Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   135,410
Positions
    28,231      2,903      6,288     14,708      8,588        446     27,969     62,657     11,238     17,316      3,116      3,121     26,093     37,053
 
Changes from:       March 25, 2014                                   Total Change is:   -12,959
    -1,508        662        658        199        255       -327    -12,310     -9,360     -1,639        685        293        952        332     -4,452
 
Percent of Open Interest Represented by Each Category of Trader
      20.8        2.1        4.6       10.9        6.3        0.3       20.7       46.3        8.3       12.8        2.3        2.3       19.3       27.4
 
Number of Traders in Each Category                                    Total Traders:        91
         8          7         10          .          8          4         14         24         14         14         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    52,370
Positions
     3,742     15,335      1,095        934      1,965          0     24,913     17,953      2,100        632        611          0     18,955     13,312
 
Changes from:       March 25, 2014                                   Total Change is:        41
     2,457       -682        -41          0          0          0       -167        226         -7          0         79          0     -2,201        467
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       29.3        2.1        1.8        3.8        0.0       47.6       34.3        4.0        1.2        1.2        0.0       36.2       25.4
 
Number of Traders in Each Category                                    Total Traders:        43
         4          7          .          .          .          0         15         11          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   227,723
Positions
     8,939     97,413      5,875     23,509     27,813      2,111    141,223     33,225      8,859      1,460     29,169      2,840     32,906     20,417
 
Changes from:       March 25, 2014                                   Total Change is:     7,981
    -1,311      2,001        544        258       -230       -552     10,845      7,922     -2,107       -120       -513        113        311        804
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       42.8        2.6       10.3       12.2        0.9       62.0       14.6        3.9        0.6       12.8        1.2       14.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       115
         7          9          9         10         13          7         35         28         19          5          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   216,900
Positions
   114,720     10,167      7,183     17,936     20,507      4,096     34,058     95,312     14,802      2,181      6,992      5,052     16,872     52,789
 
Changes from:       March 25, 2014                                   Total Change is:    37,678
    18,909        -98      3,235     -1,768      1,326       -852     10,394     19,173      4,189       -648        616      2,971      1,248      7,118
 
Percent of Open Interest Represented by Each Category of Trader
      52.9        4.7        3.3        8.3        9.5        1.9       15.7       43.9        6.8        1.0        3.2        2.3        7.8       24.3
 
Number of Traders in Each Category                                    Total Traders:       138
        12          9          7          7         17          9         26         42         27         10         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   301,098
Positions
    50,440     25,340     12,001     42,038     92,424      5,867     87,757     36,536     22,799     26,322     32,117      6,699     47,176     67,314
 
Changes from:       March 25, 2014                                   Total Change is:       -36
     4,052       -138      1,372       -237     -1,053       -701     -6,711        682      1,375      3,306       -178      1,300     -3,793     -2,695
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        8.4        4.0       14.0       30.7        1.9       29.1       12.1        7.6        8.7       10.7        2.2       15.7       22.4
 
Number of Traders in Each Category                                    Total Traders:       202
        16         15         15         14         29         17         37         42         36         18         31         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   110,984
Positions
    22,505     24,363      5,784      6,688      4,034      1,011     34,868     29,918      7,706      3,443      6,897      2,898     26,081     28,372
 
Changes from:       March 25, 2014                                   Total Change is:    12,285
    -2,638     15,278      1,366        862       -462        430      8,880     -5,513      1,366     -1,002        699        548      2,473     -1,427
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       22.0        5.2        6.0        3.6        0.9       31.4       27.0        6.9        3.1        6.2        2.6       23.5       25.6
 
Number of Traders in Each Category                                    Total Traders:        90
         5         14          7          5          7          4         22         19         12          6         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,240
Positions
    16,341     20,821      7,301      1,883          0          0      2,367      1,092      2,214      1,095          0      2,184        855        628
 
