Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   140,419
Positions
    26,356     16,347      5,062     13,551      8,865        592     29,200     57,623     12,281     18,421      4,023      2,848     32,107     32,778
 
Changes from:       April 29, 2014                                   Total Change is:       302
       395        188      1,548         36        164         69     -2,561     -2,966        181        742        394       -500        392      1,224
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       11.6        3.6        9.7        6.3        0.4       20.8       41.0        8.7       13.1        2.9        2.0       22.9       23.3
 
Number of Traders in Each Category                                    Total Traders:        82
         4          9          9          .          7          .         18         20         15         11         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    61,427
Positions
     6,192     19,820      1,416        900      2,013          0     25,971     21,727      2,546        613      1,565          0     23,789     12,340
 
Changes from:       April 29, 2014                                   Total Change is:     9,294
      -428      4,145         57          0          0          0      3,722      4,604        226          0        332          0      5,717        -70
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       32.3        2.3        1.5        3.3        0.0       42.3       35.4        4.1        1.0        2.5        0.0       38.7       20.1
 
Number of Traders in Each Category                                    Total Traders:        52
         6          6          .          .          .          0         19         13          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   268,337
Positions
    10,386    120,938     10,123     23,585     29,438      2,198    153,370     35,021     15,673      1,398     24,435      3,276     48,327     27,234
 
Changes from:       April 29, 2014                                   Total Change is:    14,562
     1,491      5,720      3,270        836       -388        249     -2,309       -265      5,216       -943     -4,795      1,333      5,418      4,222
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       45.1        3.8        8.8       11.0        0.8       57.2       13.1        5.8        0.5        9.1        1.2       18.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       130
         8         11         10          9         14          8         47         23         17          4         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   187,970
Positions
    88,180     17,571      5,849     19,126     17,781      4,064     26,720     72,283     13,305      3,143      5,810      4,430     23,153     46,878
 
Changes from:       April 29, 2014                                   Total Change is:      -532
   -11,225      2,213       -274        228       -779       -445      5,016     -2,792      1,491        -30        717        582      4,126     -1,245
 
Percent of Open Interest Represented by Each Category of Trader
      46.9        9.3        3.1       10.2        9.5        2.2       14.2       38.5        7.1        1.7        3.1        2.4       12.3       24.9
 
Number of Traders in Each Category                                    Total Traders:       132
         9         13          7          8         16          8         24         42         27          6         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   322,339
Positions
    45,704     31,112     14,257     42,527     75,634      6,731     94,856     49,787     26,642     30,227     34,667      6,935     54,460     76,573
 
Changes from:       April 29, 2014                                   Total Change is:    10,424
    -9,002      2,823      2,258        363     -7,619        385      6,244      2,140      4,044        615      1,849       -672      6,190      5,216
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        9.7        4.4       13.2       23.5        2.1       29.4       15.4        8.3        9.4       10.8        2.2       16.9       23.8
 
Number of Traders in Each Category                                    Total Traders:       231
        15         19         14         13         33         16         43         51         37         20         37         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   119,988
Positions
    21,544     40,520      4,315      5,210      4,105        530     45,876     25,523      8,201      2,091      7,677      3,288     28,934     25,829
 
Changes from:       April 29, 2014                                   Total Change is:    -3,222
      -386     -3,829        201       -120        274        142     -6,002     -2,908      1,025        144      1,066        743      1,031         65
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       33.8        3.6        4.3        3.4        0.4       38.2       21.3        6.8        1.7        6.4        2.7       24.1       21.5
 
Number of Traders in Each Category                                    Total Traders:        87
         7         10          8          .          8          .         23         20         17          4         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    36,789
Positions
    17,736     21,493      6,129      1,882          0          0      4,617      4,122      2,209      1,548          0      2,184        484        652
 
Changes from:       April 29, 2014                                   Total Change is:       562
       370         31          0         15          0          0        139        508          0         26          0          0         12         23
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       58.4       16.7        5.1        0.0        0.0       12.5       11.2        6.0        4.2        0.0        5.9        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        23
         6          8          7          .          0          0          .          4          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   146,462
Positions
    46,028     36,947        301        228      2,241        136     69,725     82,897     18,877      2,177      3,404          0      8,990      1,658
 
