Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   133,221
Positions
    27,816      2,174     12,429     18,803      3,756         12     11,929     49,847     17,925     15,302      3,176      3,260     25,743     40,642
 
Changes from:       October 28, 2014                                 Total Change is:    11,549
     5,640      1,310      2,522     -1,000        -39         10        586      3,968      1,757      2,412       -246        452       -828      1,815
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        1.6        9.3       14.1        2.8        0.0        9.0       37.4       13.5       11.5        2.4        2.4       19.3       30.5
 
Number of Traders in Each Category                                    Total Traders:        81
         8          4         10          6          5          .         13         25         16         11          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    66,491
Positions
    41,385      4,108      2,262      1,213      3,240        443      9,168     27,244      4,958        503          0          0      6,560     24,237
 
Changes from:       October 28, 2014                                 Total Change is:     3,582
       945        356        228          0       -156          0      1,722        878        636          0          0          0         51      1,639
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        6.2        3.4        1.8        4.9        0.7       13.8       41.0        7.5        0.8        0.0        0.0        9.9       36.5
 
Number of Traders in Each Category                                    Total Traders:        43
         7          .          .          .          5          .         13         13         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   184,169
Positions
    54,636     21,074      7,981     10,999     43,410      4,357     51,786     31,253     25,667      4,617     15,334      4,687     19,439     30,405
 
Changes from:       October 28, 2014                                 Total Change is:     9,548
     5,315      1,757       -440      1,143       -727         89      2,964      3,993      3,839        482      1,832     -1,586     -2,259        791
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       11.4        4.3        6.0       23.6        2.4       28.1       17.0       13.9        2.5        8.3        2.5       10.6       16.5
 
Number of Traders in Each Category                                    Total Traders:       111
         8          8          9          6         17          8         29         26         27          6         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   282,438
Positions
   110,942     16,071     12,569     30,892     27,041      1,642     32,167     88,055     43,382     17,659     14,849     13,939     19,246     64,890
 
Changes from:       October 28, 2014                                 Total Change is:    56,719
    21,223      2,031       -212     -1,441     -5,600        621      3,823     16,417     19,445      9,230      9,616      5,082     -1,052      9,320
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        5.7        4.5       10.9        9.6        0.6       11.4       31.2       15.4        6.3        5.3        4.9        6.8       23.0
 
Number of Traders in Each Category                                    Total Traders:       142
        14          5          9          9         17          8         21         48         27          8         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   598,537
Positions
   264,910     42,111     42,613     41,154     85,120     14,748     58,945    188,219     75,864     41,735     29,925     19,872     38,696    100,065
 
Changes from:       October 28, 2014                                 Total Change is:    47,425
    20,561      7,187      4,740      1,445     -1,746      1,055      5,450      8,665      8,562        109      2,260      4,948        555     11,753
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        7.0        7.1        6.9       14.2        2.5        9.8       31.4       12.7        7.0        5.0        3.3        6.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       253
        20         14         14         16         30         23         33         63         40         25         52         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    16,166
Positions
     3,160      4,373          0      4,055      1,639        730      1,467      3,570          0      1,185          0          0      5,569      5,854
 
Changes from:       October 28, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       27.1        0.0       25.1       10.1        4.5        9.1       22.1        0.0        7.3        0.0        0.0       34.4       36.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          4          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   157,691
Positions
    76,714     12,470     10,508      1,415     11,744      2,576     26,673     39,378     14,636        846     24,827      3,578     20,744     37,974
 
Changes from:       October 28, 2014                                 Total Change is:     6,422
     5,868     -2,728        654          0     -1,882        583     -2,343        927        792        -77      2,855        931         16      4,290
 
Percent of Open Interest Represented by Each Category of Trader
      48.6        7.9        6.7        0.9        7.4        1.6       16.9       25.0        9.3        0.5       15.7        2.3       13.2       24.1
 
Number of Traders in Each Category                                    Total Traders:        93
         9          6          9          .          9          5         15         35         14          4         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    54,011
Positions
    31,177     25,297     12,598          0      1,962          0      6,030     10,430      1,228        811        971        973      1,194        552
 
