Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   118,427
Positions
    11,459     16,266      4,255     13,336      2,504      3,322     23,808     41,569     11,077     15,986      4,699      2,341     32,843     32,394
 
Changes from:       June 17, 2014                                    Total Change is:   -24,460
    -9,609    -10,336     -1,873       -273     -1,425        724      1,532    -12,063     -2,702       -671      2,331        788    -12,376         97
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       13.7        3.6       11.3        2.1        2.8       20.1       35.1        9.4       13.5        4.0        2.0       27.7       27.4
 
Number of Traders in Each Category                                    Total Traders:        76
         4          7          8          .          4          .         18         19         14         13          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    36,449
Positions
    12,010      2,652        671        900      2,139          0      9,390     14,375      1,454        613          0          0     11,410     15,157
 
Changes from:       June 17, 2014                                    Total Change is:     1,096
     6,765        430         71          0          0          0     -6,248      2,577       -247          0          0          0        754     -1,735
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        7.3        1.8        2.5        5.9        0.0       25.8       39.4        4.0        1.7        0.0        0.0       31.3       41.6
 
Number of Traders in Each Category                                    Total Traders:        39
         4          5          5          .          .          0         12         13          6          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   276,897
Positions
     4,352    109,229      6,251     28,707     30,211      2,472    174,622     52,940     13,775      2,297     35,693      2,938     41,483     23,388
 
Changes from:       June 17, 2014                                    Total Change is:     4,190
     2,474      5,446        528        286       -360         85      2,991        323     -1,258       -195     -1,442        331     -1,052        538
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       39.4        2.3       10.4       10.9        0.9       63.1       19.1        5.0        0.8       12.9        1.1       15.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       135
         4         12          7         13         13          8         47         22         18         13         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   167,501
Positions
    82,211      9,696      3,848     30,514     17,226        615     17,679     74,691     10,794      2,151      4,298      1,957     17,734     44,376
 
Changes from:       June 17, 2014                                    Total Change is:    -4,803
    -3,499      1,152        -28      1,154     -1,237         22     -3,199     -4,962        414         13      1,149        -28        349     -1,285
 
Percent of Open Interest Represented by Each Category of Trader
      49.1        5.8        2.3       18.2       10.3        0.4       10.6       44.6        6.4        1.3        2.6        1.2       10.6       26.5
 
Number of Traders in Each Category                                    Total Traders:       115
        11          8          9          9         14          4         21         40         23          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   336,523
Positions
   129,938     16,952     10,014     48,208     72,076      7,553     44,557     92,006     25,612     24,191     29,651      8,588     37,863     74,071
 
Changes from:       June 17, 2014                                    Total Change is:     1,429
     2,345       -591     -1,570         64      1,203        -54      1,712      1,057        256       -175     -1,782        167     -1,315      2,744
 
Percent of Open Interest Represented by Each Category of Trader
      38.6        5.0        3.0       14.3       21.4        2.2       13.2       27.3        7.6        7.2        8.8        2.6       11.3       22.0
 
Number of Traders in Each Category                                    Total Traders:       212
        19         11         12         17         28         19         27         53         34         20         37         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   115,970
Positions
     1,445     38,046      3,578      2,565      2,493        284     64,877     27,677      6,944        530      8,872      3,107     32,639     24,968
 
Changes from:       June 17, 2014                                    Total Change is:     4,308
    -1,110      2,525        578        -40        -11        208      4,233     -1,816        468         18        376        666       -714      1,314
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       32.8        3.1        2.2        2.1        0.2       55.9       23.9        6.0        0.5        7.7        2.7       28.1       21.5
 
Number of Traders in Each Category                                    Total Traders:        83
         4         10          8          4          4          .         24         23         15          5          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    35,603
Positions
    16,492     27,023      3,800      2,760          0          0      6,835        149      2,300      1,386          0      1,802        228        529
 
Changes from:       June 17, 2014                                    Total Change is:       863
     1,113        878        -34        -18          0          0        493          0        -56       -220          0          0       -415         74
 
