Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   126,995
Positions
    19,112     41,215      7,292     16,084      2,758        417     20,476     23,912     14,743     13,930      2,494      3,324     31,618     30,840
 
Changes from:       August 26, 2014                                  Total Change is:       217
    -1,808      4,632      1,231        233       -923       -330     -1,282     -6,238      1,771     -1,407        638        601      1,207     -1,166
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       32.5        5.7       12.7        2.2        0.3       16.1       18.8       11.6       11.0        2.0        2.6       24.9       24.3
 
Number of Traders in Each Category                                    Total Traders:        77
         5          6          9          5          .          .         14         25         17         11          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    64,507
Positions
    33,298      2,324      1,264      1,599      2,808          0     11,160     22,701      7,323        593          0          0      9,270     28,086
 
Changes from:       August 26, 2014                                  Total Change is:     7,283
     2,510        326        120          0         61          0      1,711      1,790      1,387          0          0          0      1,554      3,599
 
Percent of Open Interest Represented by Each Category of Trader
      51.6        3.6        2.0        2.5        4.4        0.0       17.3       35.2       11.4        0.9        0.0        0.0       14.4       43.5
 
Number of Traders in Each Category                                    Total Traders:        46
         8          .          .          .          4          0         12         17          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   288,839
Positions
    73,061     89,231      7,359     19,564     30,768      2,755    109,312     53,265     30,343      3,747     34,421      8,697     34,001     32,000
 
Changes from:       August 26, 2014                                  Total Change is:    13,157
    10,949      4,310        710       -591        304        184     -3,068       -138      4,192     -1,312     -1,063      1,639        456      3,021
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       30.9        2.5        6.8       10.7        1.0       37.8       18.4       10.5        1.3       11.9        3.0       11.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       117
         6         10          9          8         14          6         32         28         23          8         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   281,329
Positions
   149,101      7,146     14,036     35,018     19,917      1,707     29,158    135,844     25,202      1,602      4,722      6,008     19,498     66,746
 
Changes from:       August 26, 2014                                  Total Change is:    22,174
    17,076        865      2,250        638       -485        447     -4,389     11,085      1,472        187      1,727      1,230      3,263      3,583
 
Percent of Open Interest Represented by Each Category of Trader
      53.0        2.5        5.0       12.4        7.1        0.6       10.4       48.3        9.0        0.6        1.7        2.1        6.9       23.7
 
Number of Traders in Each Category                                    Total Traders:       138
        14          6          9         11         15          8         17         57         23          5         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   525,209
Positions
   240,047     21,801     29,638     40,269     66,972     14,732     62,796    197,990     52,067     25,495     36,022     11,692     48,471     94,294
 
Changes from:       August 26, 2014                                  Total Change is:    30,308
    14,301        745      5,232     -5,941      1,255        553      7,314     11,008      5,893      1,360      2,560      1,468        129      1,596
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        4.2        5.6        7.7       12.8        2.8       12.0       37.7        9.9        4.9        6.9        2.2        9.2       18.0
 
Number of Traders in Each Category                                    Total Traders:       248
        20         12         14         15         30         22         33         67         37         33         38         29
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   129,589
Positions
     2,009     42,462      7,688      2,619      8,100      1,361     77,700     23,626      7,382        950     11,276      3,435     26,445     24,260
 
Changes from:       August 26, 2014                                  Total Change is:     7,829
      -494      5,756      1,673        581        805         82      5,199       -722        551        810        -87       -178       -396        -51
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       32.8        5.9        2.0        6.3        1.0       60.0       18.2        5.7        0.7        8.7        2.7       20.4       18.7
 
Number of Traders in Each Category                                    Total Traders:        96
         4         13          8          4          7          .         32         20         18          7          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    43,608
Positions
    23,199     29,678      4,530        335          0         14      9,599      4,957      1,737      1,794          0      1,802        599        890
 
Changes from:       August 26, 2014                                  Total Change is:     2,804
     1,816        916        547       -442          0         14      1,058        790        102       -268          0          0        -24        434
 
