Traders in Financial Futures - Futures Only Positions as of September 16, 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   110,275
Positions
    23,999     34,272      2,901     16,147      3,715        272     24,281     27,657      5,260     14,253      2,289        276     22,886     33,633
 
Changes from:       September 9, 2014                                Total Change is:     7,324
     3,977     -4,010      1,177        205        723        -21      4,331      7,253     -1,065      1,405        476         56     -2,741      2,735
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       31.1        2.6       14.6        3.4        0.2       22.0       25.1        4.8       12.9        2.1        0.3       20.8       30.5
 
Number of Traders in Each Category                                    Total Traders:        78
         7          5          8          4          5          .         13         28         11         11          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    54,929
Positions
    31,946      1,869         31      1,654      2,903          4     13,819     23,725        188      1,039          0          0      6,248     26,209
 
Changes from:       September 9, 2014                                Total Change is:   -22,388
    -2,858     -1,323       -689          0         54          0      1,885         16    -19,900        471          0          0     -1,297       -546
 
Percent of Open Interest Represented by Each Category of Trader
      58.2        3.4        0.1        3.0        5.3        0.0       25.2       43.2        0.3        1.9        0.0        0.0       11.4       47.7
 
Number of Traders in Each Category                                    Total Traders:        43
         8          .          .          .          4          .         10         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   134,560
Positions
    16,852      7,370        326     12,249     31,929      4,126     73,666     43,077      2,587      4,781     15,978         40     19,933     29,127
 
Changes from:       September 9, 2014                                Total Change is:  -122,031
   -77,199    -77,448     -1,153     -3,493      1,179      2,203    -30,148    -13,417    -10,437      2,424    -18,875     -1,270     -2,958     -2,813
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        5.5        0.2        9.1       23.7        3.1       54.7       32.0        1.9        3.6       11.9        0.0       14.8       21.6
 
Number of Traders in Each Category                                    Total Traders:        97
         6          8          .          6         15          5         20         29          9          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   208,235
Positions
   112,322      3,664          1     33,687     27,872        309     36,991    113,583      1,520     11,628      2,465         11     11,766     58,810
 
Changes from:       September 9, 2014                                Total Change is:   -47,389
   -18,440     -3,228    -24,514        -79      4,950        177      8,117     -1,915    -18,588      9,629     -1,118       -170     -3,521     -2,983
 
Percent of Open Interest Represented by Each Category of Trader
      53.9        1.8        0.0       16.2       13.4        0.1       17.8       54.5        0.7        5.6        1.2        0.0        5.7       28.2
 
Number of Traders in Each Category                                    Total Traders:       128
        13          4          .          9         18          5         16         56          5          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   397,652
Positions
   185,302     16,873      2,153     43,534     73,166      8,210     80,424    182,280      3,642     43,600     28,444        947     29,840     81,937
 
Changes from:       September 9, 2014                                Total Change is:   -86,654
   -42,706    -10,501    -14,279       -889      2,730        -28     12,593     -4,098    -44,004     14,929     -4,899     -5,522     -6,748     -6,053
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        4.2        0.5       10.9       18.4        2.1       20.2       45.8        0.9       11.0        7.2        0.2        7.5       20.6
 
Number of Traders in Each Category                                    Total Traders:       219
        17         13          7         14         31         16         23         65         15         26         30          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    97,839
Positions
    17,520     19,562        150      1,897      9,524      1,003     57,012     21,537        639        987     16,240        248     18,383     28,936
 
Changes from:       September 9, 2014                                Total Change is:   -28,992
    15,278    -16,663    -14,518     -1,205        953        -24    -18,089     -4,117     -1,554         32      4,517     -4,023     -4,889      6,437
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       20.0        0.2        1.9        9.7        1.0       58.3       22.0        0.7        1.0       16.6        0.3       18.8       29.6
 
Number of Traders in Each Category                                    Total Traders:        85
         8          7          .          .          7          .         27         23          4          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    29,981
Positions
    17,931     18,375      3,323          0        471         58      5,824      4,526      1,228        247        871        973        397        156
 
