Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   129,157
Positions
    18,608      2,953     10,749     20,680      3,905          0     21,153     50,982     16,030     13,132      3,226      2,585     26,220     38,727
 
Changes from:       October 7, 2014                                  Total Change is:     6,703
     6,404     -1,959      1,000        934        -79         -2     -3,986      5,094      1,586       -906       -254        744        929        573
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        2.3        8.3       16.0        3.0        0.0       16.4       39.5       12.4       10.2        2.5        2.0       20.3       30.0
 
Number of Traders in Each Category                                    Total Traders:        84
         8          .         10          6          5          0         19         24         15         10          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    67,153
Positions
    40,591      4,041      2,344      1,199      3,430        443     12,221     28,162      4,055        503          0          0      5,797     24,678
 
Changes from:       October 7, 2014                                  Total Change is:       332
     5,188        116       -105          0         99          0     -4,161        786         66          0          0          0       -655       -630
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        6.0        3.5        1.8        5.1        0.7       18.2       41.9        6.0        0.7        0.0        0.0        8.6       36.7
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          .          .          5          .         14         16          9          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   174,934
Positions
    41,710     22,278      5,822      8,692     41,721      4,151     58,271     23,014     23,162      5,408     15,721      5,985     21,733     33,081
 
Changes from:       October 7, 2014                                  Total Change is:    11,969
    19,673      3,411        457     -3,344      5,541       -538     -7,905       -597      1,541      1,004       -702        713        367      2,143
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       12.7        3.3        5.0       23.8        2.4       33.3       13.2       13.2        3.1        9.0        3.4       12.4       18.9
 
Number of Traders in Each Category                                    Total Traders:       116
         6         10          9          4         19          8         29         25         24         10         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   251,610
Positions
   126,297     10,128      7,893     33,647     33,296        749     23,366    105,187     22,677     10,664      5,659      7,799     18,517     58,221
 
Changes from:       October 7, 2014                                  Total Change is:   -11,966
    -4,790      3,539        186      1,136      1,597       -149     -5,020    -11,987        518      1,053     -2,509       -129     -4,770     -3,030
 
Percent of Open Interest Represented by Each Category of Trader
      50.2        4.0        3.1       13.4       13.2        0.3        9.3       41.8        9.0        4.2        2.2        3.1        7.4       23.1
 
Number of Traders in Each Category                                    Total Traders:       128
        12          9          9          9         17          8         11         49         23          6         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   544,475
Positions
   237,071     34,163     40,422     40,777     89,094     12,428     52,371    172,431     64,024     43,414     26,865     14,379     39,590     90,669
 
Changes from:       October 7, 2014                                  Total Change is:    10,460
    14,047      4,143      4,834     -1,631      1,142          9     -3,809     11,649     -1,541      1,683     -1,821     -1,225     -1,908     -6,730
 
Percent of Open Interest Represented by Each Category of Trader
      43.5        6.3        7.4        7.5       16.4        2.3        9.6       31.7       11.8        8.0        4.9        2.6        7.3       16.7
 
Number of Traders in Each Category                                    Total Traders:       246
        20         13         15         13         36         22         28         67         33         29         40         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   148,501
Positions
    70,777     14,281      9,753      1,415     13,730      2,617     25,070     36,210     13,631      1,195     17,764      2,938     21,106     37,578
 
Changes from:       October 7, 2014                                  Total Change is:   -11,592
     4,203       -206        517          0      1,189        300    -13,920     -7,007        662     -4,402     -5,374        263        784     -1,936
 
Percent of Open Interest Represented by Each Category of Trader
      47.7        9.6        6.6        1.0        9.2        1.8       16.9       24.4        9.2        0.8       12.0        2.0       14.2       25.3
 
Number of Traders in Each Category                                    Total Traders:        85
        10          4          8          .          9          4         16         31         15          .         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    40,013
Positions
    26,353     21,697      3,004          0      2,381          0      7,139      9,167      1,228        813        871        973        502        692
 
Changes from:       October 7, 2014                                  Total Change is:     2,759
     3,596        811       -185          0        -97          0       -910      2,034          0        196          0          0         62        196
 
