Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   118,707
Positions
    23,494     12,391        496     14,142      7,807        176     30,567     62,088      4,907     17,216      2,503        110     27,599     28,229
 
Changes from:       April 15, 2014                                   Total Change is:      -818
      -235        885         45     -1,414         74         -1        501       -706         55       -375         10          0        606     -1,180
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       10.4        0.4       11.9        6.6        0.1       25.7       52.3        4.1       14.5        2.1        0.1       23.2       23.8
 
Number of Traders in Each Category                                    Total Traders:        76
         8          7          5          4          5          .         15         19          8         13          5          4
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Traders in Financial Futures - Futures Only Positions as of April 22, 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    46,888
Positions
     6,582     16,006        115        900      2,013          0     21,119     14,967        343        613      1,094          0     17,216     12,350
 
Changes from:       April 15, 2014                                   Total Change is:    -2,088
       -52       -365         -1          0       -226          0     -2,173     -2,422        -33          0        270          0        171        689
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       34.1        0.2        1.9        4.3        0.0       45.0       31.9        0.7        1.3        2.3        0.0       36.7       26.3
 
Number of Traders in Each Category                                    Total Traders:        42
         5          6          .          .          .          0         13         12          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   237,055
Positions
     7,228    118,023        555     22,182     29,683      1,371    162,393     34,704      2,353      1,356     30,026          0     39,617     20,340
 
Changes from:       April 15, 2014                                   Total Change is:    10,367
      -327      3,247        172        366     -1,174        362      8,938      4,876       -291        -88      1,189        -20      1,255      2,006
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       49.8        0.2        9.4       12.5        0.6       68.5       14.6        1.0        0.6       12.7        0.0       16.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       115
         6         11          8          8         14          6         45         19          9          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   165,674
Positions
    93,996     17,017        648     18,357     18,264      4,002     25,236     75,018      3,085      2,550      5,708      1,232     16,568     40,700
 
Changes from:       April 15, 2014                                   Total Change is:       831
     2,434       -165        139     -1,057     -2,592       -221      2,507      3,313       -702       -185      1,038          0     -2,084         21
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       10.3        0.4       11.1       11.0        2.4       15.2       45.3        1.9        1.5        3.4        0.7       10.0       24.6
 
Number of Traders in Each Category                                    Total Traders:       117
         8         10          5          6         17          6         21         42         12          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   266,259
Positions
    50,580     26,292      2,323     41,339     87,009      6,084     88,509     44,544      3,852     29,311     32,531        787     43,474     62,837
 
Changes from:       April 15, 2014                                   Total Change is:    -4,463
    -1,168     -2,014        -79       -519     -2,478        827     -4,425     -3,570       -246        728      1,612         15        404      1,470
 
Percent of Open Interest Represented by Each Category of Trader
      19.0        9.9        0.9       15.5       32.7        2.3       33.2       16.7        1.4       11.0       12.2        0.3       16.3       23.6
 
Number of Traders in Each Category                                    Total Traders:       192
        15         15          7         12         32         15         32         41         11         16         29          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   107,696
Positions
    18,499     47,811        384      5,498      3,688         75     50,476     23,298      1,329      3,405      6,691        323     27,707     24,097
 
Changes from:       April 15, 2014                                   Total Change is:     8,763
    -2,039     11,577        120        -30        -51          0      8,833        -99         -4       -203        -86          0      2,086     -2,694
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       44.4        0.4        5.1        3.4        0.1       46.9       21.6        1.2        3.2        6.2        0.3       25.7       22.4
 
Number of Traders in Each Category                                    Total Traders:        80
         6         12          .          .          6          .         24         19          8          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    34,298
Positions
    16,531     21,006      6,129      1,872          0          0      3,759      2,210      2,221      1,095          0      2,184        507        548
 
Changes from:       April 15, 2014                                   Total Change is:       549
       376         39          0         -5          0          0        172        587          8          0          0          0         -2        -85
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       61.2       17.9        5.5        0.0        0.0       11.0        6.4        6.5        3.2        0.0        6.4        1.5        1.6
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8          7          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,932
Positions
    44,971     39,636        104        228      2,291        134     69,351     78,630      2,190      4,031      3,858          0      7,923      2,089
 