Changes from:       September 9, 2014                                Total Change is:   -12,185
    -5,947    -10,764       -325       -177        471        -67     -2,617         10     -1,246     -1,045        871       -829         68       -306
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       61.3       11.1        0.0        1.6        0.2       19.4       15.1        4.1        0.8        2.9        3.2        1.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          6          0          .          .          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   134,445
Positions
    29,954     53,181          0     28,957        611          0     67,753     71,874        474      1,839      5,390          0      5,468      2,915
 
Changes from:       September 9, 2014                                Total Change is:   -20,820
   -25,727    -17,154     -4,132     21,510         40          0        419     10,307     -9,183       -848      1,474     -2,169       -690         -3
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       39.6        0.0       21.5        0.5        0.0       50.4       53.5        0.4        1.4        4.0        0.0        4.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       107
         4         12          0          5          .          0         31         37          4          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    60,496
Positions
     9,165     42,840      6,246      3,487          0          0     11,794      3,088      1,848     20,813          0      6,025      1,118        449
 
Changes from:       September 9, 2014                                Total Change is:    -3,747
     4,925     -4,104          0        200        -13       -283    -10,213     -1,047      1,679         16          0          0        -71         21
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       70.8       10.3        5.8        0.0        0.0       19.5        5.1        3.1       34.4        0.0       10.0        1.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          7          4          .          0          0          .          5          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    16,050
Positions
     2,310      3,057          0      1,674          0          0      9,064      8,542        157        469        759          0      2,376      3,535
 
Changes from:       September 9, 2014                                Total Change is:    -8,870
    -1,697     -4,933       -223       -375       -189          0     -3,554        265     -1,688       -275     -2,383          0     -1,058        281
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       19.0        0.0       10.4        0.0        0.0       56.5       53.2        1.0        2.9        4.7        0.0       14.8       22.0
 
Number of Traders in Each Category                                    Total Traders:        57
         4          7          0          4          0          0         13         20          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    85,792
Positions
    19,275     37,135     14,977      4,453      3,640        146     30,495     10,333      4,153      3,204      4,577        821      8,271     10,014
 
Changes from:       September 9, 2014                                Total Change is:    21,069
       883      2,319     13,693       -108     -1,071        -57      4,489      3,076      1,590        530        690         24         26        807
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       43.3       17.5        5.2        4.2        0.2       35.5       12.0        4.8        3.7        5.3        1.0        9.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       130
        19         16         15          9          .          4         41         16         17         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   171,584
Positions
    38,550     74,269     29,953      8,906      7,280        291     60,989     20,665      8,305      6,408      9,153      1,641     16,541     20,027
 
Changes from:       September 9, 2014                                Total Change is:    42,138
     1,766      4,637     27,386       -216     -2,142       -114      8,978      6,151      3,180      1,060      1,380         47         51      1,613
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       43.3       17.5        5.2        4.2        0.2       35.5       12.0        4.8        3.7        5.3        1.0        9.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       130
        19         16         15          9          .          4         41         16         17         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   949,208
Positions
    42,556    177,997    128,577    324,541    108,572     88,523    110,412    209,560     58,601     45,778     49,857      7,592    142,626    119,928
 
Changes from:       September 9, 2014                                Total Change is:   130,300
    -1,507      8,135     54,884      8,352     -1,762     26,615      8,915      8,100     10,875      2,183       -844      3,287     16,695     21,009
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       18.8       13.5       34.2       11.4        9.3       11.6       22.1        6.2        4.8        5.3        0.8       15.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       592
        34         42         43        126         57         82         98        122         87         54         58         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   217,527
Positions
    31,890     56,322     29,398     72,192     19,999     11,856     15,681     21,411      1,230      9,657      9,612      1,337     44,286     66,362
 
