Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   148,655
Positions
    24,827     28,833      7,086     13,778      4,788      1,735     34,033     54,258     12,585     18,709      1,518      3,631     32,272     34,222
 
Changes from:       May 27, 2014                                     Total Change is:     1,449
    -1,238       -389      1,567         19     -1,191        543       -488      1,308       -136      1,574     -1,730        330       -721      1,147
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.4        4.8        9.3        3.2        1.2       22.9       36.5        8.5       12.6        1.0        2.4       21.7       23.0
 
Number of Traders in Each Category                                    Total Traders:        79
         4          9         10          4          4          .         15         21         15         17          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    53,350
Positions
    23,026      9,359      1,014        900      2,229          0     11,969     18,789      3,440        613      1,548          0     12,387     16,970
 
Changes from:       May 27, 2014                                     Total Change is:       575
     2,567        972        161          0          0          0        484     -1,784        590          0         20          0     -3,227        616
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       17.5        1.9        1.7        4.2        0.0       22.4       35.2        6.4        1.1        2.9        0.0       23.2       31.8
 
Number of Traders in Each Category                                    Total Traders:        51
         9          4          5          .          .          0         16         16         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   258,122
Positions
    15,246    116,659     10,771     28,063     30,526      2,388    150,270     35,293     11,937      2,257     24,038      3,111     34,080     23,400
 
Changes from:       May 27, 2014                                     Total Change is:     1,427
     1,054     -3,709      1,993      3,052         68        134     -2,324        286        187      1,079      1,208        296     -4,044        963
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       45.2        4.2       10.9       11.8        0.9       58.2       13.7        4.6        0.9        9.3        1.2       13.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       123
         8         11          9         10         14          8         36         26         20          7         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   197,741
Positions
    94,645     15,307      8,500     25,864     17,559        987     26,731     78,320     14,942      3,252      5,464      4,296     18,524     52,365
 
Changes from:       May 27, 2014                                     Total Change is:    14,088
    12,296     -6,093       -989      2,432        929     -1,993      1,709     10,150      3,177        215        359        577     -3,337      7,970
 
Percent of Open Interest Represented by Each Category of Trader
      47.9        7.7        4.3       13.1        8.9        0.5       13.5       39.6        7.6        1.6        2.8        2.2        9.4       26.5
 
Number of Traders in Each Category                                    Total Traders:       121
        10         10          8         10         13          6         18         42         26          9          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   342,351
Positions
   111,488     23,305     21,590     46,902     67,144      8,581     38,235     64,991     36,303     22,342     34,090     11,733     45,177     74,614
 
Changes from:       May 27, 2014                                     Total Change is:     7,764
    17,109     -1,051      1,702       -993        273        -21    -12,071      2,507      3,564       -241     -1,235         93     -1,378      1,932
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        6.8        6.3       13.7       19.6        2.5       11.2       19.0       10.6        6.5       10.0        3.4       13.2       21.8
 
Number of Traders in Each Category                                    Total Traders:       216
        17         15         17         17         28         17         34         51         38         20         34         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   126,408
Positions
    20,407     48,578      4,863      3,664      3,306        317     58,887     25,202      7,404        501      6,902      3,304     27,060     26,531
 
Changes from:       May 27, 2014                                     Total Change is:     3,136
      -763      3,795        -33       -260       -184       -198      4,909       -375        201          2        359        444     -1,166       -872
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       38.4        3.8        2.9        2.6        0.3       46.6       19.9        5.9        0.4        5.5        2.6       21.4       21.0
 
Number of Traders in Each Category                                    Total Traders:        87
         5         12         10          .          6          .         20         26         18          4         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    38,591
Positions
    15,903     22,447      7,326      3,069          0          0      4,814      2,293      3,580      1,171          0      2,238        489        707
 
Changes from:       May 27, 2014                                     Total Change is:     1,858
       -41       -441      1,046        247          0          0       -454        111      1,130        -13          0        -47         -9         59
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       58.2       19.0        8.0        0.0        0.0       12.5        5.9        9.3        3.0        0.0        5.8        1.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        24
         6         10          8          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   162,678
Positions
    25,779     41,698      8,677      5,053      1,401          0    103,704    100,239      2,822      4,876      4,305      1,534     10,233      2,001
 