Percent of Open Interest Represented by Each Category of Trader
      65.9       54.2        7.5        0.0        6.0        0.0       17.8       22.9        3.1        2.0        2.2        2.4        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        33
         7         10          6          0          .          0          .          6          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   139,268
Positions
    42,483     56,545        109     53,561        612          0     35,126     71,198      1,730      2,476      3,830          0      3,783      5,244
 
Changes from:       October 7, 2014                                  Total Change is:    -8,082
    -1,509     -1,552         25      1,160          0          0     -6,965     -6,405        -65       -341        -85          0       -386          1
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       40.6        0.1       38.5        0.4        0.0       25.2       51.1        1.2        1.8        2.8        0.0        2.7        3.8
 
Number of Traders in Each Category                                    Total Traders:       109
         4         12          4          5          .          0         23         43          7         12          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    44,378
Positions
     5,822     27,306      6,063      1,983          0          0        631      2,255      1,905     21,264          0      6,025        685        824
 
Changes from:       October 7, 2014                                  Total Change is:    -1,103
     1,035      2,189        -89       -254          0          0       -939     -3,014       -190       -520          0          0       -146          1
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       61.5       13.7        4.5        0.0        0.0        1.4        5.1        4.3       47.9        0.0       13.6        1.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          7          .          .          0          0          .          6          4          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    21,319
Positions
     8,640      3,986          4      1,260        118          0      8,851     10,333        401        365      1,578          0      1,798      4,899
 
Changes from:       October 7, 2014                                  Total Change is:     2,103
     3,409        109         -1       -202          2          0       -671      1,106        -22       -157        324          0       -253        585
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       18.7        0.0        5.9        0.6        0.0       41.5       48.5        1.9        1.7        7.4        0.0        8.4       23.0
 
Number of Traders in Each Category                                    Total Traders:        60
         5          7          .          4          .          0         13         19          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    62,294
Positions
    22,371     35,198        864      4,498      3,100        195     18,079      6,641      3,899      3,365      4,045        828      8,197      7,526
 
Changes from:       October 7, 2014                                  Total Change is:    -6,132
      -359     -6,403        251        -21        277        -18     -6,415       -232        250         94        748        203       -118     -1,208
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       56.5        1.4        7.2        5.0        0.3       29.0       10.7        6.3        5.4        6.5        1.3       13.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       102
        16         14          4          9          .          4         27         13         11          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   124,589
Positions
    44,742     70,395      1,728      8,995      6,199        390     36,157     13,281      7,798      6,729      8,090      1,655     16,394     15,052
 
Changes from:       October 7, 2014                                  Total Change is:   -12,264
      -719    -12,805        502        -41        553        -35    -12,829       -465        500        189      1,496        406       -237     -2,417
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       56.5        1.4        7.2        5.0        0.3       29.0       10.7        6.3        5.4        6.5        1.3       13.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       102
        16         14          4          9          .          4         27         13         11          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   964,837
Positions
    38,375    178,527     29,234    308,964    133,411     55,263    104,613    176,854    223,023     45,043     44,400     43,018    117,303     81,107
 
Changes from:       October 7, 2014                                  Total Change is:    87,063
      -537     10,389      5,346     -3,295      8,480     -1,300      8,077     -5,985     52,873      1,474      1,094      9,130     15,296      7,036
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       18.5        3.0       32.0       13.8        5.7       10.8       18.3       23.1        4.7        4.6        4.5       12.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       645
        33         41         37        122         64         79        104        128        126         87         66         82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   221,827
Positions
    10,529     57,467      4,794     54,341     31,003      4,068      7,189      9,936     62,517     12,091      7,213     15,854     50,443     28,975
 
Changes from:       October 7, 2014                                  Total Change is:    31,667
       796        431      1,783     -2,021      1,111        343      1,669     -6,157     22,399        784       -472      3,716      2,200      8,513
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       25.9        2.2       24.5       14.0        1.8        3.2        4.5       28.2        5.5        3.3        7.1       22.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       106
         6         12          6         16          9         10         17         21         33         17          8         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 3,715,049
Positions
   192,760    658,832     68,667  1,290,316    529,242    238,773    518,975    866,439    770,677    167,160    188,339    133,418    334,303    260,662
 