Changes from:       September 9, 2014                                Total Change is:    47,659
    -1,540      3,885     23,332      7,553     -4,217      9,906      6,227     -2,385        -88        156       -133      1,334        779     16,025
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       25.9       13.5       33.2        9.2        5.5        7.2        9.8        0.6        4.4        4.4        0.6       20.4       30.5
 
Number of Traders in Each Category                                    Total Traders:        86
         9          9         11         17          7         10         14         18         19          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 3,658,403
Positions
   244,003    799,048    305,223  1,303,740    484,859    341,341    582,531  1,049,620    177,983    185,689    206,308     26,191    491,702    267,830
 
Changes from:       September 9, 2014                                Total Change is:   413,206
   -13,191      7,897    171,116         17      8,297     87,525     33,125     72,107     35,133     10,100     -3,590      9,799     79,582     24,922
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       21.8        8.3       35.6       13.3        9.3       15.9       28.7        4.9        5.1        5.6        0.7       13.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       580
        37         39         37        121         56         75         98        120         78         51         57         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,569
Positions
     2,683     36,455      4,367     46,416     39,410      1,888     28,957     11,208        763        515        401          0     12,980      4,077
 
Changes from:       September 9, 2014                                Total Change is:     7,336
    -1,181        784      4,225      2,647         51         82        -30      2,186        -37          0       -210          0      1,630        255
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       37.0        4.4       47.1       40.0        1.9       29.4       11.4        0.8        0.5        0.4        0.0       13.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        92
         4         12          8         33         11         12         21          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   111,953
Positions
     6,886     45,536     20,112     33,109      5,888      8,044     23,484     13,361      4,392      2,878      5,012      1,053     11,995      8,555
 
Changes from:       September 9, 2014                                Total Change is:    38,795
       824      5,192     19,469         43         64      7,373      2,845        480      3,256        687       -584      1,004      3,293      2,541
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       40.7       18.0       29.6        5.3        7.2       21.0       11.9        3.9        2.6        4.5        0.9       10.7        7.6
 
Number of Traders in Each Category                                    Total Traders:       263
        18         24         24         35         19         18         76         40         27         19         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,450
Positions
     3,328      5,543        972        215          0        660      1,743          0          0      1,287          0          0      2,245      3,275
 
Changes from:       September 9, 2014                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       53.0        9.3        2.1        0.0        6.3       16.7        0.0        0.0       12.3        0.0        0.0       21.5       31.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          .          .          0          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   507,516
Positions
    27,154    209,328     86,335    164,470     29,438     36,921    113,286     71,385     17,382     11,784     28,891      1,434     48,750     26,402
 
Changes from:       September 9, 2014                                Total Change is:   141,726
    -3,157      7,607     83,123       -859        320     33,566     10,090      6,980     11,701        829        909      1,192      5,241     -3,672
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       41.2       17.0       32.4        5.8        7.3       22.3       14.1        3.4        2.3        5.7        0.3        9.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       262
        16         26         21         35         19         18         76         40         27         18         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   420,999
Positions
   104,652     24,548     60,885    128,377    143,277     18,122     69,988    136,246      9,473      7,540     10,082          1     21,961     18,365
 
Changes from:       September 9, 2014                                Total Change is:    23,310
     9,936      1,092     12,336        470      3,174      1,211     -5,932      2,464      4,519       -593        227        -49      1,412     -1,664
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        5.8       14.5       30.5       34.0        4.3       16.6       32.4        2.3        1.8        2.4        0.0        5.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       267
        23          7         15         55         48         30         40         61         25         11         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    64,448
Positions
     3,401     24,022          0     30,959          0         35     14,622     18,500         25      4,520      1,395          0     10,886     20,471
 
Changes from:       September 9, 2014                                Total Change is:   -14,289
     1,087     -1,693     -7,882     -1,741          0       -257        875        897     -1,078       -699       -491       -398     -4,196     -3,387
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       37.3        0.0       48.0        0.0        0.1       22.7       28.7        0.0        7.0        2.2        0.0       16.9       31.8
 