Percent of Open Interest Represented by Each Category of Trader
      53.2       68.1       10.4        0.8        0.0        0.0       22.0       11.4        4.0        4.1        0.0        4.1        1.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        28
         7         10         10          .          0          .          4          .          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   144,579
Positions
    51,527     70,513      1,305      7,907        545          0     71,578     61,338      2,758      2,444      3,791      1,105      5,954      3,223
 
Changes from:       August 26, 2014                                  Total Change is:     2,581
    -2,507      1,719        240        525          0          0      3,576        965        -38        450       -294        471       -136       -482
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       48.8        0.9        5.5        0.4        0.0       49.5       42.4        1.9        1.7        2.6        0.8        4.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       119
        12         14          5          7          .          0         31         33         10          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    86,435
Positions
     5,752     42,873     22,606      3,291         13        283     25,778      7,095        301     20,470          0      6,025      1,929      7,239
 
Changes from:       August 26, 2014                                  Total Change is:    22,471
      -807        222     15,960        -64         13        -13      7,374        610       -683         -1          0          0        705      6,362
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       49.6       26.2        3.8        0.0        0.3       29.8        8.2        0.3       23.7        0.0        7.0        2.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .         11          4          .          .          .          4          5          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    23,427
Positions
     3,122      8,139        314      1,664        189          0     14,148      8,325        277        632      3,352          0      3,270      2,831
 
Changes from:       August 26, 2014                                  Total Change is:      -288
       797     -1,269         26        150          0          0       -942      1,174         48        -39       -292          0       -328         25
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       34.7        1.3        7.1        0.8        0.0       60.4       35.5        1.2        2.7       14.3        0.0       14.0       12.1
 
Number of Traders in Each Category                                    Total Traders:        71
         6          9          .          4          .          0         22         20          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    66,985
Positions
    18,707     36,153        821      4,656      4,568        316     27,433      7,980      1,867      3,080      4,924      1,297      8,809      9,060
 
Changes from:       August 26, 2014                                  Total Change is:     3,867
      -970      5,183        317        -39        146          7      3,291     -3,029        779        101        139        109        273        216
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       54.0        1.2        7.0        6.8        0.5       41.0       11.9        2.8        4.6        7.4        1.9       13.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       121
        17         17          6          9          .          4         29         18         11         10         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   133,970
Positions
    37,415     72,307      1,642      9,312      9,135        631     54,866     15,960      3,734      6,159      9,848      2,593     17,617     18,120
 
Changes from:       August 26, 2014                                  Total Change is:     7,734
    -1,941     10,366        635        -78        292         13      6,582     -6,058      1,558        202        278        217        546        432
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       54.0        1.2        7.0        6.8        0.5       41.0       11.9        2.8        4.6        7.4        1.9       13.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       121
        17         17          6          9          .          4         29         18         11         10         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   979,247
Positions
    44,308    171,824     63,562    317,071    108,282     58,860     98,554    193,037    181,336     47,679     51,932     34,900    132,976    115,514
 
Changes from:       August 26, 2014                                  Total Change is:     7,176
     1,774     -6,709      6,649     -3,852        673       -273     -2,268        109      1,449       -367      3,931       -607      4,670      1,954
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       17.5        6.5       32.4       11.1        6.0       10.1       19.7       18.5        4.9        5.3        3.6       13.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       632
        32         43         39        128         58         77         86        137        109         76         72         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   225,734
Positions
    31,208     52,782      6,810     63,783     24,413      2,636     10,667     18,682     39,070     11,114     10,642     12,320     48,125     58,378
 
Changes from:       August 26, 2014                                  Total Change is:    -3,778
     4,209       -106     -1,691     -1,726         20         -7          4      1,642     -3,487        -34       -216       -551       -495        618
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       23.4        3.0       28.3       10.8        1.2        4.7        8.3       17.3        4.9        4.7        5.5       21.3       25.9
 
