Traders in Financial Futures - Futures Only Positions as of June 10, 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   125,832
Positions
    22,614     22,471      1,630     13,579      4,546      1,915     33,813     53,784      7,033     16,722      2,008          8     28,518     32,437
 
Changes from:       June 3, 2014                                     Total Change is:    -4,443
    -2,812     -5,259        173       -314       -242        413       -399     -1,504        885     -2,195        225       -101        -93        967
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       17.9        1.3       10.8        3.6        1.5       26.9       42.7        5.6       13.3        1.6        0.0       22.7       25.8
 
Number of Traders in Each Category                                    Total Traders:        69
         5          7          7          .          5          .         17         16         14         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    52,445
Positions
    23,525      8,754        171        900      2,139          0      9,751     17,180      5,727        613      1,751          0     11,758     16,723
 
Changes from:       June 3, 2014                                     Total Change is:     3,509
       970       -605         59          0        -90          0     -2,211     -1,323      4,303          0        203          0        388        962
 
Percent of Open Interest Represented by Each Category of Trader
      44.9       16.7        0.3        1.7        4.1        0.0       18.6       32.8       10.9        1.2        3.3        0.0       22.4       31.9
 
Number of Traders in Each Category                                    Total Traders:        44
         9          .          .          .          .          0         13         12         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   271,602
Positions
    16,548    121,212      2,521     28,338     30,107      1,781    158,171     46,970     25,722      1,670     22,025        647     36,204     20,617
 
Changes from:       June 3, 2014                                     Total Change is:    31,998
     1,039      4,871     -4,349        409       -770        -57      7,632     12,742     22,565       -572     -3,094        568      4,763       -478
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       44.6        0.9       10.4       11.1        0.7       58.2       17.3        9.5        0.6        8.1        0.2       13.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       114
         8         10          7         10         14          6         32         24         17          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   201,094
Positions
    97,764     16,200     14,005     28,652     17,570      1,771     25,188     85,905     12,158      3,702      3,719      1,192     16,662     48,574
 
Changes from:       June 3, 2014                                     Total Change is:    29,290
     3,005      1,235     12,086      2,862        964      1,148       -610      5,978      9,473         69     -1,428        -30      1,287       -136
 
Percent of Open Interest Represented by Each Category of Trader
      48.6        8.1        7.0       14.2        8.7        0.9       12.5       42.7        6.0        1.8        1.8        0.6        8.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       112
        10         10          8         10         13          7         15         43         18          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   331,636
Positions
   135,220     25,794     23,070     47,264     68,181      6,561     28,211     80,460     24,234     22,957     28,424      3,246     40,873     71,666
 
Changes from:       June 3, 2014                                     Total Change is:    50,889
    28,636      4,601     12,943        268         -6       -116     -9,984     12,424     16,631       -848     -1,915        905      2,454      5,422
 
Percent of Open Interest Represented by Each Category of Trader
      40.8        7.8        7.0       14.3       20.6        2.0        8.5       24.3        7.3        6.9        8.6        1.0       12.3       21.6
 
Number of Traders in Each Category                                    Total Traders:       193
        15         15         12         16         29         15         21         49         25         20         23         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    24,503
Positions
     9,603      3,676          0      3,855      2,753        565      1,073      7,540      3,792          0        425          0      5,615      5,752
 
Changes from:       June 3, 2014                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       15.0        0.0       15.7       11.2        2.3        4.4       30.8       15.5        0.0        1.7        0.0       22.9       23.5
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          0          5          .          4          .          4          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   128,984
Positions
    20,845     59,610      1,339      2,101      3,095        100     63,378     24,671      6,746      1,874      6,754      2,071     30,530     24,598
 
Changes from:       June 3, 2014                                     Total Change is:    18,073
       397     10,864        304     -1,537       -367         25      3,791       -488      5,766      1,332       -823      1,588      6,407      1,204
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       46.2        1.0        1.6        2.4        0.1       49.1       19.1        5.2        1.5        5.2        1.6       23.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        78
         7         10          6          .          5          .         21         20         12          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    43,354
Positions
    15,572     22,210     12,354      2,827          0          0      4,908      2,122      3,794      1,095          0      2,184        620        690
 