Changes from:       October 7, 2014                                  Total Change is:   276,978
   -11,398     45,057     22,547     -4,684     38,531     -9,900      7,711    -23,466    176,698      5,522      9,898     25,000     65,483     -7,386
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       17.7        1.8       34.7       14.2        6.4       14.0       23.3       20.7        4.5        5.1        3.6        9.0        7.0
 
Number of Traders in Each Category                                    Total Traders:       617
        36         38         32        117         62         74         99        124        118         77         64         74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   107,777
Positions
    23,151     35,317        133     38,137     52,408      2,635     20,514     12,227      1,047        490        686          0     21,671      3,324
 
Changes from:       October 7, 2014                                  Total Change is:     8,707
     6,190      2,615          1     -3,383      5,925        533        243       -156        129       -257        285          0      5,250       -626
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       32.8        0.1       35.4       48.6        2.4       19.0       11.3        1.0        0.5        0.6        0.0       20.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        90
         9         10          .         31         13         12         15          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    86,482
Positions
     4,774     48,132      4,532     35,803      6,484      1,129     22,763     10,623      5,407      2,966      3,784      1,425      7,684      4,966
 
Changes from:       October 7, 2014                                  Total Change is:     7,536
     1,309       -926      3,478        220       -507        276     -2,714      2,777      2,162      1,047       -432        582      1,175        126
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       55.7        5.2       41.4        7.5        1.3       26.3       12.3        6.3        3.4        4.4        1.6        8.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       243
        20         20          9         33         18         13         58         36         24         22         36         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   396,834
Positions
    19,893    228,002      7,028    174,588     32,419      5,646    115,600     53,657     24,248     10,858     18,922      7,126     31,847     19,788
 
Changes from:       October 7, 2014                                  Total Change is:     2,102
     2,567    -17,289      1,758     -3,325     -2,537      1,381    -11,783     14,426      8,027      1,265     -2,162      2,910       -699     -4,413
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       57.5        1.8       44.0        8.2        1.4       29.1       13.5        6.1        2.7        4.8        1.8        8.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       240
        18         21          6         33         18         13         59         35         24         20         36         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   420,188
Positions
   141,167     29,636     26,487    113,143    184,704     27,931     77,072    107,435     10,426      6,392     13,604        865     16,706     19,100
 
Changes from:       October 7, 2014                                  Total Change is:    -2,526
      -704     11,998        -17     -1,771     10,383      2,303      2,239    -24,482     -1,407       -546        327         63     -2,685     -1,693
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        7.1        6.3       26.9       44.0        6.6       18.3       25.6        2.5        1.5        3.2        0.2        4.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       264
        21         11          .         49         47         27         33         65         20         11         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    53,919
Positions
     1,837     23,898          0     29,280          0        162      6,169     11,234          0      6,012        495          0     10,459     18,130
 
Changes from:       October 7, 2014                                  Total Change is:    -1,718
       109         70       -186       -815          0         74     -1,244       -832          0      1,121       -398          0       -777       -446
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       44.3        0.0       54.3        0.0        0.3       11.4       20.8        0.0       11.2        0.9        0.0       19.4       33.6
 
Number of Traders in Each Category                                    Total Traders:        59
         .          6          0         20          0          .         11          9          0          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    93,285
Positions
    36,927     18,485      2,118      8,934      1,629      1,343     25,438      9,634      1,961      6,848      2,133          0      9,716     55,982
 
Changes from:       October 7, 2014                                  Total Change is:    -4,757
    -6,445      2,364        317       -254         53        258        -34        -84        -28      1,300      1,057        -40        169     -8,654
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       19.8        2.3        9.6        1.7        1.4       27.3       10.3        2.1        7.3        2.3        0.0       10.4       60.0
 