Changes from:       April 15, 2014                                   Total Change is:    -2,480
      -132       -133          0          0         26        -19     -2,315     -2,053         10       -964        -22          0        940       -289
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       30.7        0.1        0.2        1.8        0.1       53.8       61.0        1.7        3.1        3.0        0.0        6.1        1.6
 
Number of Traders in Each Category                                    Total Traders:       104
         7         10          .          .          4          .         45         19          8         10          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    20,955
Positions
     3,457     11,419      3,061        832        225         53     11,346      1,453      1,067          0      3,055          0      1,139        622
 
Changes from:       April 15, 2014                                   Total Change is:    -2,477
       112     -2,731          0          1          0         -1     -2,643         60        140          0          0          0        -86         55
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       54.5       14.6        4.0        1.1        0.3       54.1        6.9        5.1        0.0       14.6        0.0        5.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          .          .          4          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    32,579
Positions
     1,103     22,814         15      1,620        189          0     21,831      6,009        222      3,019        872          0      4,769      2,458
 
Changes from:       April 15, 2014                                   Total Change is:      -521
         4      1,088         10         16          0          0       -559     -1,288         12        -31        -61          0         27       -282
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       70.0        0.0        5.0        0.6        0.0       67.0       18.4        0.7        9.3        2.7        0.0       14.6        7.5
 
Number of Traders in Each Category                                    Total Traders:        60
         .         10          .          5          .          0         20         11          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,993
Positions
    20,453     37,237        273      7,233      4,317        329     19,011      8,428         32      4,335      1,779          2      8,327      7,599
 
Changes from:       April 15, 2014                                   Total Change is:     6,394
      -447      5,554        165        370       -104        -38      5,839        313        -15       -695         84         -3      1,217        438
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       62.1        0.5       12.1        7.2        0.5       31.7       14.0        0.1        7.2        3.0        0.0       13.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       110
        21         15          .         10          .          .         24         21          4          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   119,986
Positions
    40,906     74,473        545     14,465      8,633        658     38,022     16,856         63      8,669      3,557          4     16,654     15,197
 
Changes from:       April 15, 2014                                   Total Change is:    12,787
      -894     11,107        330        740       -207        -76     11,678        626        -30     -1,389        167         -5      2,433        875
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       62.1        0.5       12.1        7.2        0.5       31.7       14.0        0.1        7.2        3.0        0.0       13.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       110
        21         15          .         10          .          .         24         21          4          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   686,751
Positions
    42,278    207,957     15,250    299,665     96,748     44,432     99,876    170,962     24,841     52,276     43,550      4,523    103,609     78,487
 
Changes from:       April 15, 2014                                   Total Change is:    -1,289
    -1,379        941      1,673     -2,685     -5,677        351     11,233       -177     -5,442     -2,577      2,523        256     -2,718      4,264
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       30.3        2.2       43.6       14.1        6.5       14.5       24.9        3.6        7.6        6.3        0.7       15.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       548
        39         37         23        119         53         59         86        114         76         51         49         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   128,093
Positions
    11,003     53,252      1,060     46,009     21,247      1,581      8,554     10,991        517     13,503      5,727          0     45,866     33,718
 
Changes from:       April 15, 2014                                   Total Change is:     1,740
       604      1,844        804      1,416       -525       -149      1,982     -2,975       -253       -127       -145         -5     -2,532      3,144
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       41.6        0.8       35.9       16.6        1.2        6.7        8.6        0.4       10.5        4.5        0.0       35.8       26.3
 
Number of Traders in Each Category                                    Total Traders:        81
         6          9          4         15          7          7         19         14          9          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,793,289
Positions
   218,761    835,912      8,565  1,275,479    384,703    207,057    501,410    844,658     76,820    202,716    197,965     13,764    288,717    223,845
 