Percent of Open Interest Represented by Each Category of Trader
      46.3       75.9       10.7        7.8        0.0        0.0       19.2        0.4        6.5        3.9        0.0        5.1        0.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        24
         7         10          7          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   128,396
Positions
    30,670     78,054        144      5,412      1,319          0     81,557     42,459        512      3,068      3,969          0      7,033      1,939
 
Changes from:       June 17, 2014                                    Total Change is:    -6,663
      -245        614        143        -29          0          0     -5,894     -7,391         14       -529       -111          0       -123         68
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       60.8        0.1        4.2        1.0        0.0       63.5       33.1        0.4        2.4        3.1        0.0        5.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       112
         7         17          .          6          .          0         42         20          5         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    34,430
Positions
     4,872     16,168      6,090      1,820        201         95     14,017      2,215      2,977        387      3,275      2,750      1,422        659
 
Changes from:       June 17, 2014                                    Total Change is:     7,916
      -314      4,191       -147         55        -95         95      5,431      1,200      2,683         20          0          0         93        -11
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       47.0       17.7        5.3        0.6        0.3       40.7        6.4        8.6        1.1        9.5        8.0        4.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        26
         .          7          .          .          .          .          6          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    31,422
Positions
     1,580      6,040          0      1,996        509          0     23,543     17,601        345        475      4,174          0      3,483      2,753
 
Changes from:       June 17, 2014                                    Total Change is:     2,944
       -48      2,056          0        -43       -320          0      3,388        633          0        -41        361          0       -312        214
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       19.2        0.0        6.4        1.6        0.0       74.9       56.0        1.1        1.5       13.3        0.0       11.1        8.8
 
Number of Traders in Each Category                                    Total Traders:        76
         .         10          0          6          .          0         29         14          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    59,418
Positions
    18,308     29,802        360      6,966      4,467        266     20,639     11,869        995      3,724      3,944        334      7,827      7,381
 
Changes from:       June 17, 2014                                    Total Change is:   -26,797
    -2,517     -5,940    -16,595        471         95         -1     -2,440        428     -3,517        229       -328       -490     -1,937       -449
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       50.2        0.6       11.7        7.5        0.4       34.7       20.0        1.7        6.3        6.6        0.6       13.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       110
        21         10          5         10          .          4         27         19         13          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   118,836
Positions
    36,615     59,605        721     13,931      8,933        532     41,278     23,737      1,990      7,447      7,888        668     15,653     14,762
 
Changes from:       June 17, 2014                                    Total Change is:   -53,593
    -5,034    -11,879    -33,190        942        190         -1     -4,879        856     -7,034        458       -655       -981     -3,874       -899
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       50.2        0.6       11.7        7.5        0.4       34.7       20.0        1.7        6.3        6.6        0.6       13.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       110
        21         10          5         10          .          4         27         19         13          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   859,449
Positions
    54,215    192,598     22,195    327,866    100,626     43,805     87,237    204,490    134,370     54,019     45,619     24,399    111,344     91,348
 
Changes from:       June 17, 2014                                    Total Change is:  -263,422
    -7,341     -9,792    -98,135     12,033      4,986    -12,927    -26,005     -9,232    -82,895     -3,003     -9,787    -11,189    -33,961    -34,452
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       22.4        2.6       38.1       11.7        5.1       10.2       23.8       15.6        6.3        5.3        2.8       13.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       624
        33         45         39        126         50         67         80        150        110         75         65         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   187,888
Positions
    12,887     53,831      4,438     57,783     21,208      2,415      9,683     11,506     36,041      9,100      8,599      9,971     45,570     39,880
 
Changes from:       June 17, 2014                                    Total Change is:   -88,822
   -22,277     -3,575    -28,939        164       -651       -342     -1,959    -11,124    -16,168     -5,676      2,804     -2,466    -11,159    -28,360
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       28.7        2.4       30.8       11.3        1.3        5.2        6.1       19.2        4.8        4.6        5.3       24.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        98
         6         13          6         17          7          8         12         23         31         13          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 3,357,809
Positions
   257,349    744,547     38,070  1,356,893    403,566    200,473    416,739    993,893    462,676    224,620    185,123     72,119    328,871    257,342
 
