Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   193,719
Positions
    94,774      2,312      9,283     12,814     15,739      1,072     19,485     99,552     10,992     10,984      3,998      3,612     30,704     47,159
 
Changes from:       January 14, 2014                                 Total Change is:       -25
     5,300        208        465      1,183       -606     -1,698     -4,441     -1,980        520     -1,414        579        849       -789      1,637
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        1.2        4.8        6.6        8.1        0.6       10.1       51.4        5.7        5.7        2.1        1.9       15.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        94
        12          4          7          5          6          .         18         31         15         12          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    45,447
Positions
    11,129     13,172      1,930        900      1,231          0     16,298      9,464      1,371        632      2,830          0     13,186     15,448
 
Changes from:       January 14, 2014                                 Total Change is:       131
     4,025       -496        675          0          0          0       -553     -1,922        180     -1,089          0          0     -3,106      1,694
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       29.0        4.2        2.0        2.7        0.0       35.9       20.8        3.0        1.4        6.2        0.0       29.0       34.0
 
Number of Traders in Each Category                                    Total Traders:        41
         7          7          .          .          .          0         11         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   228,602
Positions
    14,549     84,381      6,397     26,685     27,281      2,082    120,571     40,937     13,438      2,319     25,674      2,460     40,101     25,952
 
Changes from:       January 14, 2014                                 Total Change is:     9,844
       959      1,181       -473      1,020        699        112      6,251      3,815        986        -26       -150        267        748      3,408
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       36.9        2.8       11.7       11.9        0.9       52.7       17.9        5.9        1.0       11.2        1.1       17.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       119
         5         10          9         10         17          9         40         22         21          4         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   250,702
Positions
   105,833     16,453     10,776     23,296     20,280      4,229     41,013    110,269     17,919     25,191     14,294      3,882     18,563     52,600
 
Changes from:       January 14, 2014                                 Total Change is:    -1,726
    -1,822      3,485     -1,557        983       -572       -370      2,544     -3,990       -907       -534      3,397        320       -382     -1,531
 
Percent of Open Interest Represented by Each Category of Trader
      42.2        6.6        4.3        9.3        8.1        1.7       16.4       44.0        7.1       10.0        5.7        1.5        7.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       152
        10         11          6         10         18          8         21         54         24          6         22          9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   314,442
Positions
    69,074     26,537     17,409     40,423     65,481      6,015     78,276     52,532     33,658     19,063     29,950      7,229     43,293     75,629
 
Changes from:       January 14, 2014                                 Total Change is:    19,468
    19,484         -8      1,118       -236       -417        232     -5,037      3,939      4,437      1,572        315      1,434     -3,536      8,419
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        8.4        5.5       12.9       20.8        1.9       24.9       16.7       10.7        6.1        9.5        2.3       13.8       24.1
 
Number of Traders in Each Category                                    Total Traders:       204
        16         17         17         14         26         16         31         49         43         18         33         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   161,601
Positions
    96,197      5,196      9,023        629      5,640        549     15,377     77,673      8,490      6,755      7,718      4,575     20,006     42,736
 
Changes from:       January 14, 2014                                 Total Change is:    30,303
    21,909        305      2,505       -106        780        107      5,856     19,816        114       -194     -2,340        509       -397      8,508
 
Percent of Open Interest Represented by Each Category of Trader
      59.5        3.2        5.6        0.4        3.5        0.3        9.5       48.1        5.3        4.2        4.8        2.8       12.4       26.4
 
Number of Traders in Each Category                                    Total Traders:        95
        11          7          7          .          9          6         20         29         15          8          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    38,414
Positions
    18,658     25,107      7,195      2,201          0          0      2,859        131      3,184      1,650          0      2,184        483        613
 
Changes from:       January 14, 2014                                 Total Change is:      -793
     1,701       -386          0          7          0          0     -2,419       -467          1          0          0          0        -83         59
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       65.4       18.7        5.7        0.0        0.0        7.4        0.3        8.3        4.3        0.0        5.7        1.3        1.6
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          9          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   121,142
Positions
    36,379     55,385        615     41,554        788          0     18,748     49,764      4,605     13,340      4,710          0      5,901      5,275
 