Changes from:       April 29, 2014                                   Total Change is:    18,337
       208        689        265          0       -354          0        281      1,363     16,876       -452       -218          0      1,158       -285
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       25.2        0.2        0.2        1.5        0.1       47.6       56.6       12.9        1.5        2.3        0.0        6.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       105
         7          9          .          .          4          .         45         23         10          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    20,272
Positions
     3,457     10,921      3,060      1,048        209          0     11,433      2,416          0        100      3,055          0      1,174        611
 
Changes from:       April 29, 2014                                   Total Change is:    -1,787
         0       -588         -1        194          0        -31        -40        838     -2,018          0          0          0        109         13
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       53.9       15.1        5.2        1.0        0.0       56.4       11.9        0.0        0.5       15.1        0.0        5.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          .          0          4          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    33,096
Positions
     2,074     22,827        104      1,685        509          0     23,390      4,468        204        521        643          0      5,118      4,341
 
Changes from:       April 29, 2014                                   Total Change is:     3,227
       733      1,843         63        217        320          0      1,991       -293         -8          0       -245          0        231      1,547
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       69.0        0.3        5.1        1.5        0.0       70.7       13.5        0.6        1.6        1.9        0.0       15.5       13.1
 
Number of Traders in Each Category                                    Total Traders:        60
         4         10          .          5          .          0         22         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,906
Positions
     3,228      1,718          0        229        100        180      1,599      3,091          0          0          0          0        670        817
 
Changes from:       April 29, 2014                                   Total Change is:        67
        17        129          0          1          0         -1       -115         68          0          0          0          0        165       -129
 
Percent of Open Interest Represented by Each Category of Trader
      54.7       29.1        0.0        3.9        1.7        3.0       27.1       52.3        0.0        0.0        0.0        0.0       11.3       13.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          4          0          .          .          .          4          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    61,317
Positions
    20,208     35,779        408      6,368      4,502        396     20,186      7,769      1,191      4,418      2,250        662      7,481      8,361
 
Changes from:       April 29, 2014                                   Total Change is:    -1,369
      -556     -1,847         56        -33        117        -12       -758        -93        243         65        206          4       -378        -43
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       58.4        0.7       10.4        7.3        0.6       32.9       12.7        1.9        7.2        3.7        1.1       12.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       108
        19         15          4          8          .          .         24         16          9          9         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   122,635
Positions
    40,417     71,558        816     12,736      9,004        792     40,372     15,537      2,381      8,836      4,499      1,325     14,961     16,723
 
Changes from:       April 29, 2014                                   Total Change is:    -2,737
    -1,112     -3,695        112        -66        234        -23     -1,515       -186        486        129        412          8       -755        -85
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       58.4        0.7       10.4        7.3        0.6       32.9       12.7        1.9        7.2        3.7        1.1       12.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       108
        19         15          4          8          .          .         24         16          9          9         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   847,717
Positions
    42,908    195,092     33,297    300,132     98,654     50,373     95,009    179,080    132,432     53,639     45,760     25,722    114,203     87,307
 
Changes from:       April 29, 2014                                   Total Change is:    -3,995
     1,100    -25,471      8,261      3,751      3,046       -356    -11,518     10,098        641     -1,273        895         59     -4,660     -1,168
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       23.0        3.9       35.4       11.6        5.9       11.2       21.1       15.6        6.3        5.4        3.0       13.5       10.3
 
Number of Traders in Each Category                                    Total Traders:       616
        36         42         41        119         53         63         94        131        118         82         59         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   179,515
Positions
    18,226     55,862      3,461     44,994     21,757      2,921      7,051     15,970     27,452     13,670      6,073      9,939     51,801     36,079
 
Changes from:       April 29, 2014                                   Total Change is:      -463
     8,649     -2,194        162        170        340       -136     -6,313      5,250       -786        -29          5         54     -2,234     -3,158
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       31.1        1.9       25.1       12.1        1.6        3.9        8.9       15.3        7.6        3.4        5.5       28.9       20.1
 
Number of Traders in Each Category                                    Total Traders:       101
         7         11          6         15          7          8         17         20         32         17          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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 3,341,011
Positions
   229,297    802,037     43,295  1,282,937    391,728    230,015    513,449    889,201    451,245    209,796    208,382     68,968    312,009    256,141
 