Changes from:       October 28, 2014                                 Total Change is:     6,016
     1,078      1,442      3,566          0        -38          0        370        977          0        106        100          0        897        -31
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       46.8       23.3        0.0        3.6        0.0       11.2       19.3        2.3        1.5        1.8        1.8        2.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        33
         7         10          6          0          .          0          .          6          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   160,199
Positions
    48,786     44,200      1,723     54,161      1,440          0     25,214     77,655     22,836      3,409      6,353          1      4,069      5,991
 
Changes from:       October 28, 2014                                 Total Change is:    15,926
     1,072        676        250         18        188          0      3,825      4,011     10,791        -62       -202          1         31        210
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       27.6        1.1       33.8        0.9        0.0       15.7       48.5       14.3        2.1        4.0        0.0        2.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       124
         6         11          5          6          4          0         23         49          8         16          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    70,667
Positions
     8,947     54,276      6,036      1,624          0          0      1,260      3,258        429     45,438          0      6,025        908        643
 
Changes from:       October 28, 2014                                 Total Change is:    23,608
     1,457     26,561       -116       -111          0          0     -1,397     -1,128     -1,188     24,778       -400          0        185       -121
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       76.8        8.5        2.3        0.0        0.0        1.8        4.6        0.6       64.3        0.0        8.5        1.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        24
         .          7          .          .          0          0          .          6          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    23,722
Positions
    10,523      3,053          9      1,046        362          0      9,071     13,217        479      1,011      1,079          0      1,583      5,523
 
Changes from:       October 28, 2014                                 Total Change is:     1,696
       511       -651        -13        -26        244          0      1,533      1,847         50        216       -483          0       -575        702
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       12.9        0.0        4.4        1.5        0.0       38.2       55.7        2.0        4.3        4.5        0.0        6.7       23.3
 
Number of Traders in Each Category                                    Total Traders:        66
         5          5          .          .          .          0         19         18          4          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    69,727
Positions
    23,137     38,887        887      4,558      2,244        424     26,714     10,846      1,798      3,409      3,561        598      8,203     10,483
 
Changes from:       October 28, 2014                                 Total Change is:    10,664
      -840      9,359         39       -230       -238         90      9,270        776        277       -116       -971        138      2,036      1,194
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       55.8        1.3        6.5        3.2        0.6       38.3       15.6        2.6        4.9        5.1        0.9       11.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       106
        17         16          4          9          .          4         25         15         10         10         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   139,453
Positions
    46,274     77,775      1,773      9,116      4,487        847     53,427     21,692      3,595      6,819      7,122      1,196     16,406     20,966
 
Changes from:       October 28, 2014                                 Total Change is:    21,328
    -1,679     18,719         78       -459       -476        179     18,539      1,552        554       -232     -1,942        277      4,072      2,388
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       55.8        1.3        6.5        3.2        0.6       38.3       15.6        2.6        4.9        5.1        0.9       11.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       106
        17         16          4          9          .          4         25         15         10         10         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   970,169
Positions
    41,573    172,724     50,048    311,429    132,759     52,162     97,423    162,750    213,940     41,559     45,240     38,043    123,993    102,504
 
Changes from:       October 28, 2014                                 Total Change is:    14,465
        50     23,386        807     -5,731      3,952       -238      6,073    -30,501     23,146       -984        631      3,745    -12,403    -10,463
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       17.8        5.2       32.1       13.7        5.4       10.0       16.8       22.1        4.3        4.7        3.9       12.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       634
        33         39         37        124         60         84        102        136        125         75         64         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   239,311
Positions
    24,055     55,042      6,026     59,034     30,475      3,695     11,027     13,600     57,010     11,467      9,475     14,906     52,091     49,081
 
Changes from:       October 28, 2014                                 Total Change is:     5,030
    -1,276      4,342        683     -1,151      1,259        -35       -941     -1,101      6,703       -222        382      2,619     -1,350     -9,822
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       23.0        2.5       24.7       12.7        1.5        4.6        5.7       23.8        4.8        4.0        6.2       21.8       20.5
 