Number of Traders in Each Category                                    Total Traders:        62
         5          7          0         19          0          .         11         12          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 2014              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    96,996
Positions
    34,914     12,000      2,011     10,437      1,189        773     33,532      6,418        620      4,629          0          0     10,080     73,985
 
Changes from:       September 9, 2014                                Total Change is:    -8,019
    12,314       -731     -5,707        -66       -418       -378        962        -87       -743        -62          0       -413    -13,926        458
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       12.4        2.1       10.8        1.2        0.8       34.6        6.6        0.6        4.8        0.0        0.0       10.4       76.3
 
Number of Traders in Each Category                                    Total Traders:        76
        11          8          5         10          .          .         24          9          6         12          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   133,191
Positions
     4,293     69,479     18,628     67,763     25,454      5,368     23,414      4,575      5,193      2,848        541          0      5,684      3,953
 
Changes from:       September 9, 2014                                Total Change is:    11,466
      -452     -3,398     13,218     -1,629        794        303     -1,103       -437        615          0          0          0        514        371
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       52.2       14.0       50.9       19.1        4.0       17.6        3.4        3.9        2.1        0.4        0.0        4.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         6         11          8         36         13         17         17          5          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   387,003
Positions
    34,245    221,241     24,536    132,344     39,200     46,716    100,029     36,123      6,499     19,840      5,925        457     22,337      6,306
 
Changes from:       September 9, 2014                                Total Change is:     7,540
    -1,920      5,993     12,077     -9,346     -7,448      6,286     -1,295     -8,371     -3,132      2,523      1,029     -1,043      3,390      2,149
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       57.2        6.3       34.2       10.1       12.1       25.8        9.3        1.7        5.1        1.5        0.1        5.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       218
        18         23         11         64         21         33         38         18         19         25          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   840,414
Positions
    17,355     88,784     12,353    343,289    143,294    141,725    126,451    195,528     18,949     25,453     69,676      1,098    153,741    169,007
 
Changes from:       September 9, 2014                                Total Change is:   -13,342
     7,696      2,680      3,125     -9,852    -11,616      8,149      3,777     -3,205    -13,782      6,369      9,655          8    -18,832     -8,356
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.6        1.5       40.8       17.1       16.9       15.0       23.3        2.3        3.0        8.3        0.1       18.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       179
        10         15          6         36         35         41         29         29         16          8         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   509,152
Positions
    25,698     73,144      1,357    244,101     39,058     86,068     24,220    187,638     14,513      9,807     14,375         92    103,296     92,907
 
Changes from:       September 9, 2014                                Total Change is:    -3,926
    -1,184      1,413     -1,499      3,226     -5,115      1,128       -817      7,046     -5,665        286        237          0        599     -1,471
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       14.4        0.3       47.9        7.7       16.9        4.8       36.9        2.9        1.9        2.8        0.0       20.3       18.2
 
Number of Traders in Each Category                                    Total Traders:        83
         .          7          4         37         10         26          6         12          8          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 1,561,498
Positions
   112,698    252,618      6,300    246,258    474,401     72,469    843,116    446,343     28,814    143,276    124,392      5,277    103,290    150,884
 
Changes from:       September 9, 2014                                Total Change is:   161,827
    24,030     59,060     -4,033     -4,311      2,975      5,142    112,461    121,055     -7,875     42,873     -1,367     -7,451        991     -5,679
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       16.2        0.4       15.8       30.4        4.6       54.0       28.6        1.8        9.2        8.0        0.3        6.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       261
        14         29          7         36         52         34         49         30         27         16         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 2,659,350
Positions
   123,422    180,527     36,239    984,808    877,649    281,895    488,854    503,512     78,760    350,893    171,140     32,969    281,510    496,659
 
Changes from:       September 9, 2014                                Total Change is:   -97,875
    24,880    -27,875     -3,299    -74,512    -63,696     18,677    -51,936     -7,947     -5,144     10,326     -4,750      2,129    -18,996     -5,970
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        6.8        1.4       37.0       33.0       10.6       18.4       18.9        3.0       13.2        6.4        1.2       10.6       18.7
 