Changes from:       April 29, 2014                                   Total Change is:   -17,662
     7,551    -71,091     -4,802     17,440     13,061       -629    -18,681     31,584       -213     -5,536      5,134       -659    -12,132      9,953
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       24.0        1.3       38.4       11.7        6.9       15.4       26.6       13.5        6.3        6.2        2.1        9.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       585
        36         41         34        114         50         58         90        129        114         70         55         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    88,326
Positions
     9,713     35,167         16     46,242     38,645      2,087     19,683      4,815        886        707      2,578          0      8,992      4,132
 
Changes from:       April 29, 2014                                   Total Change is:       811
     1,894       -803         11       -728      1,540       -905      1,866        236       -152       -266         -7          0       -909        891
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       39.8        0.0       52.4       43.8        2.4       22.3        5.5        1.0        0.8        2.9        0.0       10.2        4.7
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          .         36         10         14         13          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    92,792
Positions
     6,062     33,927      9,658     31,076      8,517        927     16,276     14,020     11,051      2,375      1,808        939     14,426     11,943
 
Changes from:       April 29, 2014                                   Total Change is:    17,656
      -103     -3,469      8,803      2,070        213         71     -2,525     -1,651      6,573        159         25        -68      2,677      7,161
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       36.6       10.4       33.5        9.2        1.0       17.5       15.1       11.9        2.6        1.9        1.0       15.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       221
        13         26         14         31         18         13         50         44         28         19         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,270
Positions
     9,227      7,279          0      3,636          0          0      2,810      4,033          0        513          0          0      2,084      6,958
 
Changes from:       April 29, 2014                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       39.8        0.0       19.9        0.0        0.0       15.4       22.1        0.0        2.8        0.0        0.0       11.4       38.1
 
Number of Traders in Each Category                                    Total Traders:        21
         9          .          0          .          0          0          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   372,610
Positions
    28,482    177,547      3,986    137,599     42,986      4,236    100,547     83,152     22,041      9,312      9,040      4,694     61,713     24,926
 
Changes from:       April 29, 2014                                   Total Change is:    -3,066
    -2,343     -9,436       -292     -7,432      1,463        -47      6,541      4,793       -350     -1,770        123       -339      2,967      1,019
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       47.6        1.1       36.9       11.5        1.1       27.0       22.3        5.9        2.5        2.4        1.3       16.6        6.7
 
Number of Traders in Each Category                                    Total Traders:       218
        13         25          8         30         19         13         49         44         27         18         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   315,228
Positions
    90,673     38,269      4,701    120,402    132,269     18,022     42,440     85,683      9,891      8,391     10,172        522     20,186     15,699
 
Changes from:       April 29, 2014                                   Total Change is:   -10,758
    13,598    -12,201     -2,899    -20,256      1,304      1,570     -5,839     -2,275      3,174        459       -143         56       -620        657
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       12.1        1.5       38.2       42.0        5.7       13.5       27.2        3.1        2.7        3.2        0.2        6.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       258
        23         14          5         49         42         29         36         62         20         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    60,688
Positions
     2,285     16,547        119     31,555        216        144     11,048     14,749        107      5,383     19,150          0     10,047      9,656
 
Changes from:       April 29, 2014                                   Total Change is:      -374
      -113        196          0       -572          0          9        315        239        107       -222       -934          0        102          9
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       27.3        0.2       52.0        0.4        0.2       18.2       24.3        0.2        8.9       31.6        0.0       16.6       15.9
 
Number of Traders in Each Category                                    Total Traders:        68
         5          8          .         20          .          .         12          8          .          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   108,695
Positions
    20,089      3,197      1,288     21,229      1,179         48     32,302      4,374      1,769     20,618      4,579          0     11,352     92,261
 
Changes from:       April 29, 2014                                   Total Change is:     3,103
     1,104        767        599        178         20        -51      1,282        467        154       -284        813       -150        271        484
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        2.9        1.2       19.5        1.1        0.0       29.7        4.0        1.6       19.0        4.2        0.0       10.4       84.9
 
Number of Traders in Each Category                                    Total Traders:        78
        18          6          5          9          .          .         20         11          6         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   108,987
Positions
     8,166     67,839      3,147     62,535     18,028      5,004     16,216      5,607      6,472      1,236        279          0      6,211      2,611
 