Number of Traders in Each Category                                    Total Traders:        87
        16         11          .          8          .          .         25         12          8          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   121,161
Positions
     7,693     69,836      1,035     67,833     33,014      5,255     29,760      4,034      3,665        733      1,681          0      5,187      2,641
 
Changes from:       October 7, 2014                                  Total Change is:     3,017
       751     -4,375        282      1,013      6,527       -238      1,415        173         44        244        951          0       -494       -347
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.6        0.9       56.0       27.2        4.3       24.6        3.3        3.0        0.6        1.4        0.0        4.3        2.2
 
Number of Traders in Each Category                                    Total Traders:       103
         8         11          .         40         17         14         18          .          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   334,182
Positions
    45,142    171,429      4,225    100,868     49,076     53,635     97,359     38,322      2,060     15,124     12,351        785     14,984      2,299
 
Changes from:       October 7, 2014                                  Total Change is:    -4,975
    13,385     -8,357         66    -14,880     19,593     -2,461      3,142    -13,232        -15     -2,865      2,464        247     -1,594     -3,280
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       51.3        1.3       30.2       14.7       16.0       29.1       11.5        0.6        4.5        3.7        0.2        4.5        0.7
 
Number of Traders in Each Category                                    Total Traders:       208
        21         20          6         54         25         32         43         13          9         21         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 1,069,926
Positions
    20,257     96,645     31,955    408,248    175,157    142,146    138,912    189,984     98,386     16,320    104,593     17,734    195,967    213,325
 
Changes from:       October 7, 2014                                  Total Change is:    52,730
     1,278      3,537      8,166     12,505    -19,413      5,136    -14,117     -2,257     28,048     -3,268     12,821      4,600     10,382     12,092
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.0        3.0       38.2       16.4       13.3       13.0       17.8        9.2        1.5        9.8        1.7       18.3       19.9
 
Number of Traders in Each Category                                    Total Traders:       190
         8         18         15         32         35         38         35         32         44         12         18         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   526,796
Positions
    25,322     62,471        356    251,194     41,175     91,953     25,554    210,632      7,747      5,560     12,859         60    119,049     99,543
 
Changes from:       October 7, 2014                                  Total Change is:      -260
    -4,367     -2,727         94      2,160      2,522      3,404     -1,030       -111     -1,341        150     -2,306          0        670        206
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       11.9        0.1       47.7        7.8       17.5        4.9       40.0        1.5        1.1        2.4        0.0       22.6       18.9
 
Number of Traders in Each Category                                    Total Traders:        83
         .          6          .         38         12         24          7         13          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 1,515,336
Positions
    91,457    230,897     20,862    272,366    485,313     98,922    714,567    274,185     62,918    121,736    165,524     20,944    111,566    155,773
 
Changes from:       October 7, 2014                                  Total Change is:   -72,475
    -9,988      8,539     -2,507     -6,140     -1,379      9,682    -44,733    -71,412      6,745    -14,055      7,200     -6,312     -5,166    -23,030
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       15.2        1.4       18.0       32.0        6.5       47.2       18.1        4.2        8.0       10.9        1.4        7.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       270
        12         32          7         37         49         35         46         38         33         20         36         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 3,555,830
Positions
    91,774    214,487    248,199  1,183,159    774,300    393,148    438,468    606,065    447,342    294,213    193,290    140,128    319,398    538,870
 
Changes from:       October 7, 2014                                  Total Change is:   277,834
    23,800     22,541     60,811    112,560    -63,190     14,778    -30,879    159,041    102,071     -3,445    -25,967      3,151     -5,014      4,597
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.0        7.0       33.3       21.8       11.1       12.3       17.0       12.6        8.3        5.4        3.9        9.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       399
        18         45         51         40         79         67         55         71         86         34         57         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 2,444,298
Positions
   134,230    174,586     98,550    474,321    594,414    394,824    639,135    231,752    255,610    127,609    243,953     56,160    263,857    394,449
 