Number of Traders in Each Category                                    Total Traders:       105
         8         11          7         17          9          9         12         25         34         11         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 3,767,564
Positions
   252,882    782,592     96,381  1,311,512    464,421    236,045    509,886    942,226    640,878    188,365    211,985    107,359    424,256    285,676
 
Changes from:       August 26, 2014                                  Total Change is:    54,771
    20,113       -725      9,412    -13,041        852      1,087     -2,403      1,291     15,721     -1,662     20,734       -281     25,823      6,679
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       20.8        2.6       34.8       12.3        6.3       13.5       25.0       17.0        5.0        5.6        2.8       11.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       604
        34         40         36        123         56         70         84        132        100         70         65         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    89,702
Positions
     3,232     36,472         98     42,346     37,345      1,833     29,127      8,936        817        515        401          0     11,734      3,801
 
Changes from:       August 26, 2014                                  Total Change is:      -365
    -1,947       -239          0     -2,241         78        -37      3,361       -291        263          0          0          0        236       -139
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       40.7        0.1       47.2       41.6        2.0       32.5       10.0        0.9        0.6        0.4        0.0       13.1        4.2
 
Number of Traders in Each Category                                    Total Traders:        91
         6         12          .         33         11         12         19          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    79,623
Positions
     7,152     40,163      1,260     33,181      5,983        617     20,523     14,206      5,009      1,849      5,062        953      9,079      6,371
 
Changes from:       August 26, 2014                                  Total Change is:     1,661
       147      1,115        146      1,353         62        -23       -214        219         94       -102        -23        122        137        -51
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       50.4        1.6       41.7        7.5        0.8       25.8       17.8        6.3        2.3        6.4        1.2       11.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       260
        20         23          6         32         17         12         67         51         26         20         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   398,116
Positions
    35,761    200,815      6,302    165,903     29,913      3,086    102,615     71,028     25,045      9,246     25,309      4,764     45,394     31,854
 
Changes from:       August 26, 2014                                  Total Change is:     8,303
       737      5,573        728      6,765        311       -116     -1,070      1,095        472       -510       -115        608        687       -254
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       50.4        1.6       41.7        7.5        0.8       25.8       17.8        6.3        2.3        6.4        1.2       11.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       260
        20         23          6         32         17         12         67         51         26         20         30         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   379,906
Positions
    89,730     25,054     39,938    125,109    139,409     16,476     74,251    125,776      4,617      8,326      9,009        409     21,051     19,219
 
Changes from:       August 26, 2014                                  Total Change is:     6,093
     3,363        113        323     -4,857          5      3,043      3,722      4,600     -1,196        196       -183         85      1,414       -697
 
Percent of Open Interest Represented by Each Category of Trader
      23.6        6.6       10.5       32.9       36.7        4.3       19.5       33.1        1.2        2.2        2.4        0.1        5.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       255
        20          7          5         56         43         27         39         61         16         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    63,958
Positions
     2,896     25,234          0     31,942          0        125     13,544     17,624        206      5,227      1,418         90      9,928     19,261
 
Changes from:       August 26, 2014                                  Total Change is:      -500
       606         32          0       -301          0        -24       -445       -557        191       -808        202        -32        313       -312
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       39.5        0.0       49.9        0.0        0.2       21.2       27.6        0.3        8.2        2.2        0.1       15.5       30.1
 
Number of Traders in Each Category                                    Total Traders:        63
         6          7          0         20          0          .          9         10          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    88,666
Positions
    24,959     16,245      2,235     11,402      1,497      1,152     31,154      5,501      1,005      4,326          0        193     12,240     60,838
 
Changes from:       August 26, 2014                                  Total Change is:       878
        98      3,689       -435       -459        185         -5      1,537       -552         -2        104       -300        102        -62     -1,804
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       18.3        2.5       12.9        1.7        1.3       35.1        6.2        1.1        4.9        0.0        0.2       13.8       68.6
 
Number of Traders in Each Category                                    Total Traders:        89
        15         10          5         10          .          .         30         11          7         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   115,235
Positions
     4,225     73,467      1,101     68,042     23,043      5,002     25,429      5,223      3,630      2,773        889          0      5,033      2,880
 