Changes from:       May 27, 2014                                     Total Change is:     5,033
       -70      4,250         -1      1,486         65          0      1,571        638        225      1,719       -248        159        -56        -56
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       25.6        5.3        3.1        0.9        0.0       63.7       61.6        1.7        3.0        2.6        0.9        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
        10         12          .          6          4          0         52         20          9         16          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    26,138
Positions
     4,202     12,112      6,030      1,629          0          0      9,958        958        235        120      3,275      2,750      1,214        778
 
Changes from:       May 27, 2014                                     Total Change is:     4,539
       -90        672      2,733        164       -103          0       -426     -1,330       -410          0        220      2,750       -182          7
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       46.3       23.1        6.2        0.0        0.0       38.1        3.7        0.9        0.5       12.5       10.5        4.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    30,085
Positions
     1,535     20,571          0      1,933        189          0     20,593      4,923        648      1,325        794          0      4,051      2,960
 
Changes from:       May 27, 2014                                     Total Change is:      -569
      -890     -1,848        -44       -621          0          0        443        544        444        810         19          0       -711        316
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       68.4        0.0        6.4        0.6        0.0       68.4       16.4        2.2        4.4        2.6        0.0       13.5        9.8
 
Number of Traders in Each Category                                    Total Traders:        66
         5          7          0          5          .          0         23         13          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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     5,754
Positions
     2,975      2,074          2        267        194        131      1,630      2,338          0        100          0          0        649      1,015
 
Changes from:       May 27, 2014                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       36.0        0.0        4.6        3.4        2.3       28.3       40.6        0.0        1.7        0.0        0.0       11.3       17.6
 
Number of Traders in Each Category                                    Total Traders:        22
         5          6          .          .          .          .          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    66,387
Positions
    20,712     33,154        456      6,472      4,278        344     23,549     12,130      1,775      2,918      4,374        752      9,409      9,126
 
Changes from:       May 27, 2014                                     Total Change is:      -474
      -608     -2,599         23       -699        -58         45      1,024      1,027       -165     -1,101        662         92        916        500
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       49.9        0.7        9.7        6.4        0.5       35.5       18.3        2.7        4.4        6.6        1.1       14.2       13.7
 
Number of Traders in Each Category                                    Total Traders:       117
        19         15          5         11          .          4         29         18          8          7         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   132,774
Positions
    41,423     66,307        911     12,943      8,555        688     47,098     24,259      3,550      5,837      8,748      1,504     18,819     18,251
 
Changes from:       May 27, 2014                                     Total Change is:      -947
    -1,216     -5,198         46     -1,398       -115         89      2,049      2,054       -330     -2,201      1,324        183      1,831        999
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       49.9        0.7        9.7        6.4        0.5       35.5       18.3        2.7        4.4        6.6        1.1       14.2       13.7
 
Number of Traders in Each Category                                    Total Traders:       117
        19         15          5         11          .          4         29         18          8          7         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   946,160
Positions
    49,261    203,628     49,458    315,309     95,979     43,513    104,660    195,965    164,073     55,138     53,892     28,007    136,742    111,645
 
Changes from:       May 27, 2014                                     Total Change is:    32,913
     1,807      1,572      5,781      8,809       -169     -7,991        830      6,008     20,472     -3,428      3,962      1,931      4,702      1,345
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       21.5        5.2       33.3       10.1        4.6       11.1       20.7       17.3        5.8        5.7        3.0       14.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       619
        40         42         45        124         50         67         88        140        119         64         71         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   217,095
Positions
    31,266     53,758      5,359     47,802     21,158      2,517     11,319     22,520     42,000     11,139      6,186     10,390     55,303     53,207
 
Changes from:       May 27, 2014                                     Total Change is:    12,677
     2,732     -2,374      1,974         69        156        100      2,223      5,426      5,757     -2,418       -183        698      1,542      1,123
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       24.8        2.5       22.0        9.7        1.2        5.2       10.4       19.3        5.1        2.8        4.8       25.5       24.5
 
Number of Traders in Each Category                                    Total Traders:       100
         9         11          8         16          7          8         17         20         32         13          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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 3,645,328
Positions
   243,676    903,054     66,791  1,344,829    381,402    197,687    556,727    957,251    520,340    229,388    247,922     78,692    407,198    292,190
 