Changes from:       January 14, 2014                                 Total Change is:     8,144
     7,866     -3,979        116      1,446        197          0     -4,930      8,257      1,365      3,432       -801         -1     -1,150      2,990
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       45.7        0.5       34.3        0.7        0.0       15.5       41.1        3.8       11.0        3.9        0.0        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       107
         7         10          .          4          .          0         29         35          7         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    12,349
Positions
     5,824        366      3,129        663          0          0      1,877      4,206        330          0      3,055          0        526      1,263
 
Changes from:       January 14, 2014                                 Total Change is:       110
        47          0          8         35          0          0       -112        -27         79          0          0          0         53         50
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        3.0       25.3        5.4        0.0        0.0       15.2       34.1        2.7        0.0       24.7        0.0        4.3       10.2
 
Number of Traders in Each Category                                    Total Traders:        23
         6          .          .          .          0          0          .         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,817
Positions
       941     10,891          0      1,242        209          0     15,311      8,311        562      1,094        709          0      3,667      2,135
 
Changes from:       January 14, 2014                                 Total Change is:       -53
         0       -852          0         37        209          0       -315        229        360        210        -20          0       -345         21
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       47.7        0.0        5.4        0.9        0.0       67.1       36.4        2.5        4.8        3.1        0.0       16.1        9.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .         11          0          4          .          0         22         16          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    67,995
Positions
    16,315     45,836        201      7,166      4,074        458     28,467      5,195      1,245      4,229      1,959        577      9,338      8,450
 
Changes from:       January 14, 2014                                 Total Change is:        51
       142        611        -62        440         41       -104         36       -184       -125       -222        147         27        -80       -300
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       67.4        0.3       10.5        6.0        0.7       41.9        7.6        1.8        6.2        2.9        0.8       13.7       12.4
 
Number of Traders in Each Category                                    Total Traders:        97
        17         13          .         10          .          4         25         15         11          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   135,990
Positions
    32,629     91,672        401     14,332      8,147        916     56,934     10,391      2,491      8,457      3,918      1,154     18,676     16,901
 
Changes from:       January 14, 2014                                 Total Change is:       103
       285      1,222       -124        880         82       -208         71       -367       -249       -444        294         53       -161       -600
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       67.4        0.3       10.5        6.0        0.7       41.9        7.6        1.8        6.2        2.9        0.8       13.7       12.4
 
Number of Traders in Each Category                                    Total Traders:        97
        17         13          .         10          .          4         25         15         11          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   846,955
Positions
    48,582    232,961     31,190    326,198    101,943     39,700    105,365    177,219    115,016     52,361     49,972     23,249    105,293     75,706
 
Changes from:       January 14, 2014                                 Total Change is:   -27,339
    -1,500     -2,646      9,058        381      1,405      1,374     -2,718      7,220    -27,385      1,403    -10,116     -1,167     -6,785     -5,083
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       27.5        3.7       38.5       12.0        4.7       12.4       20.9       13.6        6.2        5.9        2.7       12.4        8.9
 
Number of Traders in Each Category                                    Total Traders:       591
        43         35         37        118         53         62         94        114         99         73         60         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   191,286
Positions
    15,089     71,399      4,101     58,907     22,791      3,015     14,298     14,252     26,484      9,376      9,748      8,404     51,613     31,092
 
Changes from:       January 14, 2014                                 Total Change is:    -2,158
     7,247      6,208       -164      2,137        -95         38      3,343     -1,362     -6,260       -244         14       -372     -7,883       -166
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       37.3        2.1       30.8       11.9        1.6        7.5        7.5       13.8        4.9        5.1        4.4       27.0       16.3
 
Number of Traders in Each Category                                    Total Traders:        96
         7         12          5         16          8         10         15         17         29         11          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 3,278,346
Positions
   245,616    885,959     57,295  1,342,514    401,819    177,365    523,846    883,340    374,153    215,629    201,818     73,526    268,403    223,071
 