Changes from:       March 25, 2014                                   Total Change is:      -722
      -769      1,968       -145         -6          0          0       -294     -2,378         18          0          0          0        474       -185
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       60.8       21.3        5.5        0.0        0.0        6.9        3.2        6.5        3.2        0.0        6.4        2.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         5          9          7          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   145,273
Positions
    44,706     40,864        317     40,381      1,989        151     49,528     95,000        161      2,329      3,815          0      7,700      2,976
 
Changes from:       March 25, 2014                                   Total Change is:    29,414
       228      8,200        317        565        -18         -4     27,788     21,241          8       -838        272          0      1,350       -602
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       28.1        0.2       27.8        1.4        0.1       34.1       65.4        0.1        1.6        2.6        0.0        5.3        2.0
 
Number of Traders in Each Category                                    Total Traders:        95
         5         10          .          .          4          .         35         22          .         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    26,490
Positions
     3,887     11,162      7,097          0        155        119     12,202      1,942      2,010          0      3,055          0      1,175        950
 
Changes from:       March 25, 2014                                   Total Change is:     2,192
      -516     -1,570      4,037          0       -239        119     -1,170     -1,776      1,641     -2,000          0          0         81        -20
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       42.1       26.8        0.0        0.6        0.4       46.1        7.3        7.6        0.0       11.5        0.0        4.4        3.6
 
Number of Traders in Each Category                                    Total Traders:        25
         .          8          .          0          .          .          4          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    32,316
Positions
       946     20,777         63      1,391        189          0     21,919      8,014        222      2,885        549          0      4,890      2,502
 
Changes from:       March 25, 2014                                   Total Change is:      -433
        62        747         63         64          0          0     -2,826     -1,011        -44      2,364       -329          0       -116        141
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       64.3        0.2        4.3        0.6        0.0       67.8       24.8        0.7        8.9        1.7        0.0       15.1        7.7
 
Number of Traders in Each Category                                    Total Traders:        56
         .         10          .          4          .          0         19         12          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    65,794
Positions
    20,443     40,666        297      6,842      4,441        263     23,569      8,837        857      4,566      2,057        638      8,320      7,739
 
Changes from:       March 25, 2014                                   Total Change is:       289
        93     -2,024        208       -154        -26         49        842      1,733        -21       -148        225         -9       -572        155
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       61.8        0.5       10.4        6.7        0.4       35.8       13.4        1.3        6.9        3.1        1.0       12.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       109
        20         13          .         10          .          4         27         16          6          8         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   131,588
Positions
    40,885     81,331        594     13,683      8,881        525     47,138     17,675      1,715      9,132      4,114      1,276     16,640     15,477
 
Changes from:       March 25, 2014                                   Total Change is:       579
       187     -4,049        416       -307        -52         98      1,684      3,465        -42       -296        451        -17     -1,143        309
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       61.8        0.5       10.4        6.7        0.4       35.8       13.4        1.3        6.9        3.1        1.0       12.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       109
        20         13          .         10          .          4         27         16          6          8         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   826,237
Positions
    44,985    218,877     15,536    313,834     92,380     41,907     95,615    172,875    126,301     53,044     52,017     23,673    111,342     82,671
 
Changes from:       March 25, 2014                                   Total Change is:      -498
      -573        599        405     -8,462     -2,198     -1,007      3,293     -7,728      5,848     -1,901         57       -131      2,031      3,658
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       26.5        1.9       38.0       11.2        5.1       11.6       20.9       15.3        6.4        6.3        2.9       13.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       605
        41         36         36        113         53         63         83        133        104         75         71         66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   170,054
Positions
     8,757     59,414      1,924     47,012     19,982      3,094      6,202      9,861     28,370     12,918      6,453      9,694     52,085     31,262
 
Changes from:       March 25, 2014                                   Total Change is:     1,671
      -122     -2,893         68     -6,129       -505        107      2,093      1,067      2,735      3,509       -413         94       -683      1,412
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       34.9        1.1       27.6       11.8        1.8        3.6        5.8       16.7        7.6        3.8        5.7       30.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       103
         5         13          5         15          7          9         14         24         34         14         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 3,280,915
Positions
   221,927    838,097     27,279  1,341,120    368,998    187,057    484,626    852,629    452,096    204,896    232,084     65,633    296,282    257,043
 