Changes from:       June 3, 2014                                     Total Change is:     5,058
      -277       -237      5,138       -242          0          0        -37       -171        345          0          0          0        131        -17
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       51.2       28.5        6.5        0.0        0.0       11.3        4.9        8.8        2.5        0.0        5.0        1.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        22
         6          8          9          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   200,202
Positions
    23,142     51,148     19,571      5,374      1,301          0    105,570     88,069     33,350      3,481      4,130        741      8,973      1,892
 
Changes from:       June 3, 2014                                     Total Change is:    37,555
    -2,637      9,450     10,894        321       -100          0      1,859    -12,170     30,535     -1,395       -175       -793     -1,229        -86
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       25.5        9.8        2.7        0.6        0.0       52.7       44.0       16.7        1.7        2.1        0.4        4.5        0.9
 
Number of Traders in Each Category                                    Total Traders:       126
        10         10          8          6          .          0         50         22         14         11          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,258
Positions
     5,253     11,865      6,090      1,467        106        190      8,798      1,014        280        120      3,275      2,750      1,310        688
 
Changes from:       June 3, 2014                                     Total Change is:       120
     1,051       -247         60       -162        106        190     -1,160         56         45          0          0          0         96        -90
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       45.2       23.2        5.6        0.4        0.7       33.5        3.9        1.1        0.5       12.5       10.5        5.0        2.6
 
Number of Traders in Each Category                                    Total Traders:        23
         .          7          .          .          .          .          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    32,946
Positions
     1,282     19,549      2,561      1,876        189          0     19,049      4,157      3,170      1,064        604          0      3,944      2,716
 
Changes from:       June 3, 2014                                     Total Change is:     2,880
      -253     -1,022      2,561        -57          0          0     -1,544       -766      2,522       -261       -190          0        -88       -225
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       59.3        7.8        5.7        0.6        0.0       57.8       12.6        9.6        3.2        1.8        0.0       12.0        8.2
 
Number of Traders in Each Category                                    Total Traders:        63
         5          7          4          5          .          0         24         10          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,936
Positions
     3,198      1,824         28        230        194        168      1,413      2,325        275          0          0          0        624      1,122
 
Changes from:       June 3, 2014                                     Total Change is:       182
       223       -250         26        -37          0         37       -217        -13        275       -100          0          0        -25        107
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       30.7        0.5        3.9        3.3        2.8       23.8       39.2        4.6        0.0        0.0        0.0       10.5       18.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          .          .          .          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    65,446
Positions
    20,487     31,365      1,346      7,099      4,271        275     23,794     13,595        153      3,638      5,156          1      8,654      9,286
 
Changes from:       June 3, 2014                                     Total Change is:     1,541
      -161     -1,772      1,034        627         -7        -70        263      1,271       -157        678        912         -2       -672        332
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       47.9        2.1       10.8        6.5        0.4       36.4       20.8        0.2        5.6        7.9        0.0       13.2       14.2
 
Number of Traders in Each Category                                    Total Traders:       118
        21         12          7         11          .          4         30         18          5          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   130,891
Positions
    40,974     62,729      2,692     14,197      8,541        549     47,587     27,190        306      7,276     10,311          2     17,308     18,571
 
Changes from:       June 3, 2014                                     Total Change is:     3,082
      -321     -3,544      2,067      1,254        -14       -139        526      2,541       -314      1,356      1,824         -3     -1,344        664
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       47.9        2.1       10.8        6.5        0.4       36.4       20.8        0.2        5.6        7.9        0.0       13.2       14.2
 
Number of Traders in Each Category                                    Total Traders:       118
        21         12          7         11          .          4         30         18          5          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   814,572
Positions
    56,275    202,094     53,878    314,012     92,767     42,950    103,322    199,872     51,265     58,448     58,254      4,078    130,345    109,415
 
Changes from:       June 3, 2014                                     Total Change is:    40,058
     5,851     -1,941     14,844     -1,554     -3,787      1,164      5,002      6,394      4,968      3,554      4,522         31      6,200     13,866
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       24.8        6.6       38.5       11.4        5.3       12.7       24.5        6.3        7.2        7.2        0.5       16.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       586
        39         43         34        121         50         63         85        134         82         54         60         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   171,392
Positions
    33,555     54,441      7,974     48,403     21,290      1,436     15,306     20,917      3,966     13,840      5,727        397     46,515     55,244
 
Changes from:       June 3, 2014                                     Total Change is:    15,049
     2,707        647      5,531        323       -500        -14      4,270     -1,855        801      2,655          0        297     -1,521     10,142
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       31.8        4.7       28.2       12.4        0.8        8.9       12.2        2.3        8.1        3.3        0.2       27.1       32.2
 