Changes from:       January 14, 2014                                 Total Change is:  -125,901
     9,921      9,388     -7,545     -8,829      7,451      6,733    -30,303     42,913   -105,629      7,821    -51,069     -3,557      5,488    -24,585
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       27.0        1.7       41.0       12.3        5.4       16.0       26.9       11.4        6.6        6.2        2.2        8.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       558
        41         35         34        111         49         57         92        110         93         66         54         47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   105,516
Positions
     3,174     57,817         24     58,225     32,899      1,981     30,458      5,672      1,032        543      2,570          0     10,079      3,522
 
Changes from:       January 14, 2014                                 Total Change is:     1,211
       252        989         -8       -241        425       -142      1,685       -607        169          0       -373          0       -504        758
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       54.8        0.0       55.2       31.2        1.9       28.9        5.4        1.0        0.5        2.4        0.0        9.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        94
         5         14          .         40         11         15         15          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,947
Positions
    11,433     68,118        285     37,577      3,687      1,065     25,076      4,883      1,507      2,037      2,795        790      7,178      3,817
 
Changes from:       January 14, 2014                                 Total Change is:    -1,676
      -402     10,358         59       -311       -138        112     -1,459     -8,330       -330         28     -3,342         10        618        -73
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       78.3        0.3       43.2        4.2        1.2       28.8        5.6        1.7        2.3        3.2        0.9        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       227
        21         21          6         39         13          9         71         24         14         19         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   434,736
Positions
    57,165    340,592      1,425    187,883     18,437      5,323    125,381     24,417      7,535     10,186     13,977      3,948     35,891     19,083
 
Changes from:       January 14, 2014                                 Total Change is:    -8,380
    -2,011     51,789        294     -1,556       -691        560     -7,295    -41,651     -1,649        140    -16,712         48      3,089       -367
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       78.3        0.3       43.2        4.2        1.2       28.8        5.6        1.7        2.3        3.2        0.9        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       227
        21         21          6         39         13          9         71         24         14         19         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   295,312
Positions
    26,346     92,586      5,708    152,503     89,513     11,320     58,790     65,670      7,784     10,450      5,969        496     21,916     16,266
 
Changes from:       January 14, 2014                                 Total Change is:       521
       990        353        -71        167        724     -1,407        662        739        259       -326       -888          9        238        803
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       31.4        1.9       51.6       30.3        3.8       19.9       22.2        2.6        3.5        2.0        0.2        7.4        5.5
 
Number of Traders in Each Category                                    Total Traders:       245
        22         14          4         55         34         25         45         50         17         16          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    77,289
Positions
     5,894     45,302          0     33,998        403        588     17,305     16,112        375      6,594      8,380          0     12,535      6,129
 
Changes from:       January 14, 2014                                 Total Change is:     1,718
       -46        120          0        138          0         16        248      1,485        350       -168        109          0      1,180       -362
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       58.6        0.0       44.0        0.5        0.8       22.4       20.8        0.5        8.5       10.8        0.0       16.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        87
         7          8          0         22          .          .         21         10          .          9          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   108,903
Positions
    31,093     12,798        704     11,093      5,860        907     42,951      3,246        708     11,204      4,543          0     10,243     80,137
 
Changes from:       January 14, 2014                                 Total Change is:     4,148
       209        783         68       -476       -196        -13      2,977     -2,578        213        660     -1,225          0        510      7,096
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       11.8        0.6       10.2        5.4        0.8       39.4        3.0        0.7       10.3        4.2        0.0        9.4       73.6
 
Number of Traders in Each Category                                    Total Traders:        92
        20          9          .         10          .          .         29          5          7         14          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    97,357
Positions
     2,733     62,714      3,481     51,436     16,051      3,439     24,402      4,203      4,459      1,000        265          0      6,407      2,745
 