Changes from:       March 25, 2014                                   Total Change is:   -10,844
       576     20,291     -1,149    -10,823     -7,622     -6,410     27,256    -22,716     -5,690    -23,339      6,059     -4,837     13,573     11,231
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       25.5        0.8       40.9       11.2        5.7       14.8       26.0       13.8        6.2        7.1        2.0        9.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       569
        38         37         32        108         50         57         85        123         97         66         62         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    92,334
Positions
     4,527     43,550          0     49,285     34,356      2,080     23,657      5,220        851      1,021      3,026          0     10,914      3,252
 
Changes from:       March 25, 2014                                   Total Change is:    -1,174
       397       -473        -41       -615       -522        -14     -1,922       -579         79        316        217          0        626        159
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       47.2        0.0       53.4       37.2        2.3       25.6        5.7        0.9        1.1        3.3        0.0       11.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        94
         6         13          0         38         10         15         15          5          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    77,438
Positions
     4,819     53,577        808     34,226      4,355        493     22,862      8,897      3,308      1,967      1,619        839      8,116      3,541
 
Changes from:       March 25, 2014                                   Total Change is:    -2,337
      -492     -2,241        153     -3,287        303         85        -60       -211       -172        244       -403       -104      1,297        255
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       69.2        1.0       44.2        5.6        0.6       29.5       11.5        4.3        2.5        2.1        1.1       10.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       219
        20         19          7         35         12          7         63         29         21         21         20         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   387,189
Positions
    24,095    267,884      4,040    171,128     21,777      2,464    114,310     44,486     16,541      9,837      8,096      4,193     40,580     17,707
 
Changes from:       March 25, 2014                                   Total Change is:   -11,683
    -2,458    -11,206        765    -16,437      1,514        423       -299     -1,053       -861      1,220     -2,016       -520      6,485      1,273
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       69.2        1.0       44.2        5.6        0.6       29.5       11.5        4.3        2.5        2.1        1.1       10.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       219
        20         19          7         35         12          7         63         29         21         21         20         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   319,491
Positions
    51,814     67,017      8,458    149,122    122,012     11,228     61,967     81,667      5,691      9,306      7,441        367     21,539     15,610
 
Changes from:       March 25, 2014                                   Total Change is:     2,482
    -1,057      1,350      2,568      8,478     -1,675     -1,333     -1,702      3,029     -3,760      1,096      1,393         29     -1,836        882
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       21.0        2.6       46.7       38.2        3.5       19.4       25.6        1.8        2.9        2.3        0.1        6.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       251
        22         11          4         57         37         27         42         56         15         14         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    61,990
Positions
     3,763     16,277        119     29,311        216        196     12,857     13,651          0      6,187     19,425          0      9,557     12,106
 
Changes from:       March 25, 2014                                   Total Change is:      -564
       145        579          0     -1,880          0         31        966       -848          0       -242       -135          0        416       -191
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       26.3        0.2       47.3        0.3        0.3       20.7       22.0        0.0       10.0       31.3        0.0       15.4       19.5
 
Number of Traders in Each Category                                    Total Traders:        81
         7          8          .         21          .          .         17         12          0          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    98,586
Positions
    16,953      4,442        375     15,618      2,509         35     34,564      2,322        724     20,520      2,109          0      9,797     86,070
 
Changes from:       March 25, 2014                                   Total Change is:    -4,170
    -1,278     -1,375        196     -3,112      1,270          0        187     -2,829        395       -418       -701          0       -140     -1,126
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        4.5        0.4       15.8        2.5        0.0       35.1        2.4        0.7       20.8        2.1        0.0        9.9       87.3
 
Number of Traders in Each Category                                    Total Traders:        76
        18          6          5          6          .          .         26          6          4         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   102,622
Positions
     3,957     69,587      1,829     60,677     14,805      4,367     20,207      3,933      4,209        763        279          0      6,613      3,613
 