Changes from:       April 15, 2014                                   Total Change is:   -15,145
    -3,626      1,774     -1,944    -20,964    -26,217      2,957     33,907      1,643    -13,600    -11,839     13,751        893       -929      5,598
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       29.9        0.3       45.7       13.8        7.4       18.0       30.2        2.8        7.3        7.1        0.5       10.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       532
        39         35         17        114         50         54         84        114         65         47         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    87,703
Positions
     8,474     35,492          0     46,499     36,751      3,062     17,913      5,251      1,376        705      2,585          0      9,674      3,186
 
Changes from:       April 15, 2014                                   Total Change is:    -2,599
    -1,634        640         -5        -73     -3,034        461       -517        624       -848          0         -7          0         17       -430
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       40.5        0.0       53.0       41.9        3.5       20.4        6.0        1.6        0.8        2.9        0.0       11.0        3.6
 
Number of Traders in Each Category                                    Total Traders:        85
         8         10          0         34         11         13         12          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    65,784
Positions
     6,286     36,142        234     29,598      6,856        635     15,954     14,476        817      1,669      1,914          2     10,588      4,706
 
Changes from:       April 15, 2014                                   Total Change is:    -4,322
      -871     -6,634         59     -1,081        630       -138     -2,661      1,221        117       -458       -344        -36        746        803
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.9        0.4       45.0       10.4        1.0       24.3       22.0        1.2        2.5        2.9        0.0       16.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       218
        18         21          4         32         17          7         43         49         16         13         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   328,921
Positions
    31,431    180,711      1,170    147,991     34,282      3,177     79,772     72,382      4,087      8,344      9,572          9     52,940     23,531
 
Changes from:       April 15, 2014                                   Total Change is:   -21,608
    -4,353    -33,170        296     -5,403      3,152       -689    -13,304      6,103        583     -2,290     -1,721       -178      3,730      4,016
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       54.9        0.4       45.0       10.4        1.0       24.3       22.0        1.2        2.5        2.9        0.0       16.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       218
        18         21          4         32         17          7         43         49         16         13         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   313,459
Positions
    73,295     53,034      6,774    148,421    126,684     10,776     41,835     84,547      6,015      6,160      9,400          0     20,183     16,229
 
Changes from:       April 15, 2014                                   Total Change is:    -2,509
     2,015       -618        746      1,874     -2,258       -107       -733      1,201     -3,189     -2,121        273          0       -994      1,443
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       16.9        2.2       47.3       40.4        3.4       13.3       27.0        1.9        2.0        3.0        0.0        6.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       245
        22         12          4         54         40         26         32         58         15         11         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    61,878
Positions
     3,212     16,432        119     32,582        216        134     10,779     14,535          0      5,509     19,377          0      9,543     11,065
 
Changes from:       April 15, 2014                                   Total Change is:      -711
       271        104          0         38          0        -41       -388        -37          0        408          4          0       -999       -741
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       26.6        0.2       52.7        0.3        0.2       17.4       23.5        0.0        8.9       31.3        0.0       15.4       17.9
 
Number of Traders in Each Category                                    Total Traders:        71
         6          8          .         21          .          .         12          8          0          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   102,004
Positions
    16,402      2,487      1,281     19,680      1,174         35     30,170      3,162      1,280     20,604      3,991         62     12,490     88,532
 
Changes from:       April 15, 2014                                   Total Change is:     2,707
      -232     -2,289      1,091        920        -50          0     -1,134        698        249       -489       -239         62      2,240      3,185
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        2.4        1.3       19.3        1.2        0.0       29.6        3.1        1.3       20.2        3.9        0.1       12.2       86.8
 
Number of Traders in Each Category                                    Total Traders:        76
        19          5          4          7          .          .         22          7          .         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   105,795
Positions
     5,624     69,227      3,163     61,172     17,246      4,223     19,799      4,264      4,550      1,280        279          0      5,984      2,843
 
Changes from:       April 15, 2014                                   Total Change is:      -719
      -849        -29        -33      2,983     -1,571        151     -2,901        346         -8       -215          0          0        153        425
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       65.4        3.0       57.8       16.3        4.0       18.7        4.0        4.3        1.2        0.3        0.0        5.7        2.7
 