Changes from:       June 17, 2014                                    Total Change is:  -873,002
   -55,253   -161,022   -216,052     59,140     27,983    -62,719   -198,397    -68,708   -255,463     -1,345    -77,663    -28,902   -114,011    -30,457
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       22.2        1.1       40.4       12.0        6.0       12.4       29.6       13.8        6.7        5.5        2.1        9.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       591
        35         41         32        119         47         62         78        145        105         66         60         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    83,237
Positions
     5,655     35,893          3     42,603     35,093      1,883     21,937      5,435        999        739        401          0      9,418      3,529
 
Changes from:       June 17, 2014                                    Total Change is:   -20,535
      -686     -3,160     -9,281       -986       -484        152     -1,715       -624       -538          0     -2,187          0     -7,482     -4,414
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       43.1        0.0       51.2       42.2        2.3       26.4        6.5        1.2        0.9        0.5        0.0       11.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        90
         7         12          .         35         10         12         15          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    72,409
Positions
     5,179     41,774        512     35,534      5,900        707     18,383      9,746      3,139      1,787      4,022        790      6,377      5,817
 
Changes from:       June 17, 2014                                    Total Change is:   -45,412
    -1,863     -1,054    -23,634      3,451        252     -6,614     -1,314     -1,462     -9,742       -890       -208       -922     -3,884     -2,028
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       57.7        0.7       49.1        8.1        1.0       25.4       13.5        4.3        2.5        5.6        1.1        8.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       227
        16         20          6         31         16          9         54         43         19         17         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   362,044
Positions
    25,893    208,871      2,562    177,671     29,501      3,536     91,916     48,732     15,696      8,935     20,110      3,951     31,885     29,085
 
Changes from:       June 17, 2014                                    Total Change is:  -159,798
   -12,926      5,013    -80,973     29,762     -4,410    -27,400    -13,370    -11,420    -37,359     -1,846        181     -4,610    -11,077      1,179
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       57.7        0.7       49.1        8.1        1.0       25.4       13.5        4.3        2.5        5.6        1.1        8.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       227
        16         20          6         31         16          9         54         43         19         17         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   314,287
Positions
    69,873     36,334     11,813    115,961    127,601     17,241     63,267     86,876      7,772      8,390     10,083        210     19,760     16,357
 
Changes from:       June 17, 2014                                    Total Change is:   -44,835
   -26,433    -12,706    -19,622        726      5,312      2,513     13,731     -5,733     -6,830     -1,536     -1,070     -2,032     -5,352     -4,668
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       11.6        3.8       36.9       40.6        5.5       20.1       27.6        2.5        2.7        3.2        0.1        6.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       254
        24          8          4         57         40         28         45         50         16         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    58,332
Positions
     2,224     26,327          0     30,688          0        149     11,079     14,554         15      4,803      1,293          0      9,374     15,994
 
Changes from:       June 17, 2014                                    Total Change is:      -226
      -105        328          0        377          0        -43        -16     -1,056          0         70        163          0       -509        382
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       45.1        0.0       52.6        0.0        0.3       19.0       25.0        0.0        8.2        2.2        0.0       16.1       27.4
 
Number of Traders in Each Category                                    Total Traders:        68
         6          8          0         20          0          .         14         11          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    96,348
Positions
    24,296      6,569      2,256     18,302      1,064        619     32,765      3,016      3,145      4,313      1,946          0     10,652     77,733
 
Changes from:       June 17, 2014                                    Total Change is:     9,115
     2,833        631        250        749        -40        426      2,245     -1,006      1,895       -105        338          0        822      6,621
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        6.8        2.3       19.0        1.1        0.6       34.0        3.1        3.3        4.5        2.0        0.0       11.1       80.7
 
Number of Traders in Each Category                                    Total Traders:        80
        10          9          4         10          .          .         34          6          8          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   106,599
Positions
     5,216     67,991        945     61,479     18,925      4,767     21,488      6,103      4,477      2,308        628          0      5,919      2,763
 