Changes from:       March 25, 2014                                   Total Change is:       -12
       -27      2,158       -311        542       -202         42       -170     -2,401        101       -699          0          0        510        601
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       67.8        1.8       59.1       14.4        4.3       19.7        3.8        4.1        0.7        0.3        0.0        6.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        91
         6          8          .         37         14         13         16          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   253,385
Positions
    23,751     67,408      2,874     98,395     71,402     41,978     48,280     49,554      1,974     22,743      9,306        224     13,166      8,665
 
Changes from:       March 25, 2014                                   Total Change is:    15,496
    -4,384     10,664        319     20,772     -2,480     -7,125      1,164     13,021        -84      2,211      1,436         77      2,546       -332
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       26.6        1.1       38.8       28.2       16.6       19.1       19.6        0.8        9.0        3.7        0.1        5.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       192
        21         17          .         52         24         23         25         21          7         26          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   830,966
Positions
     5,877     95,876     34,082    295,456    152,891    138,216     98,193    123,273     72,929     13,924     32,678      6,673    165,616    174,348
 
Changes from:       March 25, 2014                                   Total Change is:    30,995
     3,241    -26,806      8,314    -14,834     10,897      8,411     13,291     18,922     12,519       -338        777      2,924     -2,533     -4,962
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       11.5        4.1       35.6       18.4       16.6       11.8       14.8        8.8        1.7        3.9        0.8       19.9       21.0
 
Number of Traders in Each Category                                    Total Traders:       179
         4         19         16         33         39         41         32         34         44          6         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   482,134
Positions
    24,661     83,446        421    269,876     39,046     73,089     15,427    183,179      1,748      7,614     20,766          0     89,298     80,439
 
Changes from:       March 25, 2014                                   Total Change is:       480
     1,158     14,173     -1,916      6,405      4,232     -2,985     -3,304    -10,688        166       -187       -665          0      1,143     -1,838
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       17.3        0.1       56.0        8.1       15.2        3.2       38.0        0.4        1.6        4.3        0.0       18.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        83
         .         10          .         35         12         24          .         14          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 1,083,188
Positions
    63,280    133,615     23,384    189,310    322,601     76,316    467,076    144,192    103,924     21,121    102,901     39,334     99,444    136,923
 
Changes from:       March 25, 2014                                   Total Change is:    38,460
   -17,060    -30,132     12,071     24,583      2,134     -6,728     37,752     20,670     -8,281    -15,038     31,606      6,423      4,737     10,696
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       12.3        2.2       17.5       29.8        7.0       43.1       13.3        9.6        1.9        9.5        3.6        9.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       229
        13         27         18         35         40         31         51         23         34         12         28         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    53,975
Positions
    16,444     12,880      7,562          0          0          0     12,812     16,198     17,152          0          0          0          5        183
 
Changes from:       March 25, 2014                                   Total Change is:   -23,510
     9,588     -7,632    -11,212          0          0       -500    -19,640     -2,387     -1,721          0          0          0        -25        -58
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       23.9       14.0        0.0        0.0        0.0       23.7       30.0       31.8        0.0        0.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         8          6          9          0          0          0          5         12          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 3,070,409
Positions
   159,511     85,129    221,448    650,966  1,210,718    241,961    857,758    256,985    299,285    259,879    147,676    101,064    278,536    506,143
 
Changes from:       March 25, 2014                                   Total Change is:    67,557
   -38,717      3,894      2,496      5,994      6,282     13,278    108,313     23,637       -673      6,426      6,737    -11,122    -18,439     23,025
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        2.8        7.2       21.2       39.4        7.9       27.9        8.4        9.7        8.5        4.8        3.3        9.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       359
        31         28         47         35         79         62         63         59         82         23         41         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 2,266,232
Positions
   132,655    118,348    120,695    807,006    575,348    219,624    407,540    429,125    186,066    173,141    190,095     31,466    188,039    395,466
 
Changes from:       March 25, 2014                                   Total Change is:   -37,561
   -28,865    -43,038     24,746     13,890     -9,435      6,812    -64,614    -19,419     11,251     14,771     17,178     -6,950     -8,602    -18,705
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        5.2        5.3       35.6       25.4        9.7       18.0       18.9        8.2        7.6        8.4        1.4        8.3       17.5
 