Number of Traders in Each Category                                    Total Traders:       106
         8         11          7         17          9          9         17         22         35         10         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 3,654,292
Positions
   212,323    713,141     95,377  1,304,222    553,670    200,084    510,815    824,584    705,815    152,013    180,378    114,129    359,513    267,114
 
Changes from:       October 28, 2014                                 Total Change is:    47,173
    -9,697     78,891     16,942    -23,278     13,085       -633     36,990   -145,079     80,293     -4,045      1,009      5,867    -55,266     -3,202
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.5        2.6       35.7       15.2        5.5       14.0       22.6       19.3        4.2        4.9        3.1        9.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       605
        35         36         31        119         57         77        103        126        117         70         59         57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    98,801
Positions
    15,195     31,397        256     39,810     46,966      2,698     17,890     12,908        566        822        401          0     21,565      3,609
 
Changes from:       October 28, 2014                                 Total Change is:    -6,572
    -5,720        517         78     -1,462     -2,930        284      4,100     -3,518        -74          0          0          0     -3,778       -929
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       31.8        0.3       40.3       47.5        2.7       18.1       13.1        0.6        0.8        0.4        0.0       21.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        88
         7         10          .         32         12         14         13         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    72,935
Positions
     4,297     43,021        970     32,684      5,894        629     19,475     10,041      3,858      2,020      3,159        832      8,171      4,532
 
Changes from:       October 28, 2014                                 Total Change is:     2,812
      -423      4,611         16        789       -453       -218      3,108       -137        103         93       -181         18       -674       -948
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       59.0        1.3       44.8        8.1        0.9       26.7       13.8        5.3        2.8        4.3        1.1       11.2        6.2
 
Number of Traders in Each Category                                    Total Traders:       228
        17         21          5         30         18         10         53         47         25         13         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   364,675
Positions
    21,484    215,103      4,849    163,418     29,472      3,145     97,377     50,207     19,289     10,099     15,794      4,158     40,856     22,658
 
Changes from:       October 28, 2014                                 Total Change is:    14,060
    -2,113     23,057         81      3,944     -2,263     -1,092     15,540       -687        516        463       -904         92     -3,370     -4,740
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       59.0        1.3       44.8        8.1        0.9       26.7       13.8        5.3        2.8        4.3        1.1       11.2        6.2
 
Number of Traders in Each Category                                    Total Traders:       228
        17         21          5         30         18         10         53         47         25         13         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   385,781
Positions
   114,775     66,848     21,961    120,941    144,879     22,765     75,183     98,416      5,751      7,296      8,132        636     16,474     16,394
 
Changes from:       October 28, 2014                                 Total Change is:   -16,040
   -17,147     15,192        411      7,456    -15,321    -10,776      4,421       -219     -1,335        684     -2,731         42        204     -1,304
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       17.3        5.7       31.3       37.6        5.9       19.5       25.5        1.5        1.9        2.1        0.2        4.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       263
        21         14          5         53         48         26         34         63         18         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    64,650
Positions
     5,185     19,782          0     31,752          0         97     10,125     17,265      1,388      3,634      1,707          0     12,469     24,411
 
Changes from:       October 28, 2014                                 Total Change is:    11,250
     1,355        909          0      1,865          0         41      6,043      4,179      1,338     -1,463        710        -41      2,112      4,114
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       30.6        0.0       49.1        0.0        0.2       15.7       26.7        2.1        5.6        2.6        0.0       19.3       37.8
 
Number of Traders in Each Category                                    Total Traders:        71
         6          7          0         19          0          .         15         14          5          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   118,205
Positions
    35,136     24,623      4,927      8,039      1,582      1,106     45,571     14,982      2,293      9,639      1,129        471     11,023     67,092
 
Changes from:       October 28, 2014                                 Total Change is:    29,497
     7,028      8,024      2,060     -1,040      1,058        140     18,629      7,191        609        771       -484        431        869     10,468
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       20.8        4.2        6.8        1.3        0.9       38.6       12.7        1.9        8.2        1.0        0.4        9.3       56.8
 