Changes from:       June 17, 2014                                    Total Change is:   -12,727
      -608     -2,733    -10,682         -9      2,464        223       -213      1,616       -403      1,358          0          0     -2,393     -3,212
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       63.8        0.9       57.7       17.8        4.5       20.2        5.7        4.2        2.2        0.6        0.0        5.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        96
         5         12          .         31         18         13         18          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   322,720
Positions
    26,688    171,623      3,774    103,164     52,609     48,059     93,133     33,541      1,768     23,881      6,091        558     21,695      4,697
 
Changes from:       June 17, 2014                                    Total Change is:   -24,508
     2,142      8,683    -22,099      2,349     10,943        -76       -798     -7,219     -2,162     -2,424     -6,359          6     -1,446     -6,225
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       53.2        1.2       32.0       16.3       14.9       28.9       10.4        0.5        7.4        1.9        0.2        6.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       212
        20         24          6         57         23         30         38         15          8         26          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   814,767
Positions
       403    120,385     20,256    277,883    171,514    137,345    123,141     91,877     54,456     26,921     35,248      7,306    167,055    176,380
 
Changes from:       June 17, 2014                                    Total Change is:   -32,401
    -2,095      3,099     -4,689    -10,670    -10,032        477        643     -4,995    -13,532      4,394     -2,275        103     -7,032       -556
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       14.8        2.5       34.1       21.1       16.9       15.1       11.3        6.7        3.3        4.3        0.9       20.5       21.6
 
Number of Traders in Each Category                                    Total Traders:       176
         .         23         13         34         42         44         36         22         35          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   483,308
Positions
    21,654     83,046      3,277    240,495     25,380     75,752     21,414    188,508      8,127     10,493      8,882         60    102,037     90,278
 
Changes from:       June 17, 2014                                    Total Change is:    -6,881
         3     -4,162       -824     -8,635     -2,092      3,102       -598      3,191     -1,118      2,063       -861          0       -874     -4,117
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       17.2        0.7       49.8        5.3       15.7        4.4       39.0        1.7        2.2        1.8        0.0       21.1       18.7
 
Number of Traders in Each Category                                    Total Traders:        83
         .         11          7         33         10         22          6         14          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 1,059,947
Positions
    31,606    124,493      8,467    216,714    357,080     66,719    532,515    190,944     40,511     44,419     95,639     28,553     90,444    147,542
 
Changes from:       June 17, 2014                                    Total Change is:   -29,596
   -15,839     -4,163       -604     -3,414     20,663     -5,974     65,239      7,177    -53,682      6,776      7,011     -5,572    -16,525      5,547
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       11.7        0.8       20.4       33.7        6.3       50.2       18.0        3.8        4.2        9.0        2.7        8.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       240
        14         28          9         32         51         31         49         22         24         17         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 3,013,773
Positions
    82,128    164,664    149,743    856,155  1,167,201    253,943    743,967    270,222    250,217    293,252    164,519    102,161    282,208    491,103
 
Changes from:       June 17, 2014                                    Total Change is:  -252,158
   -29,454     31,306    -72,217     -1,388    -12,217    -20,344     30,600    -27,679    -97,566      9,139      4,150    -42,003    -28,924    -15,589
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        5.5        5.0       28.4       38.7        8.4       24.7        9.0        8.3        9.7        5.5        3.4        9.4       16.3
 
Number of Traders in Each Category                                    Total Traders:       364
        15         35         39         36         86         69         59         62         79         22         49         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 2,317,862
Positions
   202,032    109,915     65,046    694,942    902,578    235,550    566,084    238,402    163,990    117,399    171,907     43,868    228,950    386,605
 
Changes from:       June 17, 2014                                    Total Change is:  -121,148
    -5,395      1,507    -47,037    -21,376     -9,343        354     44,349    -17,836    -55,148    -15,998      9,054    -12,510     -8,388      9,811
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        4.7        2.8       30.0       38.9       10.2       24.4       10.3        7.1        5.1        7.4        1.9        9.9       16.7
 
Number of Traders in Each Category                                    Total Traders:       277
        16         24         21         29         64         50         53         43         44         21         27         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   418,500
Positions
   189,420    118,250     73,953          0      7,873      7,534     34,967     66,816     57,235      2,319      8,690     25,173     27,899     52,976
 