Number of Traders in Each Category                                    Total Traders:        86
         9         10          6         16          7          7         15         19         12          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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 3,215,901
Positions
   282,890    907,552     60,229  1,334,860    364,200    200,755    530,797    985,490    145,780    233,118    272,717      8,323    419,149    270,855
 
Changes from:       June 3, 2014                                     Total Change is:   125,047
    32,959      4,300     29,323     -9,864    -16,913      6,366      7,696     45,277     16,800      5,220     23,333     -2,057     38,604     18,618
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       28.2        1.9       41.5       11.3        6.2       16.5       30.6        4.5        7.2        8.5        0.3       13.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       568
        40         41         28        115         47         59         81        135         74         50         59         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    89,511
Positions
     8,774     39,524        567     42,959     34,812      1,977     21,369      5,352        966        739      2,588          0     12,160      3,725
 
Changes from:       June 3, 2014                                     Total Change is:    -2,525
      -997       -958        169     -1,653     -1,952        -25        188         25         12          0          0          0       -219        204
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       44.2        0.6       48.0       38.9        2.2       23.9        6.0        1.1        0.8        2.9        0.0       13.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        86
         7         12          .         34         10         12         13          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    89,152
Positions
     6,716     36,982     13,289     31,862      5,527      1,791     17,103     12,837      3,721      2,304      4,052        143     12,222     10,809
 
Changes from:       June 3, 2014                                     Total Change is:    -1,100
       -46        246      1,449         28       -125         80     -1,526     -3,390       -445      1,039        847        -11     -1,667        251
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       41.5       14.9       35.7        6.2        2.0       19.2       14.4        4.2        2.6        4.5        0.2       13.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       242
        19         25         15         34         16          9         62         46         19         16         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,197
Positions
     9,155      8,412        358      3,633          0          0        500      2,248          0        521        366          0      2,030      4,813
 
Changes from:       June 3, 2014                                     Total Change is:      -347
      -627       -180        200         -2          0          0         14       -400          0        286          0          0       -218         33
 
Percent of Open Interest Represented by Each Category of Trader
      56.5       51.9        2.2       22.4        0.0        0.0        3.1       13.9        0.0        3.2        2.3        0.0       12.5       29.7
 
Number of Traders in Each Category                                    Total Traders:        21
         9          4          .          .          0          0          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   364,774
Positions
    36,369    191,414     16,094    146,562     33,050      3,541     96,019     65,948      5,599      8,913     18,431        716     50,961     29,981
 
Changes from:       June 3, 2014                                     Total Change is:    -3,764
     3,462      2,688      5,684        787          8       -237    -10,365    -17,615        439      3,767      4,235        -57     -7,244      1,091
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       52.5        4.4       40.2        9.1        1.0       26.3       18.1        1.5        2.4        5.1        0.2       14.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       241
        19         25         10         33         17          9         63         45         18         15         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   323,115
Positions
    99,617     45,652     12,659    115,591    124,281     15,116     41,758     91,202      7,728      9,807      9,538      1,035     19,804     15,904
 
Changes from:       June 3, 2014                                     Total Change is:      -288
    -8,075      3,112       -230      1,849     -9,220     -2,171      6,512      6,208      1,417       -722     -1,433        841        291      1,188
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       14.1        3.9       35.8       38.5        4.7       12.9       28.2        2.4        3.0        3.0        0.3        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       265
        19         11          6         54         43         27         42         64         23         13         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    82,345
Positions
     5,084     16,581      6,521     31,557          0        360     10,807     15,198      2,878      4,887     19,854      1,570     18,681     19,383
 
Changes from:       June 3, 2014                                     Total Change is:    21,108
       756        -47      6,402       -130          0        190      2,180        729      2,594      2,429      1,369      1,270      5,417      8,601
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       20.1        7.9       38.3        0.0        0.4       13.1       18.5        3.5        5.9       24.1        1.9       22.7       23.5
 
Number of Traders in Each Category                                    Total Traders:        78
         8          8          .         19          0          .         13         12          6          6         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   135,104
Positions
    18,602      8,818      7,048     19,773      1,109        192     42,676      5,846      5,503     21,038      3,922      1,127     19,145    101,539
 