Changes from:       January 14, 2014                                 Total Change is:     2,606
       225      2,124         75      1,784        834         31        499       -446        534          0       -642          0       -542         96
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       64.4        3.6       52.8       16.5        3.5       25.1        4.3        4.6        1.0        0.3        0.0        6.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         35         14         14         16          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   245,483
Positions
    16,055    102,787      2,819     94,753     43,645     46,834     52,053     39,303      2,430     18,732      3,030        275     11,532      4,360
 
Changes from:       January 14, 2014                                 Total Change is:     2,248
       335        491        -15      5,494        397         30       -392      1,909        565     -1,435       -721        -46     -2,288       -362
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       41.9        1.1       38.6       17.8       19.1       21.2       16.0        1.0        7.6        1.2        0.1        4.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       192
        16         25          4         47         24         25         28         22         15         25          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   750,926
Positions
     6,505     80,601     18,807    272,300    150,635    128,025     91,037     95,780     52,195     28,876     33,508      4,243    148,937    187,132
 
Changes from:       January 14, 2014                                 Total Change is:   -11,663
       508     -6,529     -3,211     -3,891      1,193       -727       -541     -4,052     -2,304     -1,988      4,071        438         52       -543
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       10.7        2.5       36.3       20.1       17.0       12.1       12.8        7.0        3.8        4.5        0.6       19.8       24.9
 
Number of Traders in Each Category                                    Total Traders:       178
         7         19         19         35         38         44         32         27         35         10         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   468,061
Positions
    21,965     92,504         57    272,179     24,980     59,317     21,689    172,787      3,123      9,414     24,366      1,630     78,687     89,297
 
Changes from:       January 14, 2014                                 Total Change is:       587
      -472     -6,550         14       -603      3,158       -877       -214      4,117       -358        -99        682          0      3,196        401
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       19.8        0.0       58.2        5.3       12.7        4.6       36.9        0.7        2.0        5.2        0.3       16.8       19.1
 
Number of Traders in Each Category                                    Total Traders:        84
         .         10          .         33          7         19          5         17          9          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   927,818
Positions
    81,513    108,014      8,892    217,044    295,398     65,673    270,736    156,039     87,744     66,521     65,558     23,808    105,887    116,692
 
Changes from:       January 14, 2014                                 Total Change is:   101,312
     7,064     17,170      1,858     -3,286     13,379     -1,612     57,404     31,905     30,786       -207       -777       -686      9,990      9,289
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.6        1.0       23.4       31.8        7.1       29.2       16.8        9.5        7.2        7.1        2.6       11.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       216
        13         18          9         35         36         28         48         25         30         19         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    46,720
Positions
    11,389     23,824      3,868        400          0          0     25,545     13,954      4,092        473          0        287        666        695
 
Changes from:       January 14, 2014                                 Total Change is:      -543
     1,266        -72        401          0          0          0     -1,590        301        168        397       -185       -551       -634       -605
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       51.0        8.3        0.9        0.0        0.0       54.7       29.9        8.8        1.0        0.0        0.6        1.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        40
         5         12          9          .          0          0          7         13          7          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 2,723,077
Positions
   145,259    151,807    209,614    583,410    939,665    242,661    672,342    170,530    274,753    228,150    129,513     92,786    274,101    511,747
 
Changes from:       January 14, 2014                                 Total Change is:    42,960
   -12,342     13,889     -5,319     32,679     98,100    -56,386     71,522     -6,116    -11,270      8,390    -12,337      4,244     11,443     18,157
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        5.6        7.7       21.4       34.5        8.9       24.7        6.3       10.1        8.4        4.8        3.4       10.1       18.8
 
Number of Traders in Each Category                                    Total Traders:       347
        24         38         54         40         69         65         67         49         84         24         36         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 2,223,786
Positions
   145,059    185,684     98,807    626,144    666,875    220,523    604,285    285,601    151,827    124,304    178,002     37,704    215,133    398,763
 