Number of Traders in Each Category                                    Total Traders:        95
         7          9          .         32         18         14         18          6          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   264,625
Positions
    21,522     98,861      3,660     96,592     60,350     44,277     55,325     40,395      2,840     23,656      8,146        208     16,545      5,888
 
Changes from:       April 15, 2014                                   Total Change is:       270
    -1,477      2,631        401      1,152     -7,802       -310      1,903      8,282         50        466      1,021        -60     -1,855     -3,943
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       37.4        1.4       36.5       22.8       16.7       20.9       15.3        1.1        8.9        3.1        0.1        6.3        2.2
 
Number of Traders in Each Category                                    Total Traders:       192
        19         19          5         51         26         25         27         20          9         24          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   721,024
Positions
     5,342     89,984      7,724    290,289    157,564    132,685     91,669    113,160     13,340     12,535     30,903        864    166,576    174,800
 
Changes from:       April 15, 2014                                   Total Change is:    -8,712
     1,068      4,092       -480      9,780    -14,514        225     -6,138      5,800        735       -869      2,268     -1,080    -11,953     -5,758
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.5        1.1       40.3       21.9       18.4       12.7       15.7        1.9        1.7        4.3        0.1       23.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       172
         .         22          4         31         37         38         29         31         18          8         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   488,729
Positions
    21,347     76,007        811    277,161     36,061     71,426     16,552    203,434        879      7,042     19,362          0     93,511     80,749
 
Changes from:       April 15, 2014                                   Total Change is:    -2,350
      -184      1,471         39     -1,264      2,600      1,200      1,519      4,022       -116         12         29          0     -3,556    -11,595
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       15.6        0.2       56.7        7.4       14.6        3.4       41.6        0.2        1.4        4.0        0.0       19.1       16.5
 
Number of Traders in Each Category                                    Total Traders:        86
         .          9          .         38         11         23          .         17          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 1,079,143
Positions
    42,877    128,207     11,328    287,484    352,571     71,387    443,951    173,828     60,676     26,874    129,311     31,379    103,187    120,456
 
Changes from:       April 15, 2014                                   Total Change is:    -5,349
    13,876    -19,407     -7,013       -273     21,479       -783     -6,708        -90       -700     -1,229       -554      1,129     -3,648        590
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       11.9        1.0       26.6       32.7        6.6       41.1       16.1        5.6        2.5       12.0        2.9        9.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       251
        10         31          7         41         43         35         48         34         27         12         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    73,405
Positions
    18,931     14,885     13,018          0        755        871     15,738     19,049     24,597          0          0          0        250        230
 
Changes from:       April 15, 2014                                   Total Change is:     1,908
       330      1,264      1,165          0        105        421     -1,839     -2,752      1,655          0          0          0        176         50
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       20.3       17.7        0.0        1.0        1.2       21.4       26.0       33.5        0.0        0.0        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         9          6          9          0          .          .          6         11          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,493,544
Positions
   144,602    135,906     38,913    689,889  1,062,285    182,326    761,728    358,420     60,731    301,442    174,813     30,136    283,777    450,014
 
Changes from:       April 15, 2014                                   Total Change is:    -3,803
     9,657    -22,718      1,088    -54,389     47,267     -8,254     15,610    -12,985      4,515     37,577       -847      1,329    -10,936    -13,198
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        5.5        1.6       27.7       42.6        7.3       30.5       14.4        2.4       12.1        7.0        1.2       11.4       18.0
 
Number of Traders in Each Category                                    Total Traders:       366
        27         37         11         40         77         53         52         65         39         20         48         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,022,393
Positions
   149,269    122,316     24,924    759,178    746,783    196,143    545,136    369,501     21,667    134,745    178,283      6,617    184,714    356,159
 
Changes from:       April 15, 2014                                   Total Change is:     2,897
   -11,203    -17,900     11,093     -4,002     65,187    -10,856     40,992    -37,282       -228       -656     -2,679      1,996    -24,239     -6,434
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        6.0        1.2       37.5       36.9        9.7       27.0       18.3        1.1        6.7        8.8        0.3        9.1       17.6
 