Changes from:       June 3, 2014                                     Total Change is:    20,739
     3,736       -940      5,386     -3,065         30        148      1,759        762      1,955      1,295       -488      1,127      8,398     12,759
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        6.5        5.2       14.6        0.8        0.1       31.6        4.3        4.1       15.6        2.9        0.8       14.2       75.2
 
Number of Traders in Each Category                                    Total Traders:        95
        14         10          8          9          .          .         36         10         11         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   109,898
Positions
     5,637     71,517      2,802     61,547     15,989      4,875     21,084      4,551      6,305      1,430        630          0      6,218      3,229
 
Changes from:       June 3, 2014                                     Total Change is:    -2,302
       -87     -2,434        -60     -6,444       -223        270      2,365     -1,299      1,351         88          0          0        215         93
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       65.1        2.5       56.0       14.5        4.4       19.2        4.1        5.7        1.3        0.6        0.0        5.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        94
         7         10          .         33         16         14         18          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   321,134
Positions
    23,425    151,525      9,882    106,091     45,338     43,781     92,346     46,207      5,109     21,757     12,811        394     18,349      6,087
 
Changes from:       June 3, 2014                                     Total Change is:    21,420
     1,255      6,564      5,551      6,994        483       -364      5,478      7,369      1,651      3,345      1,510         73     -2,563     -1,417
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       47.2        3.1       33.0       14.1       13.6       28.8       14.4        1.6        6.8        4.0        0.1        5.7        1.9
 
Number of Traders in Each Category                                    Total Traders:       216
        19         25          9         56         25         30         36         17         12         26         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   735,042
Positions
     4,863     99,700      8,129    260,787    185,400    129,225    130,542     88,391     13,745     17,827     36,560      1,280    168,644    172,612
 
Changes from:       June 3, 2014                                     Total Change is:    16,293
    -3,908      2,100     -2,692     30,983     21,941      5,859      7,840     10,715    -14,945        424     -3,159       -168     -7,100     -3,358
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       13.6        1.1       35.5       25.2       17.6       17.8       12.0        1.9        2.4        5.0        0.2       22.9       23.5
 
Number of Traders in Each Category                                    Total Traders:       163
         5         15          .         30         41         39         29         26         18          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   510,425
Positions
    22,157     83,612     10,717    248,166     26,323     73,830     18,215    181,543     29,007     10,135     11,431         60     98,138     93,902
 
Changes from:       June 3, 2014                                     Total Change is:   -34,575
       726      9,905    -18,244     -7,611     -2,592        216     -1,101    -10,233     -6,238      2,998     -3,521     -2,800     -2,521     -1,068
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       16.4        2.1       48.6        5.2       14.5        3.6       35.6        5.7        2.0        2.2        0.0       19.2       18.4
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          7         34         10         23          5         12         11          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,046,943
Positions
    48,542    166,997      5,994    235,563    336,539     60,897    462,496    168,787     62,820     33,670     74,203     36,286    100,675    134,420
 
Changes from:       June 3, 2014                                     Total Change is:   -51,236
     4,906     29,748     -9,541     -6,347    -16,917     -2,674    -15,068    -14,340    -23,870      2,457    -15,165      9,105    -10,204     -7,582
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       16.0        0.6       22.5       32.1        5.8       44.2       16.1        6.0        3.2        7.1        3.5        9.6       12.8
 
Number of Traders in Each Category                                    Total Traders:       244
         9         30          7         39         45         30         50         29         24         18         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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 2,594,787
Positions
   109,776    175,172     38,789    807,047  1,143,079    196,877    748,123    318,105     53,748    300,839    180,359     30,564    309,024    458,094
 
Changes from:       June 3, 2014                                     Total Change is:    14,070
   -11,975     21,920     -4,431     34,560       -868     -2,673     -9,766     15,644    -14,359     53,922      1,122     -4,231    -26,977      1,946
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        6.8        1.5       31.1       44.1        7.6       28.8       12.3        2.1       11.6        7.0        1.2       11.9       17.7
 
Number of Traders in Each Category                                    Total Traders:       364
        20         37         16         31         85         56         52         66         42         20         53         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,077,516
Positions
   184,207    124,894     28,471    690,678    839,192    229,470    517,026    264,364     58,394    112,518    161,915     20,143    236,609    350,673
 