Number of Traders in Each Category                                    Total Traders:        93
        15         13          5          8          .          .         37          6          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   116,206
Positions
     9,655     66,489        492     67,563     28,106      5,565     24,079      8,892      2,778        881        988          0      5,193      2,896
 
Changes from:       October 28, 2014                                 Total Change is:    -1,649
      -262       -885         -7     -1,162     -1,041        298       -424        948       -351         14        -17          0        245       -594
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       57.2        0.4       58.1       24.2        4.8       20.7        7.7        2.4        0.8        0.9        0.0        4.5        2.5
 
Number of Traders in Each Category                                    Total Traders:       103
         8         12          .         39         20         14         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   341,083
Positions
    54,146    174,565      2,182    109,782     58,935     49,853     90,780     42,401      2,163     16,963      9,054        622     14,592      1,308
 
Changes from:       October 28, 2014                                 Total Change is:     1,477
    -3,423      6,943       -197      1,719     -2,781         34      1,851     -1,473        213      1,463        219       -446        263     -1,035
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       51.2        0.6       32.2       17.3       14.6       26.6       12.4        0.6        5.0        2.7        0.2        4.3        0.4
 
Number of Traders in Each Category                                    Total Traders:       210
        23         17          7         57         26         30         40         15          9         23          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   928,707
Positions
     9,681    105,447     21,806    395,889    152,717    127,552     90,511    190,278     74,870     21,108     62,186      6,145    181,145    187,705
 
Changes from:       October 28, 2014                                 Total Change is:   -18,712
      -663      5,106        708    -25,647      2,191     -1,000      1,651    -24,201      3,254      4,056     -8,891       -727       -344      4,847
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       11.4        2.3       42.6       16.4       13.7        9.7       20.5        8.1        2.3        6.7        0.7       19.5       20.2
 
Number of Traders in Each Category                                    Total Traders:       175
         6         17         13         34         35         40         31         31         42         11         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   518,597
Positions
    25,579     77,826        346    253,993     32,439     86,210     21,738    209,412      7,807      7,117      7,002         60    115,747     97,495
 
Changes from:       October 28, 2014                                 Total Change is:     6,973
    -2,065      2,368       -176     -2,125     -9,956      7,067      3,229      7,845        264      1,507          0          0       -728       -439
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       15.0        0.1       49.0        6.3       16.6        4.2       40.4        1.5        1.4        1.4        0.0       22.3       18.8
 
Number of Traders in Each Category                                    Total Traders:        83
         .          7          .         40         11         25          6         12         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 1,369,547
Positions
    92,113    182,059      7,187    240,231    498,064     91,322    621,213    184,546     71,834    122,557    174,506     19,182    103,908    140,847
 
Changes from:       October 28, 2014                                 Total Change is:   -62,777
   -15,569    -31,156      3,061    -12,085    -17,696      2,010    -25,479    -30,945      3,319    -15,756        519      3,565     -5,844      4,546
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       13.3        0.5       17.5       36.4        6.7       45.4       13.5        5.2        8.9       12.7        1.4        7.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       266
        13         29          7         40         47         36         52         30         35         17         38         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 3,385,496
Positions
   122,924    158,469    219,778  1,018,315    785,989    453,140    486,744    692,468    347,365    308,174    172,501    113,509    315,547    442,278
 
Changes from:       October 28, 2014                                 Total Change is:   118,184
    21,009     14,164     43,009     13,927    -45,332     33,059        573    106,518      1,761     15,770    -10,075      8,854    -19,778    -33,773
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        4.7        6.5       30.1       23.2       13.4       14.4       20.5       10.3        9.1        5.1        3.4        9.3       13.1
 
Number of Traders in Each Category                                    Total Traders:       382
        25         32         43         40         82         73         53         68         82         31         51         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 2,264,553
Positions
   105,080    133,734     85,118    450,151    573,202    338,972    563,006    205,391    267,922    149,128    226,298     51,341    253,836    382,574
 