Number of Traders in Each Category                                    Total Traders:       283
        20         30          7         24         64         43         38         61         26         12         34          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   340,477
Positions
   148,434     92,391     75,779        698      3,769      4,789     27,751     41,759     43,565        765     13,815     11,306     27,390     53,304
 
Changes from:       April 15, 2014                                   Total Change is:    16,383
     8,130       -547      1,635        -10          0        343      4,388     11,989      4,532          5      2,401       -573     -2,067     -3,397
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       27.1       22.3        0.2        1.1        1.4        8.2       12.3       12.8        0.2        4.1        3.3        8.0       15.7
 
Number of Traders in Each Category                                    Total Traders:        80
        18         22         34          .          .          .          8         16         15          .          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 is11,020,908
Positions
 1,718,430  2,279,063  2,094,989  2,818,965    680,180    277,302    702,307  1,464,804  2,079,625    263,526    633,537    290,139    775,625  1,221,269
 
Changes from:       April 15, 2014                                   Total Change is:   202,011
    36,998     -6,098     92,229      3,110     46,060     -6,846     50,278     64,126    -10,326     18,467     -8,481     21,561     -3,460      9,786
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       20.7       19.0       25.6        6.2        2.5        6.4       13.3       18.9        2.4        5.7        2.6        7.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       285
        26         59         79         11         23         18         34         86         92          9         27         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    51,396
Positions
    38,813      1,158          0      4,990     15,311      4,844      2,261     21,289        429         38      8,223          0         21        142
 
Changes from:       April 15, 2014                                   Total Change is:     1,139
     1,783        150          0          0        -18          0       -809        733        243          0         45          0        -78        -14
 
Percent of Open Interest Represented by Each Category of Trader
      75.5        2.3        0.0        9.7       29.8        9.4        4.4       41.4        0.8        0.1       16.0        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        45
         9          .          0          4          9          .          .         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    47,273
Positions
    44,665        484          0        164     21,642      2,071        215      9,889         86          0     12,824          0         72        277
 
Changes from:       April 15, 2014                                   Total Change is:     1,551
     1,961        246          0         -8         27        -21       -465      1,125         86          0         78          0         -2         10
 
Percent of Open Interest Represented by Each Category of Trader
      94.5        1.0        0.0        0.3       45.8        4.4        0.5       20.9        0.2        0.0       27.1        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        38
         6          4          0          .         11          .          .          8          .          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    50,260
Positions
     9,851      7,747        987      7,662      4,467        223      9,340     31,333      1,767     11,643      1,386          0      8,787      2,350
 
Changes from:       April 15, 2014                                   Total Change is:    -2,128
         0        -18          0        300       -168         80     -3,200     -1,603        194       -158       -127          0        656       -486
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       15.4        2.0       15.2        8.9        0.4       18.6       62.3        3.5       23.2        2.8        0.0       17.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       146
         6          .          .         10          5          .         22         28          9         68          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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   362,130
Positions
    74,569     32,067     30,095     42,601     20,412     28,459     64,064    121,170     53,629     11,115     11,763     37,122     20,476     27,413
 
Changes from:       April 15, 2014                                   Total Change is:    -6,757
    -4,150     -6,380     -8,861      4,780     -1,486      8,141      6,209     13,175     -7,167      1,959      1,412     -5,767     -1,901        176
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        8.9        8.3       11.8        5.6        7.9       17.7       33.5       14.8        3.1        3.2       10.3        5.7        7.6
 
Number of Traders in Each Category                                    Total Traders:       185
        19         14         21          9         14         12         36         50         52         13         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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    16,479
Positions
       783      4,650          0      6,627        502        347      3,037     10,038        756      4,896        169          0         33         17
 
Changes from:       April 15, 2014                                   Total Change is:       -48
        -5          0          0         28        425        -47        -19       -442          0          0          0          0         -5         16
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       28.2        0.0       40.2        3.0        2.1       18.4       60.9        4.6       29.7        1.0        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          5          .          .          6          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 25, 2014