Changes from:       May 27, 2014                                     Total Change is:   101,180
     8,803     33,158      5,607     43,677     -1,644    -40,431     19,885     29,762     46,724     -4,155     21,619      5,273     15,798      1,113
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       24.8        1.8       36.9       10.5        5.4       15.3       26.3       14.3        6.3        6.8        2.2       11.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       589
        41         40         37        118         47         63         88        134        113         56         65         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    92,111
Positions
     9,771     40,482        398     44,612     36,764      2,002     21,181      5,327        954        739      2,588          0     12,454      3,596
 
Changes from:       May 27, 2014                                     Total Change is:     1,638
      -319      1,780        231       -111       -455         47      1,798       -283         63         18         12          0        -89        243
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       43.9        0.4       48.4       39.9        2.2       23.0        5.8        1.0        0.8        2.8        0.0       13.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        88
         7         12          .         35         10         12         14          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    96,268
Positions
     6,371     36,758     12,561     31,832      5,652      1,715     19,045     15,700      8,109      1,444      3,735      1,072     14,119     10,966
 
Changes from:       May 27, 2014                                     Total Change is:     3,225
      -180      3,407       -208       -462       -606        843      1,416       -720        451     -1,219        137         93      2,491       -172
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       38.2       13.0       33.1        5.9        1.8       19.8       16.3        8.4        1.5        3.9        1.1       14.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       251
        19         28         13         31         18         11         58         50         21         16         31         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,555
Positions
     9,782      8,592        158      3,635          0          0        486      2,648          0        235        366          0      2,259      4,791
 
Changes from:       May 27, 2014                                     Total Change is:    -1,091
    -1,490       -668         30          0          0          0        260       -500          0       -490          0          0        599         47
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       51.9        1.0       22.0        0.0        0.0        2.9       16.0        0.0        1.4        2.2        0.0       13.6       28.9
 
Number of Traders in Each Category                                    Total Traders:        22
         9          4          .          .          0          0          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   398,565
Positions
    30,951    188,835     14,012    145,766     33,042      3,793    108,464     80,928     24,873      6,044     16,844      5,361     59,301     30,877
 
Changes from:       May 27, 2014                                     Total Change is:    21,581
    -1,943     11,884      7,305      1,918      1,200        -13      5,364     -1,517      2,668     -3,647        684        465      9,464     -1,095
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       47.4        3.5       36.6        8.3        1.0       27.2       20.3        6.2        1.5        4.2        1.3       14.9        7.7
 
Number of Traders in Each Category                                    Total Traders:       250
        20         27          8         30         19         11         58         50         20         15         31         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   325,052
Positions
   107,692     42,540     12,889    113,742    133,501     17,287     35,685     85,406      7,320     10,257     11,022        841     19,339     14,245
 
Changes from:       May 27, 2014                                     Total Change is:    -1,012
    -3,553     -2,960        400     -1,353     -1,390      1,636        330      2,011        798       -174      1,577        251        654     -3,335
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       13.1        4.0       35.0       41.1        5.3       11.0       26.3        2.3        3.2        3.4        0.3        5.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       262
        22         12          6         52         44         28         34         66         21         15         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 2014                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,237
Positions
     4,328     16,628        119     31,687          0        170      8,627     14,469        284      2,458     18,485        300     13,264     10,782
 
Changes from:       May 27, 2014                                     Total Change is:      -200
       -69         42          0        -51       -202         27       -168        524        125     -2,951       -600        -28      2,915        -88
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       27.2        0.2       51.7        0.0        0.3       14.1       23.6        0.5        4.0       30.2        0.5       21.7       17.6
 
Number of Traders in Each Category                                    Total Traders:        63
         6          8          .         19          0          .         11          8          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   114,365
Positions
    14,866      9,758      1,662     22,838      1,079         44     40,917      5,084      3,548     19,743      4,410          0     10,747     88,780
 
Changes from:       May 27, 2014                                     Total Change is:    -1,576
    -1,484      1,715        355         84        -60          9        662        -69        544       -702       -432          0     -1,044     -3,638
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        8.5        1.5       20.0        0.9        0.0       35.8        4.4        3.1       17.3        3.9        0.0        9.4       77.6
 
Number of Traders in Each Category                                    Total Traders:        89
        11         13          7         10          .          .         32         10          9          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   112,200
Positions
     5,724     73,951      2,862     67,991     16,212      4,605     18,719      5,850      4,954      1,342        630          0      6,003      3,136
 