Changes from:       August 26, 2014                                  Total Change is:      -292
      -234         -2         13       -823        127       -238      1,200        269        -53        105        -15          0       -262       -393
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       63.8        1.0       59.0       20.0        4.3       22.1        4.5        3.2        2.4        0.8        0.0        4.4        2.5
 
Number of Traders in Each Category                                    Total Traders:        97
         6         11          .         37         13         15         20          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   354,231
Positions
    35,714    211,349      9,800    121,495     43,021     42,839    101,737     30,852      9,656     16,987      3,998      1,529     14,474      1,187
 
Changes from:       August 26, 2014                                  Total Change is:     8,064
       397      3,815      7,331      1,382        951     -1,004     -2,027     -4,899      7,067        710       -961     -1,547     -4,245     -2,689
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       59.7        2.8       34.3       12.1       12.1       28.7        8.7        2.7        4.8        1.1        0.4        4.1        0.3
 
Number of Traders in Each Category                                    Total Traders:       216
        21         22         10         64         23         28         39         16         11         25          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   998,086
Positions
     3,405     90,778     23,383    392,137    161,504    117,655    119,725    228,371    129,441     19,070     44,962      7,763    185,507    194,228
 
Changes from:       August 26, 2014                                  Total Change is:   -12,853
    -1,167    -14,937        643    -18,194      7,976      2,684     -2,328     -7,069     21,256     -3,770         -8     -2,227     -9,749    -21,170
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        9.1        2.3       39.3       16.2       11.8       12.0       22.9       13.0        1.9        4.5        0.8       18.6       19.5
 
Number of Traders in Each Category                                    Total Traders:       184
         6         17         14         36         36         41         31         31         42          9         17         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   544,133
Positions
    30,842     66,155     12,699    239,556     46,097     81,600     23,521    181,659     41,087      8,338     14,775         92    106,398     99,970
 
Changes from:       August 26, 2014                                  Total Change is:     7,080
     5,918     -2,684      2,060      3,404      5,006     -2,819      1,217        372     17,304        508     -1,570         32    -20,544    -10,621
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       12.2        2.3       44.0        8.5       15.0        4.3       33.4        7.6        1.5        2.7        0.0       19.6       18.4
 
Number of Traders in Each Category                                    Total Traders:        82
         4          6          5         34         11         23          6         13         12          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 1,415,710
Positions
    64,768    222,660     13,957    246,399    452,032     73,630    666,632    292,198     76,731    141,458    118,912     16,954    115,181    148,636
 
Changes from:       August 26, 2014                                  Total Change is:  -137,526
     6,280    -12,186    -36,023      6,999    -11,821     -7,351    -57,723    -11,398    -34,878      2,376      4,854    -13,496     -3,710    -15,226
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       15.7        1.0       17.4       31.9        5.2       47.1       20.6        5.4       10.0        8.4        1.2        8.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       254
        15         28         15         36         46         34         48         30         35         18         33         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 3,250,565
Positions
    93,852    252,471    175,093  1,038,862    862,021    301,649    575,834    483,832    344,193    227,112    180,173    138,977    354,994    512,156
 
Changes from:       August 26, 2014                                  Total Change is:   -58,234
     6,711      7,990    -39,425     14,478    -87,346      1,456    -32,627     58,185    -12,327    -11,057      7,110     14,047        510     -7,923
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        7.8        5.4       32.0       26.5        9.3       17.7       14.9       10.6        7.0        5.5        4.3       10.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       364
        17         39         46         33         84         64         56         66         84         17         52         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 2,437,706
Positions
   233,895    111,089    104,582    500,815    806,079    294,757    649,269    232,645    239,986     95,712    190,826     62,056    256,636    395,688
 