Number of Traders in Each Category                                    Total Traders:       277
        16         30         26         25         62         47         38         62         50         13         31         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   293,044
Positions
   126,876     81,564     68,014        708      3,791      1,950     17,044     20,690     33,811      1,733     14,942     11,450     31,459     56,832
 
Changes from:       March 25, 2014                                   Total Change is:   -42,974
   -22,160    -21,737     -1,705          0        943     -1,551     -8,983     -8,057    -10,745        642     -5,449      1,068        460      4,259
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       27.8       23.2        0.2        1.3        0.7        5.8        7.1       11.5        0.6        5.1        3.9       10.7       19.4
 
Number of Traders in Each Category                                    Total Traders:        74
        13         24         30          .          .          .          7         12         14          .          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 is17,325,104
Positions
 1,431,494  2,176,097  3,345,231  2,780,962    572,167    356,904    554,673  1,081,759  6,255,185    236,547    663,791  1,461,312    902,796  1,412,657
 
Changes from:       March 25, 2014                                   Total Change is:   279,209
    78,399     30,690     52,360    -25,153    -39,619     -5,506    -67,876      9,448    243,636     41,855     21,398    -23,677    -14,829     -9,522
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       12.6       19.3       16.1        3.3        2.1        3.2        6.2       36.1        1.4        3.8        8.4        5.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       285
        25         63         83          8         24         24         42         73         99         10         30         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    40,441
Positions
    27,808      1,008          0      4,960      8,281      4,831      2,524     18,055        201         30      7,909          0         87        156
 
Changes from:       March 25, 2014                                   Total Change is:     1,636
       237          0          0        161        382         -4      1,199        854          4         30        391          0          9          9
 
Percent of Open Interest Represented by Each Category of Trader
      68.8        2.5        0.0       12.3       20.5       11.9        6.2       44.6        0.5        0.1       19.6        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        41
         7          .          0          4          8          .          4         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    30,723
Positions
    28,036        391          0        362     10,174      1,950        221      5,180        122          0     12,752          0         32        154
 
Changes from:       March 25, 2014                                   Total Change is:      -615
         5       -172          0       -414     -1,014         31       -216       -113        -33          0        626          0         12         60
 
Percent of Open Interest Represented by Each Category of Trader
      91.3        1.3        0.0        1.2       33.1        6.3        0.7       16.9        0.4        0.0       41.5        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        35
         6          4          0          .          9          .          .          8          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    52,738
Positions
    12,457        963        813      8,082      4,649        150      5,793     39,992      2,810     14,170      1,305         41      8,422      2,014
 
Changes from:       March 25, 2014                                   Total Change is:     1,859
         2        304         30        252       -926         -3        671      2,204        370        281        237         30        227       -387
 
Percent of Open Interest Represented by Each Category of Trader
      23.6        1.8        1.5       15.3        8.8        0.3       11.0       75.8        5.3       26.9        2.5        0.1       16.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       149
         7          .          .         10          6          .         18         35         10         62          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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   357,046
Positions
    65,748     46,668     32,543     50,486     21,861     21,940     69,263    108,762     58,026     10,468     11,278     31,735     16,837     24,233
 
Changes from:       March 25, 2014                                   Total Change is:    21,220
    20,183     -1,957     -1,715      2,599      2,607      1,287     10,797     28,579     -4,883       -657      2,780     -1,611     -4,780     -3,867
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       13.1        9.1       14.1        6.1        6.1       19.4       30.5       16.3        2.9        3.2        8.9        4.7        6.8
 
Number of Traders in Each Category                                    Total Traders:       189
        21         13         22          7         13         10         45         47         47         17         14         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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    14,143
Positions
       151      4,650          0      5,674         77        343      2,864      8,162        749      4,343        159          0         19          3
 
Changes from:       March 25, 2014                                   Total Change is:       549
        65          0          0        434          0         -5     -3,221        554          0      3,284          0          0         -8          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       32.9        0.0       40.1        0.5        2.4       20.3       57.7        5.3       30.7        1.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          5          .          .          6          .          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 4, 2014