Changes from:       May 27, 2014                                     Total Change is:      -911
       721        188        162     -1,657       -216       -146      1,115       -126     -1,023       -251        351          0        168       -101
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       65.9        2.6       60.6       14.4        4.1       16.7        5.2        4.4        1.2        0.6        0.0        5.4        2.8
 
Number of Traders in Each Category                                    Total Traders:        95
         7         11          .         35         16         13         15          6          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   299,714
Positions
    22,170    144,961      4,331     99,097     44,855     44,145     86,868     38,838      3,458     18,412     11,301        321     20,912      7,504
 
Changes from:       May 27, 2014                                     Total Change is:    -5,186
      -522      6,663     -1,569     -9,485      4,175     -6,012      7,874    -11,456        876       -338        332         95      3,895      1,710
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       48.4        1.4       33.1       15.0       14.7       29.0       13.0        1.2        6.1        3.8        0.1        7.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       206
        19         23          6         52         24         29         37         18         12         24          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   808,770
Positions
     8,324     97,993     28,532    234,858    165,399    129,047    118,676     74,983     73,040     17,413     39,131      9,184    189,697    191,460
 
Changes from:       May 27, 2014                                     Total Change is:   -84,484
       311    -25,896      4,386    -41,346      8,720     -2,275     -4,647     -2,656    -48,446      2,751      3,519      4,152        630    -25,988
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       12.1        3.5       29.0       20.5       16.0       14.7        9.3        9.0        2.2        4.8        1.1       23.5       23.7
 
Number of Traders in Each Category                                    Total Traders:       173
         4         18         16         34         39         42         38         22         37          8         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   547,214
Positions
    21,431     74,242     29,585    255,777     28,915     73,614     19,316    191,796     35,245      7,137     14,952      2,860    102,249     96,005
 
Changes from:       May 27, 2014                                     Total Change is:    20,962
        -8     -5,784     13,132     -1,023      8,204     -4,284     -3,041     -5,952     20,319     -2,201      2,785      2,860     -4,791    -10,317
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       13.6        5.4       46.7        5.3       13.5        3.5       35.0        6.4        1.3        2.7        0.5       18.7       17.5
 
Number of Traders in Each Category                                    Total Traders:        82
         .         11          8         36         10         23          4         12         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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 1,123,473
Positions
    43,605    137,909     19,525    241,910    356,161     63,571    475,693    173,801    104,938     30,044     91,585     31,779    112,409    144,206
 
Changes from:       May 27, 2014                                     Total Change is:  -100,757
    -3,737    -30,656    -13,620      3,606      3,380     -4,080    -43,554    -19,854    -21,777     -1,506       -498    -12,268     -3,821     -1,384
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       12.3        1.7       21.5       31.7        5.7       42.3       15.5        9.3        2.7        8.2        2.8       10.0       12.8
 
Number of Traders in Each Category                                    Total Traders:       239
         9         29         14         38         44         27         50         30         33         14         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    81,039
Positions
     3,435     27,017     11,284          0      3,267      2,638     49,914     22,790     13,752          0        100          0         16        191
 
Changes from:       May 27, 2014                                     Total Change is:     5,629
    -2,768      5,079     -2,363          0        537        846      9,783      1,312        115          0        100          0         16          3
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       33.3       13.9        0.0        4.0        3.3       61.6       28.1       17.0        0.0        0.1        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        41
         .         15          9          0          .          .          4         18          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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 3,194,590
Positions
   125,519    139,149    239,726    773,405  1,174,753    246,654    750,815    251,313    328,047    215,125    171,762    149,964    365,336    493,222
 
Changes from:       May 27, 2014                                     Total Change is:   -46,442
      -392    -60,453      7,655    -56,180    -10,324    -17,384    -34,515      6,170     32,665     -5,508     15,497     56,643    -29,428    -76,912
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        4.4        7.5       24.2       36.8        7.7       23.5        7.9       10.3        6.7        5.4        4.7       11.4       15.4
 
Number of Traders in Each Category                                    Total Traders:       363
        21         31         44         35         82         65         64         56         80         24         50         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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 2,279,461
Positions
   174,453    146,406     67,301    715,387    820,058    230,494    502,260    251,003    187,777    105,711    162,918     52,772    243,305    360,731
 