Changes from:       October 7, 2014                                  Total Change is:   108,398
   -34,760     -2,356     17,693      4,353     -8,340     22,835     27,322    -13,419     75,334    -18,632     22,882      3,035     11,219     -9,264
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        7.1        4.0       19.4       24.3       16.2       26.1        9.5       10.5        5.2       10.0        2.3       10.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       298
        15         35         28         37         52         48         48         52         51         17         42         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   620,563
Positions
   243,681    139,789    170,998          0      6,289     10,160     15,720     93,327     88,346     11,953      9,311     42,316     37,389     60,026
 
Changes from:       October 7, 2014                                  Total Change is:    29,436
    11,120     15,243      4,137          0      1,677        633      1,281      4,105      4,277      2,276     -4,762      2,636      3,076      1,490
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       22.5       27.6        0.0        1.0        1.6        2.5       15.0       14.2        1.9        1.5        6.8        6.0        9.7
 
Number of Traders in Each Category                                    Total Traders:        96
        12         28         29          0          .          .         12         28         25          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,904,439
Positions
 2,580,871  1,364,038  4,120,939    602,390    933,650    598,388  1,482,567  1,696,639  6,978,466    409,846    600,755  1,287,157    843,815  1,324,408
 
Changes from:       October 7, 2014                                  Total Change is:  -964,471
  -268,228     20,961    103,575     73,814    -21,243    -52,379    -99,698   -250,567   -354,177    -97,759   -168,352   -249,983    -19,636      7,693
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        7.2       21.8        3.2        4.9        3.2        7.8        9.0       36.9        2.2        3.2        6.8        4.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       340
        27         63         87         10         33         33         43         99        114         13         47         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    51,450
Positions
    35,294      4,804          0      7,410     13,764      4,915      2,805     19,388        155        744      8,132          0        127        292
 
Changes from:       October 7, 2014                                  Total Change is:     1,398
       746        103          0          5        237          0        377        730        -43        319        291          0         -6         80
 
Percent of Open Interest Represented by Each Category of Trader
      68.6        9.3        0.0       14.4       26.8        9.6        5.5       37.7        0.3        1.4       15.8        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        48
         6          8          0          .         10          .          .          9          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    50,206
Positions
    38,662     13,739          0          0     12,029      1,321      5,729      9,497      3,348        947      9,927          0        199        345
 
Changes from:       October 7, 2014                                  Total Change is:     3,583
       861      4,234          0          0       -182         -2      2,021        -98         15        707       -419          0        -19         35
 
Percent of Open Interest Represented by Each Category of Trader
      77.0       27.4        0.0        0.0       24.0        2.6       11.4       18.9        6.7        1.9       19.8        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        49
         .          8          0          0         14          .          5          8          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    92,857
Positions
    15,012     56,680        881     11,335        100         83     33,636     30,574      2,753     17,863        109         43     11,252      1,635
 
Changes from:       October 7, 2014                                  Total Change is:    -2,168
       793        416         64         39        100         15       -566     -2,606        110     -2,186        -85          2       -439       -184
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       61.0        0.9       12.2        0.1        0.1       36.2       32.9        3.0       19.2        0.1        0.0       12.1        1.8
 
Number of Traders in Each Category                                    Total Traders:       161
         7          .          .         15          .          .         51         17          9         66          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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   407,816
Positions
    82,256     93,997     40,262     33,668     19,602     42,073     76,149     78,937     54,489     16,288     12,496     33,989     28,642     31,971
 
Changes from:       October 7, 2014                                  Total Change is:    42,575
     9,566     45,353     -2,529     -4,579     -6,933     11,512     22,613       -155     -4,643      7,027        482     -1,491      5,099        979
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       23.0        9.9        8.3        4.8       10.3       18.7       19.4       13.4        4.0        3.1        8.3        7.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       187
        14         18         24         11         14         11         46         39         56         15         14         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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    11,245
Positions
        76      3,138          0      3,391        628        705      6,493      5,574        307         25        881          0        248         12
 
Changes from:       October 7, 2014                                  Total Change is:       674
      -147          0          0      1,278          0        120       -587       -327          0          0        881          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       27.9        0.0       30.2        5.6        6.3       57.7       49.6        2.7        0.2        7.8        0.0        2.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          .          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated October 18, 2014