Changes from:       August 26, 2014                                  Total Change is:  -101,808
    46,903    -35,186      1,196    -32,441    -37,491    -12,320    -37,409     -2,770     16,301    -12,421     17,793    -26,791    -44,826    -22,540
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        4.6        4.3       20.5       33.1       12.1       26.6        9.5        9.8        3.9        7.8        2.5       10.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       285
        16         25         27         36         54         47         57         48         53         15         34         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   513,231
Positions
   187,519    100,481    132,496      2,053      9,383     14,735     17,236     74,557     79,847     11,337     12,638     37,026     30,981     52,067
 
Changes from:       August 26, 2014                                  Total Change is:   -30,016
   -21,890    -12,189     -8,264      2,053        -86      8,100     -2,918    -12,436     -7,998       -541        723      1,013        429      1,121
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       19.6       25.8        0.4        1.8        2.9        3.4       14.5       15.6        2.2        2.5        7.2        6.0       10.1
 
Number of Traders in Each Category                                    Total Traders:        91
        12         26         32          .          4          .          9         24         19          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 is20,779,651
Positions
 2,656,245  2,151,481  3,954,124  2,371,400  1,188,223    549,699    924,218  1,756,891  7,356,841    387,859    808,692  1,656,200    923,064  1,357,499
 
Changes from:       August 26, 2014                                  Total Change is:   440,142
   117,197    -90,321     73,834   -167,719     26,990     58,313     24,509     44,644    236,966       -865    -34,524     26,594     71,313     97,645
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       10.4       19.0       11.4        5.7        2.6        4.4        8.5       35.4        1.9        3.9        8.0        4.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       365
        26         73         94         10         37         33         41        102        123         13         53         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    58,623
Positions
    36,655      2,844        750      6,952     15,637      4,915      6,392     22,932      2,344        535      9,009          0         80        192
 
Changes from:       August 26, 2014                                  Total Change is:     4,154
     1,143         29        750          1       -175          0         70      1,329      2,052        112        166          0         26          3
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        4.9        1.3       11.9       26.7        8.4       10.9       39.1        4.0        0.9       15.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         6          8          .          .         10          .          .         11          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    45,970
Positions
    38,038      7,387        455          0     12,438      1,378      2,172      8,890      2,692      1,105     12,410         13        117        307
 
Changes from:       August 26, 2014                                  Total Change is:     1,736
       196        109        455          0        516          0      1,061         54        150       -133        382         13         -6         57
 
Percent of Open Interest Represented by Each Category of Trader
      82.7       16.1        1.0        0.0       27.1        3.0        4.7       19.3        5.9        2.4       27.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        51
         5          6          .          0         15          .          .          9          .          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    88,669
Positions
    13,805     33,201        697     12,138          0        174     35,860     47,007      2,711     13,249      2,848        146      9,889      1,884
 
Changes from:       August 26, 2014                                  Total Change is:    -2,942
        22       -250          1       -162          0          1     -2,433     -3,193       -467        -20        621         35         82        311
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       37.4        0.8       13.7        0.0        0.2       40.4       53.0        3.1       14.9        3.2        0.2       11.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       157
         8          .          .         17          0          .         51         12         12         59          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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   409,378
Positions
    61,666     42,862     51,903     54,756     30,767     30,270     76,241    111,561     62,163     13,590     10,835     34,764     24,025     34,253
 
Changes from:       August 26, 2014                                  Total Change is:    -4,987
    -3,285     -2,778      3,756      4,887      1,330     -4,288     -6,204     -1,181        675      1,020       -500     -1,959        411        -42
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       10.5       12.7       13.4        7.5        7.4       18.6       27.3       15.2        3.3        2.6        8.5        5.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       203
        19         17         25          8         19         12         45         46         54         18         20         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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    13,853
Positions
       611      2,900          0      5,541          0        915      6,182      8,839        446         30        750          0        128          3
 
Changes from:       August 26, 2014                                  Total Change is:       749
       -47          0          0      1,390          0        137       -587       -179         40       -250        750          0         66          1
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       20.9        0.0       40.0        0.0        6.6       44.6       63.8        3.2        0.2        5.4        0.0        0.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          6          0          .          8          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 5, 2014