Changes from:       January 14, 2014                                 Total Change is:    17,565
    15,737     26,604     -3,498      1,818    -37,368       -898     -1,526     32,709        480      3,839      5,243      2,059       -447     -7,765
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        8.3        4.4       28.2       30.0        9.9       27.2       12.8        6.8        5.6        8.0        1.7        9.7       17.9
 
Number of Traders in Each Category                                    Total Traders:       265
        13         31         27         28         58         44         37         53         50         16         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   280,050
Positions
   115,285     78,558     77,799        725          0        990     19,115     27,462     29,141          0     12,393      6,003     30,992     47,704
 
Changes from:       January 14, 2014                                 Total Change is:       873
     7,742      4,662        214          0       -100         47     -5,199     -2,746       -331          0        428     -1,020       -580       -281
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       28.1       27.8        0.3        0.0        0.4        6.8        9.8       10.4        0.0        4.4        2.1       11.1       17.0
 
Number of Traders in Each Category                                    Total Traders:        60
        19         19         23          .          0          .          7          6         11          0          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 is16,597,409
Positions
 1,012,206  2,058,982  3,301,888  2,941,431  1,207,023    303,344    692,902    755,283  5,763,321    304,416    549,719  1,441,172    836,730  1,216,678
 
Changes from:       January 14, 2014                                 Total Change is:   684,349
    67,339    -42,662     29,035      3,577     20,003      7,058      7,321    117,736    383,029     24,885     34,234    162,845       -742    -26,930
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       12.4       19.9       17.7        7.3        1.8        4.2        4.6       34.7        1.8        3.3        8.7        5.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       284
        26         54         76          9         26         27         47         68         99         14         33         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    55,006
Positions
    45,550      1,421          0      3,190     14,156      5,356        879     18,364         27          0     15,547          0          4        135
 
Changes from:       January 14, 2014                                 Total Change is:       462
       882        340          0        500        559          0       -343       -337         27       -600       -125          0         -4         -2
 
Percent of Open Interest Represented by Each Category of Trader
      82.8        2.6        0.0        5.8       25.7        9.7        1.6       33.4        0.0        0.0       28.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        50
         8          5          0          .         12          .          .         12          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    32,593
Positions
    27,826      1,445          0      2,435     10,259      1,962        350      2,621          0          0     16,253          0         20         53
 
Changes from:       January 14, 2014                                 Total Change is:       230
       286       -189        -20       -217        267        200        -20         70          0          0        -91          0          1         -7
 
Percent of Open Interest Represented by Each Category of Trader
      85.4        4.4        0.0        7.5       31.5        6.0        1.1        8.0        0.0        0.0       49.9        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          .         10          .          .          6          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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    51,090
Positions
    10,075      8,863        883      8,412        848        614     10,631     35,950      1,699      9,690        685        147      8,940      1,401
 
Changes from:       January 14, 2014                                 Total Change is:     7,155
       126        466        -24      2,257       -268         64      2,341      6,963        261        577        318         32      1,522       -657
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       17.3        1.7       16.5        1.7        1.2       20.8       70.4        3.3       19.0        1.3        0.3       17.5        2.7
 
Number of Traders in Each Category                                    Total Traders:       151
         8          .          .         11          4          .         34         21          9         65          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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   416,956
Positions
    96,529     27,625     44,147     57,531     26,800     20,441     71,082    158,866     48,479      3,428     13,155     53,099     22,220     24,344
 
Changes from:       January 14, 2014                                 Total Change is:    19,628
       646         84      7,078      4,975        -44        166      5,213      1,580      1,408     -5,498      5,075      4,543      1,097       -262
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        6.6       10.6       13.8        6.4        4.9       17.0       38.1       11.6        0.8        3.2       12.7        5.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       188
        25          8         25          9         15         11         36         51         46          9         22         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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     7,177
Positions
       369        440          0      2,832         80        274      2,899      4,058        753          0      1,546          0         50         26
 
Changes from:       January 14, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.1        0.0       39.5        1.1        3.8       40.4       56.5       10.5        0.0       21.5        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          .          7          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 24, 2014