Changes from:       April 29, 2014                                   Total Change is:     2,390
     2,497       -419          0        702        521        210     -2,876        137      1,908        -44          0          0         -7         33
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       62.2        2.9       57.4       16.5        4.6       14.9        5.1        5.9        1.1        0.3        0.0        5.7        2.4
 
Number of Traders in Each Category                                    Total Traders:        98
         7          9          .         33         21         14         16          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   272,002
Positions
    20,035    104,501      3,935    101,411     57,260     46,428     63,526     39,690      3,464     15,038      9,022        208     17,957      7,494
 
Changes from:       April 29, 2014                                   Total Change is:     4,743
     1,160      4,296        -34        905     -3,489      2,820      4,238       -329        294     -6,795        -26          0      2,155      1,211
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       38.4        1.4       37.3       21.1       17.1       23.4       14.6        1.3        5.5        3.3        0.1        6.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       197
        22         20          6         55         25         26         28         19          9         21          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   847,125
Positions
     3,161     94,438     26,224    295,563    179,026    131,379    110,513     97,637     69,693     16,228     33,435      8,272    186,092    207,020
 
Changes from:       April 29, 2014                                   Total Change is:    26,372
     1,077      6,605      5,655     -4,579     -7,581        588       -773    -12,943     11,042      3,160      6,415      1,815      8,387     14,776
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.1        3.1       34.9       21.1       15.5       13.0       11.5        8.2        1.9        3.9        1.0       22.0       24.4
 
Number of Traders in Each Category                                    Total Traders:       173
         4         20         17         33         36         43         39         22         40          6         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   484,501
Positions
    21,720     73,985        806    263,658     37,669     72,119     20,519    181,294        989      7,357     25,856          0     97,333     91,783
 
Changes from:       April 29, 2014                                   Total Change is:     1,134
       161     -1,004        260     -2,278      2,813     -2,023      1,279    -14,854       -707        410      9,428          0      4,032      7,221
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       15.3        0.2       54.4        7.8       14.9        4.2       37.4        0.2        1.5        5.3        0.0       20.1       18.9
 
Number of Traders in Each Category                                    Total Traders:        82
         .         10          5         34         12         22          4         13          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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 1,194,067
Positions
    46,036    133,948     18,622    275,531    380,335     93,811    474,831    179,307    108,212     22,711     99,602     41,569    112,743    138,661
 
Changes from:       April 29, 2014                                   Total Change is:    11,612
   -12,671      3,304      1,717    -13,342     -7,606     10,342     18,978       -822     15,755    -12,074    -25,203      1,436      1,471     12,690
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       11.2        1.6       23.1       31.9        7.9       39.8       15.0        9.1        1.9        8.3        3.5        9.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       240
         8         29         14         38         51         33         49         28         37         10         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    66,176
Positions
     7,011     20,005     12,352          0      1,430      1,196     32,836     18,352     12,681          0          0          0        100        160
 
Changes from:       April 29, 2014                                   Total Change is:   -13,154
   -11,894      3,615     -3,632          0        696        304     17,113      1,028    -15,145          0          0          0        100        -20
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       30.2       18.7        0.0        2.2        1.8       49.6       27.7       19.2        0.0        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         5          9          9          0          .          .          4         13          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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 3,162,269
Positions
   123,876    177,074    239,502    759,883  1,133,535    255,299    805,829    252,109    312,447    239,803    162,283    109,309    316,321    520,711
 
Changes from:       April 29, 2014                                   Total Change is:   134,595
     9,857      8,024     14,311     32,526     63,633    -10,121     40,245    -19,759     30,498    -10,554     11,133      9,255     18,579     27,622
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        5.6        7.6       24.0       35.8        8.1       25.5        8.0        9.9        7.6        5.1        3.5       10.0       16.5
 
Number of Traders in Each Category                                    Total Traders:       367
        20         41         54         40         79         64         61         59         86         18         49         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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 2,312,721
Positions
   176,363    148,550     90,546    894,667    793,388    212,477    417,682    303,159    151,462    114,885    196,296     37,592    217,046    379,251
 
Changes from:       April 29, 2014                                   Total Change is:   -49,375
    -5,974      6,684    -10,283     74,435        973     -7,611    -79,640    -38,530     -7,152    -11,371     11,249     -4,292      2,513       -414
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        6.4        3.9       38.7       34.3        9.2       18.1       13.1        6.5        5.0        8.5        1.6        9.4       16.4
 