Changes from:       May 27, 2014                                     Total Change is:   -77,432
    38,190    -16,936    -13,936    -67,089      8,372      3,513      2,362     12,263    -16,551     12,469     -9,465     13,453    -49,844    -58,147
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        6.4        3.0       31.4       36.0       10.1       22.0       11.0        8.2        4.6        7.1        2.3       10.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       285
        13         32         30         31         58         47         53         51         51         18         29         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   346,823
Positions
   169,150     96,142     60,716          0      7,084      7,386     16,267     46,145     46,722        870     11,962     16,681     29,031     53,985
 
Changes from:       May 27, 2014                                     Total Change is:   -21,742
      -225    -10,719     -8,740          0      1,330     -1,711     -6,104      6,227     -3,427       -408       -866       -914       -212     -2,922
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       27.7       17.5        0.0        2.0        2.1        4.7       13.3       13.5        0.3        3.4        4.8        8.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        81
        13         25         29          0          4          .         12         16         16          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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 is18,432,047
Positions
 2,170,906  2,194,847  3,543,912  2,752,235    868,159    352,642    709,328  1,670,619  6,505,058    254,457    740,041  1,166,860    976,648  1,389,908
 
Changes from:       May 27, 2014                                     Total Change is:   410,792
    29,323   -117,332     26,215   -114,795     58,818     32,417     38,481      6,007    255,591    -32,155     16,819    139,858     35,859     -7,602
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       11.9       19.2       14.9        4.7        1.9        3.8        9.1       35.3        1.4        4.0        6.3        5.3        7.5
 
Number of Traders in Each Category                                    Total Traders:       322
        30         61         81         10         28         27         50         91        114          7         38         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    54,544
Positions
    39,824      1,068          0      6,955     15,832      4,859      2,014     21,435        392         25      9,603          0        475      1,355
 
Changes from:       May 27, 2014                                     Total Change is:      -242
      -837          0          0         -1     -1,018        -13        133       -479         17         25         45          0        434      1,206
 
Percent of Open Interest Represented by Each Category of Trader
      73.0        2.0        0.0       12.8       29.0        8.9        3.7       39.3        0.7        0.0       17.6        0.0        0.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        43
         8          4          0          4          8          .          4          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    44,300
Positions
    40,081          0          0        150     16,290      2,119        485     10,891      1,381          0     13,466         10         74        143
 
Changes from:       May 27, 2014                                     Total Change is:       696
    -1,026       -356          0          0       -640         65        261        325      1,381          0       -177         10          5         88
 
Percent of Open Interest Represented by Each Category of Trader
      90.5        0.0        0.0        0.3       36.8        4.8        1.1       24.6        3.1        0.0       30.4        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        40
         7          0          0          .         12          .          .          8          .          0         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    54,741
Positions
    10,203      7,459      1,013      9,298        968        137      9,859     39,032      3,018     12,693        846        202      8,318      2,066
 
Changes from:       May 27, 2014                                     Total Change is:     4,809
       -10        254          5      1,766       -238         -8      3,010      4,234        335     -1,018        195        202        526       -170
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       13.6        1.8       17.0        1.8        0.3       18.0       71.3        5.5       23.2        1.5        0.4       15.2        3.8
 
Number of Traders in Each Category                                    Total Traders:       141
         7          .          .         13          .          .         27         22         14         57          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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   448,926
Positions
    84,315     23,054     42,497     61,667     31,002     31,209     99,999    191,964     52,908     12,624     12,923     34,452     29,255     28,917
 
Changes from:       May 27, 2014                                     Total Change is:    28,560
    -5,010     -1,652     -5,176      4,919      3,842      2,671     17,732     14,285      7,837       -644        531      4,133      2,098      2,089
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        5.1        9.5       13.7        6.9        7.0       22.3       42.8       11.8        2.8        2.9        7.7        6.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       215
        22         11         24          6         19         12         43         56         57         22         22         31
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Traders in Financial Futures - Options and Futures Combined Positions as of June 3, 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    15,719
Positions
       564      7,550          0      6,209        146        238      7,866      7,007        758         26          0          0         58         20
 
Changes from:       May 27, 2014                                     Total Change is:      -804
       112        -48          0     -1,085        -87        -46        460       -627          2       -250          0          0          3          2
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       48.0        0.0       39.5        0.9        1.5       50.0       44.6        4.8        0.2        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          9          .          .          .          0          0
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Updated June 6, 2014