Changes from:       October 28, 2014                                 Total Change is:    66,255
    16,764      3,951     -4,472    -29,776     62,113     -7,657     84,154       -807     22,672     18,129       -404     -1,898    -31,659     -7,242
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.9        3.8       19.9       25.3       15.0       24.9        9.1       11.8        6.6       10.0        2.3       11.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       287
        19         28         28         38         46         48         56         46         50         18         36         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   663,313
Positions
   264,446    137,894    186,542          0      9,071     15,147     19,597    113,553     91,007     15,693     15,669     36,454     34,426     57,974
 
Changes from:       October 28, 2014                                 Total Change is:     2,439
    -4,661     -9,850        649          0        212        865     12,869      9,983     -3,808     -2,164      3,469      2,058     -3,369     -1,138
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       20.8       28.1        0.0        1.4        2.3        3.0       17.1       13.7        2.4        2.4        5.5        5.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        99
        16         24         28          0          .          .         14         25         23          .         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 is19,610,455
Positions
 2,310,411  2,001,655  4,232,383  1,113,948    843,695    529,886  1,480,407  1,426,258  7,458,289    409,299    604,528  1,208,213    867,618  1,305,547
 
Changes from:       October 28, 2014                                 Total Change is:   619,369
    41,367     94,467     45,346    198,952     35,437     36,460     78,583    138,157    203,498     44,873     -4,995     32,658    -62,368     38,341
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       10.2       21.6        5.7        4.3        2.7        7.5        7.3       38.0        2.1        3.1        6.2        4.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       326
        25         65         88         13         29         31         44         89        113          8         47         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    49,353
Positions
    31,612      5,132          0      7,396     11,732      4,931      4,586     18,670         55        620      8,640          0        153        193
 
Changes from:       October 28, 2014                                 Total Change is:    -2,753
    -3,222       -390          0          0       -608          6        473     -1,220          0          0       -512          0        -10        -29
 
Percent of Open Interest Represented by Each Category of Trader
      64.1       10.4        0.0       15.0       23.8       10.0        9.3       37.8        0.1        1.3       17.5        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        49
         7          8          0          .         10          .          6          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    53,996
Positions
    41,715     16,168          0          0     14,403        948      7,700      9,192      2,831        490     10,145          0        312        309
 
Changes from:       October 28, 2014                                 Total Change is:     1,336
       794         92          0          0      1,063          0        502        191          0        -35          0          0         75        -10
 
Percent of Open Interest Represented by Each Category of Trader
      77.3       29.9        0.0        0.0       26.7        1.8       14.3       17.0        5.2        0.9       18.8        0.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        48
         .          7          0          0         15          .          7          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    93,257
Positions
    16,772     56,606        882     10,297          0        118     26,488     31,924      2,109     23,492        176        122     12,978      1,319
 
Changes from:       October 28, 2014                                 Total Change is:    13,114
       751        508         -3      1,668          0        -84        319     13,711       -272      8,577        -90       -475      2,633       -181
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       60.7        0.9       11.0        0.0        0.1       28.4       34.2        2.3       25.2        0.2        0.1       13.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       183
         8          .          .         17          0          .         47         17         15         88          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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   354,875
Positions
    48,829     86,743     39,879     27,150     20,374     47,398     80,730     44,036     55,072      9,502      5,803     24,982     21,333     30,588
 
Changes from:       October 28, 2014                                 Total Change is:      -720
    -4,445    -16,602        909     17,732     -1,149     -1,335    -13,907      8,168      2,003     -2,812       -827        493        642      7,620
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       24.4       11.2        7.7        5.7       13.4       22.7       12.4       15.5        2.7        1.6        7.0        6.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       183
        16         17         23         10         17         11         37         47         59          5         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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    11,384
Positions
        72      3,138          0      3,130        694        756      6,898      5,674        350         25        750          0        153         22
 
Changes from:       October 28, 2014                                 Total Change is:    -1,119
        72          0          0         -5         66        -38     -1,055       -157          0          0     -1,000          0        -93         10
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       27.6        0.0       27.5        6.1        6.6       60.6       49.8        3.1        0.2        6.6        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          .          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 7, 2014