Number of Traders in Each Category                                    Total Traders:       286
        13         36         33         31         65         49         38         57         45         11         35         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   325,525
Positions
   140,255     87,830     71,984          0      3,383      6,268     17,937     26,735     49,288        927     14,839      9,868     28,999     55,331
 
Changes from:       April 29, 2014                                   Total Change is:   -34,189
    -8,770    -12,930     -3,918       -682        525      1,229    -24,206    -17,907      2,089        149     -1,844         39       -119     -1,473
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       27.0       22.1        0.0        1.0        1.9        5.5        8.2       15.1        0.3        4.6        3.0        8.9       17.0
 
Number of Traders in Each Category                                    Total Traders:        77
        13         26         32          0          .          .         11         12         15          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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 is17,717,061
Positions
 1,932,216  2,389,644  3,418,447  2,811,686    748,301    387,544    631,772  1,326,653  6,236,299    290,700    717,150  1,170,262    838,136  1,322,761
 
Changes from:       April 29, 2014                                   Total Change is:   213,995
   213,604    -67,058    -48,778      7,697     73,603     22,377   -103,199     96,264     89,924     -2,659     10,194      4,505     30,524     32,963
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       13.5       19.3       15.9        4.2        2.2        3.6        7.5       35.2        1.6        4.0        6.6        4.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       307
        29         62         84          9         28         26         45         86        105          8         32         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    52,926
Positions
    40,537        902          0      4,996     15,223      4,872      2,092     22,914        375          0      8,493          0         54        147
 
Changes from:       April 29, 2014                                   Total Change is:     1,540
       632       -100          0          6        232         13        887      1,381         -4          0         35          0          6        -17
 
Percent of Open Interest Represented by Each Category of Trader
      76.6        1.7        0.0        9.4       28.8        9.2        4.0       43.3        0.7        0.0       16.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         9          .          0          4          9          .          .          9          .          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    45,851
Positions
    43,387      3,142          0        157     17,001      2,054        212     10,358          0          0     12,842          0         41        454
 
Changes from:       April 29, 2014                                   Total Change is:      -838
      -559     -2,434          0         -7      1,318        -17         -3        488       -246          0          0          0         -6         53
 
Percent of Open Interest Represented by Each Category of Trader
      94.6        6.9        0.0        0.3       37.1        4.5        0.5       22.6        0.0        0.0       28.0        0.0        0.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0          .         12          .          .          9          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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    60,515
Positions
     9,862      6,838        965      6,537      4,580        390     13,140     38,547      3,810     15,780      2,371          3     10,028      3,012
 
Changes from:       April 29, 2014                                   Total Change is:     6,888
        11       -990       -103     -1,370        302        205      3,817      4,458      1,511      1,576        886         -1      1,242        621
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       11.3        1.6       10.8        7.6        0.6       21.7       63.7        6.3       26.1        3.9        0.0       16.6        5.0
 
Number of Traders in Each Category                                    Total Traders:       160
         6          .          .          8          6          .         22         33         12         74          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 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   391,848
Positions
    93,857     26,762     37,676     56,855     24,792     26,746     50,214    149,845     49,868     13,690     11,521     29,115     33,827     35,523
 
Changes from:       April 29, 2014                                   Total Change is:    26,633
     9,685     -4,391      3,340      9,161      3,667       -459    -10,740     12,869      2,908        -49       -364        944     11,843      8,119
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        6.8        9.6       14.5        6.3        6.8       12.8       38.2       12.7        3.5        2.9        7.4        8.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       195
        22          9         23          9         15         12         36         59         58         18         17         22
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Traders in Financial Futures - Options and Futures Combined Positions as of May 6, 2014                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,903
Positions
       770      7,550          0      6,566         77        349      7,007      8,154        756      1,387          0          0         68         17
 
Changes from:       April 29, 2014                                   Total Change is:       495
        -9      2,900          0       -292        -25          5      1,003     -2,220          0       -225       -165          0         13          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       44.7        0.0       38.8        0.5        2.1       41.5       48.2        4.5        8.2        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          8          .          .          .          0          0
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Updated May 9, 2014