Changes from:       June 3, 2014                                     Total Change is:    33,795
    27,093     -4,474      3,858    -23,773     31,805      4,971     11,712     -1,295     -4,431      7,274     -3,583      1,563      5,528      5,381
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        6.0        1.4       33.2       40.4       11.0       24.9       12.7        2.8        5.4        7.8        1.0       11.4       16.9
 
Number of Traders in Each Category                                    Total Traders:       284
        16         32         10         31         59         47         48         53         31         16         29         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   372,779
Positions
   178,227    101,666     62,149          0      7,883      6,772     21,732     58,176     53,997      1,206     11,304     19,488     29,208     51,344
 
Changes from:       June 3, 2014                                     Total Change is:    27,086
     9,029      5,524      1,615          0        799       -614      5,650     12,036      7,570        336       -658      2,807        693     -1,993
 
Percent of Open Interest Represented by Each Category of Trader
      47.8       27.3       16.7        0.0        2.1        1.8        5.8       15.6       14.5        0.3        3.0        5.2        7.8       13.8
 
Number of Traders in Each Category                                    Total Traders:        83
        13         25         30          0          4          .         14         16         15          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,891,593
Positions
 2,301,475  2,203,702  2,190,716  2,640,478    786,031    251,819    832,289  2,036,292  2,265,232    283,400    606,162    280,877    845,307  1,270,762
 
Changes from:       June 3, 2014                                     Total Change is:    -5,975
    71,972     65,467      8,722   -110,619    -30,989    -26,362     69,756    -30,434     51,078     10,847     -1,169    -11,514    -69,855    -30,774
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       18.5       18.4       22.2        6.6        2.1        7.0       17.1       19.0        2.4        5.1        2.4        7.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       302
        29         57         74         11         22         16         44         87         97          7         32         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    57,509
Positions
    40,154      1,068          0      6,937     16,652      4,859      1,458     21,489      3,694        357      9,591          0         50        156
 
Changes from:       June 3, 2014                                     Total Change is:     2,965
       330          0          0        -18        820          0       -556         54      3,302        332        -12          0       -425     -1,199
 
Percent of Open Interest Represented by Each Category of Trader
      69.8        1.9        0.0       12.1       29.0        8.4        2.5       37.4        6.4        0.6       16.7        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        42
         8          4          0          4          8          .          4          7          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    45,070
Positions
    39,136         79          0          0     18,747      2,004        463      9,240      3,341         39     11,572          0         87         87
 
Changes from:       June 3, 2014                                     Total Change is:       770
      -945         79          0       -150      2,457       -115        -22     -1,651      1,960         39     -1,894        -10         13        -56
 
Percent of Open Interest Represented by Each Category of Trader
      86.8        0.2        0.0        0.0       41.6        4.4        1.0       20.5        7.4        0.1       25.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         7          .          0          0         14          .          .          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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    53,957
Positions
     9,837      7,457        697      9,880      1,093        126     11,554     36,784      5,090      9,034        746          0      7,739      1,964
 
Changes from:       June 3, 2014                                     Total Change is:       -54
      -366         44       -220        582        125        -11      1,796     -2,168      2,465     -3,589        -72       -200       -511        -17
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       13.8        1.3       18.3        2.0        0.2       21.4       68.2        9.4       16.7        1.4        0.0       14.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       127
         7          .          .         15          .          .         31         17         15         43          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 10, 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   457,503
Positions
    87,384     20,311     49,328     55,070     35,766     32,435    102,089    192,832     52,953     15,394     14,371     32,311     30,539     27,196
 
Changes from:       June 3, 2014                                     Total Change is:     8,577
     3,069     -2,743      6,831     -6,597      4,764      1,226      2,090        868         45      2,770      1,448     -2,141      1,284     -1,721
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        4.4       10.8       12.0        7.8        7.1       22.3       42.1       11.6        3.4        3.1        7.1        6.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       221
        25         11         27          6         19         13         40         62         54         29         19         25
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Traders in Financial Futures - Futures Only Positions as of June 10, 2014                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    14,182
Positions
       497      7,550          0      5,195        146        173      7,454      5,551        758         26          0          0         79          4
 
Changes from:       June 3, 2014                                     Total Change is:    -1,537
       -67          0          0     -1,014          0        -65       -412     -1,456          0          0          0          0         21        -16
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       53.2        0.0       36.6        1.0        1.2       52.6       39.1        5.3        0.2        0.0        0.0        0.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          9          .          .          .          0          0
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Updated June 13, 2014