Changes from:       June 17, 2014                                    Total Change is:    13,887
     3,002      2,061      3,761          0          0        512      5,371      9,232     -2,224        307     -1,998      3,802       -644     -1,258
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       28.3       17.7        0.0        1.9        1.8        8.4       16.0       13.7        0.6        2.1        6.0        6.7       12.7
 
Number of Traders in Each Category                                    Total Traders:        81
        15         24         31          0          4          .         14         12         16          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 is17,593,709
Positions
 2,260,615  2,192,152  3,237,999  2,491,556    861,669    332,914    790,316  1,604,206  6,100,832    275,331    715,715  1,297,211    806,936  1,251,012
 
Changes from:       June 17, 2014                                    Total Change is:   236,316
   124,182    164,958     22,668    -59,022    -60,414     41,026    -20,571     19,858     58,612     75,525     31,503    -20,305     14,201    -21,590
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       12.5       18.4       14.2        4.9        1.9        4.5        9.1       34.7        1.6        4.1        7.4        4.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       318
        32         57         79         10         30         28         48         78        107         12         41         41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    50,974
Positions
    30,832      1,318          0      6,992     14,471      4,859      7,844     20,381        331         25      9,456         16         75        142
 
Changes from:       June 17, 2014                                    Total Change is:       125
       600          0          0          3      1,134          0       -436     -1,033          3        -57          0         16         -4          5
 
Percent of Open Interest Represented by Each Category of Trader
      60.5        2.6        0.0       13.7       28.4        9.5       15.4       40.0        0.6        0.0       18.6        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         8          5          0          4          7          .          5         10          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    32,924
Positions
    26,196        125         10          0     11,195      1,445      3,544      6,368      1,564        106     12,081          0         59        136
 
Changes from:       June 17, 2014                                    Total Change is:       599
     1,388       -141          0          0        792       -559         44         68         50       -261        397          0        -63         -8
 
Percent of Open Interest Represented by Each Category of Trader
      79.6        0.4        0.0        0.0       34.0        4.4       10.8       19.3        4.8        0.3       36.7        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          .          0         14          .          4          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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    59,073
Positions
    10,783     29,773        764      8,757      1,184        238     14,469     22,144      2,318     13,960        547         11      7,773      2,094
 
Changes from:       June 17, 2014                                    Total Change is:     3,292
       -93        -80         41       -830        -37          9        722      1,910        607      1,887        229          1        949        613
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       50.4        1.3       14.8        2.0        0.4       24.5       37.5        3.9       23.6        0.9        0.0       13.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       145
         7          .          .         16          .          .         32         20         16         55         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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   424,966
Positions
    87,179     15,828     46,173     57,165     27,404     26,758     76,985    178,592     58,873     12,626     12,067     32,419     26,788     26,852
 
Changes from:       June 17, 2014                                    Total Change is:   -31,346
    -5,605     -4,078     -7,964      3,806       -785     -2,193    -14,679     -6,900     -3,082      1,367       -715     -5,508      2,512       -121
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        3.7       10.9       13.5        6.4        6.3       18.1       42.0       13.9        3.0        2.8        7.6        6.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       215
        24         12         23          6         17         12         41         61         58         22         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    15,369
Positions
       659      2,967          0      6,506          0        241      5,933     11,418        741      1,249          0          0         40          2
 
Changes from:       June 17, 2014                                    Total Change is:    -5,529
        79     -4,583          0        574          0         34     -1,058      4,160     -5,138          3          0          0        -23         -2
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       19.3        0.0       42.3        0.0        1.6       38.6       74.3        4.8        8.1        0.0        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          7          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,160
Positions
     1,238      5,893          0      5,476          0          0      1,866      3,844        226        188          0          0      1,166        197
 
Changes from:       June 17, 2014                                    Total Change is:       694
        40          0          0         19          0          0        478        535         76          0          0          0         81         83
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       58.0        0.0       53.9        0.0        0.0       18.4       37.8        2.2        1.9        0.0        0.0       11.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          7          0          0          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated June 27, 2014