         34          9         22          .         14          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   911,996
Positions
    54,043    138,157     16,513    204,020    286,416     65,075    320,987    113,844     91,415     30,246     63,934     25,613    104,084    111,029
 
Changes from:       March 11, 2014                                   Total Change is:   -12,748
   -15,437    -19,971      2,178    -17,840     11,906      2,132     35,804        147     -4,209    -12,336     -2,955       -470     -2,570     -1,506
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       15.1        1.8       22.4       31.4        7.1       35.2       12.5       10.0        3.3        7.0        2.8       11.4       12.2
 
Number of Traders in Each Category                                    Total Traders:       218
        17         24          9         35         37         30         46         21         25         14         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    66,778
Positions
     6,917     17,868     15,628          0          0        500     26,955     15,793     16,748          0          0          0         30        241
 
Changes from:       March 11, 2014                                   Total Change is:    12,171
        90     -3,956      7,002          0          0          0       -263      3,783      5,342          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       26.8       23.4        0.0        0.0        0.7       40.4       23.7       25.1        0.0        0.0        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        38
         8         10         11          0          0          .          6         12          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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 2,441,194
Positions
   183,388    109,249     54,220    633,251  1,077,055    199,311    725,166    275,601     93,124    246,802    155,910     25,027    280,905    451,697
 
Changes from:       March 11, 2014                                   Total Change is:    28,457
   -32,260     -7,521      6,610     53,632     18,247      7,752     -7,109     -4,778      6,341     -4,688      9,532     -4,364      2,543     -3,362
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        4.5        2.2       25.9       44.1        8.2       29.7       11.3        3.8       10.1        6.4        1.0       11.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       365
        21         40         15         42         77         57         62         64         44         20         39          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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 1,921,154
Positions
   163,898    166,266     14,216    707,550    556,519    199,053    422,480    432,457     46,106    131,416    168,130      8,827    227,608    329,580
 
Changes from:       March 11, 2014                                   Total Change is:     5,173
     6,286     17,468    -17,139     38,759     14,913     -9,018    -22,452     34,798     -8,135     -9,913      2,022       -664     27,449    -29,072
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        8.7        0.7       36.8       29.0       10.4       22.0       22.5        2.4        6.8        8.8        0.5       11.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       258
        15         29          8         25         56         44         30         60         25         10         33          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   318,024
Positions
   148,886    102,637     65,120        708      3,348      3,501     21,311     27,638     42,559      1,499     17,609      7,827     26,613     47,785
 
Changes from:       March 11, 2014                                   Total Change is:    19,922
    12,723     14,644      1,511          2          0          0      8,308      3,650     -1,966        530      1,330       -999       -187      1,752
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       32.3       20.5        0.2        1.1        1.1        6.7        8.7       13.4        0.5        5.5        2.5        8.4       15.0
 
Number of Traders in Each Category                                    Total Traders:        77
        19         22         32          .          .          .         12          9         17          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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 is10,046,976
Positions
 1,218,313  2,059,575  1,970,670  2,873,431    660,484    228,242    550,774  1,156,320  1,854,820    108,581    482,679    389,711    852,434  1,244,475
 
Changes from:       March 11, 2014                                   Total Change is:  -599,735
  -337,693   -241,834     44,723     10,482    -34,444     21,549    -87,893    -68,755   -169,119    -49,332    -67,153     -7,262    -25,190    -77,440
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       20.5       19.6       28.6        6.6        2.3        5.5       11.5       18.5        1.1        4.8        3.9        8.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       269
        25         59         78         11         23         21         34         70         78         12         24         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    38,618
Positions
    27,196      1,008          0      4,757      7,997      4,836      1,515     16,786        199          0      7,651          0        115        141
 
Changes from:       March 11, 2014                                   Total Change is:    -6,935
    -5,720       -132     -2,303        196       -868       -196        818     -3,896        199          0        250          0         71         11
 
Percent of Open Interest Represented by Each Category of Trader
      70.4        2.6        0.0       12.3       20.7       12.5        3.9       43.5        0.5        0.0       19.8        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        42
         6          .          0          5          9          .          5         10          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    30,554
Positions
    26,514        426          0      1,628     11,072      1,822        539      5,200          0          0     11,907          0         51        127
 
Changes from:       March 11, 2014                                   Total Change is:   -15,144
     4,918       -976    -13,687       -344         14        -86     -4,711        703     -1,222          0         66          0        -12         44
 
Percent of Open Interest Represented by Each Category of Trader
      86.8        1.4        0.0        5.3       36.2        6.0        1.8       17.0        0.0        0.0       39.0        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        34
         6          4          0          .          9          .          .          8          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    51,698
Positions
    13,122        153        767      7,091      6,675        242      8,383     36,836      2,256     11,753      1,836          0      8,084      2,933
 
Changes from:       March 11, 2014                                   Total Change is:    -6,306
     3,200     -7,602       -204        616        120         -4     -9,359      1,277        284       -633        -20         -3       -203       -154
 
Percent of Open Interest Represented by Each Category of Trader
      25.4        0.3        1.5       13.7       12.9        0.5       16.2       71.3        4.4       22.7        3.6        0.0       15.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       159
         7          .          .          9          6          .         20         34          6         70         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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   336,625
Positions
    49,924     48,993     39,996     42,883     16,422     20,405     54,413     72,503     58,114      9,095      8,507     36,915     24,880     34,770
 
Changes from:       March 11, 2014                                   Total Change is:   -18,415
    -8,585         -5      1,693     -1,201     -3,159     -2,645     -7,279    -17,706     -9,867       -895        -25      5,876      4,488      7,423
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       14.6       11.9       12.7        4.9        6.1       16.2       21.5       17.3        2.7        2.5       11.0        7.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       180
        19         13         24          9         11          8         45         43         52         12         13         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 18, 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    19,431
Positions
       218        832      4,329      6,099          0        445      6,098     12,421      1,236        963        159          0         43          9
 
Changes from:       March 11, 2014                                   Total Change is:     4,181
        13         77      4,329       -369          0          0       -122       -798        483       -160        159          0          7        -69
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        4.3       22.3       31.4        0.0        2.3       31.4       63.9        6.4        5.0        0.8        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          5          0          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated March 21, 2014