Number of Traders in Each Category                                    Total Traders:       357
        23         35         16         34         77         56         44         72         42         20         52         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 2,112,037
Positions
   262,335    120,858     22,674    390,097    723,207    302,273    589,322    290,280     60,740    232,499    190,515     32,644    219,453    368,846
 
Changes from:       September 9, 2014                                Total Change is:   -17,764
    55,509     19,604    -14,855    -34,073    -62,657     17,419    -32,632     31,319     -6,706     20,392      2,590     -3,974    -18,844       -504
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        5.7        1.1       18.5       34.2       14.3       27.9       13.7        2.9       11.0        9.0        1.5       10.4       17.5
 
Number of Traders in Each Category                                    Total Traders:       293
        20         30         10         36         61         44         37         58         31         16         35         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   557,935
Positions
   228,742    116,554    153,192          0      6,341      4,787     13,911    100,182     75,384     10,035     14,038     35,274     36,610     52,183
 
Changes from:       September 9, 2014                                Total Change is:    34,669
    30,138      7,917     18,462          0     -2,841    -11,550     -5,159     17,761       -822     -1,108      1,222          6      4,702      4,514
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       20.9       27.5        0.0        1.1        0.9        2.5       18.0       13.5        1.8        2.5        6.3        6.6        9.4
 
Number of Traders in Each Category                                    Total Traders:        91
        12         27         33          0          .          .         10         24         20          .          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 is12,907,905
Positions
 2,510,324  1,485,034  2,615,240  2,259,024  1,062,790    402,316  1,210,999  2,683,550  2,301,056    422,977    663,312    431,631    754,338  1,262,976
 
Changes from:       September 9, 2014                                Total Change is:  -399,529
  -291,295   -353,043     16,254    -43,716    -12,243    -49,819    107,629     75,567    -75,082    -17,626    -15,094    -45,617       -257     59,548
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       11.5       20.3       17.5        8.2        3.1        9.4       20.8       17.8        3.3        5.1        3.3        5.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       316
        26         57         79         12         27         25         29         92         91          9         45         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    54,602
Positions
    38,667      4,617          0      6,945     15,498      4,930      3,024     20,298        264        694      8,752          0         78        243
 
Changes from:       September 9, 2014                                Total Change is:    -7,085
     2,029        551     -8,820         -2       -282        -32       -243      1,364        -28         20        133          0         -9         29
 
Percent of Open Interest Represented by Each Category of Trader
      70.8        8.5        0.0       12.7       28.4        9.0        5.5       37.2        0.5        1.3       16.0        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         6          7          0          .         10          .          .          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    39,368
Positions
    32,008      6,893          0          0     12,082      1,378      2,859      5,883      2,930        105      9,941          0         88        261
 
Changes from:       September 9, 2014                                Total Change is:   -13,960
    -5,502     -3,405     -9,050          0          1          0        650        251         43          0     -1,791          0       -101         -9
 
Percent of Open Interest Represented by Each Category of Trader
      81.3       17.5        0.0        0.0       30.7        3.5        7.3       14.9        7.4        0.3       25.3        0.0        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        47
         4          5          0          0         14          .          4          8          .          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    90,930
Positions
    14,006     56,131        559     13,458        380        125     35,354     30,529      1,059     17,210        744          0      9,159      1,403
 
Changes from:       September 9, 2014                                Total Change is:     1,390
        15     23,093        -52        403        190         -7      2,640    -18,801     -1,453        396       -780       -175       -377       -625
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       61.7        0.6       14.8        0.4        0.1       38.9       33.6        1.2       18.9        0.8        0.0       10.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       168
         8          .          .         17          .          .         49         15          8         72          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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   413,477
Positions
    76,679     41,983     58,248     52,857     32,445     28,574     72,963    121,200     51,130     13,562      9,161     38,238     21,226     32,498
 
Changes from:       September 9, 2014                                Total Change is:   -11,833
    14,973        516      1,927     -6,698       -491      1,192    -12,699     -2,237    -11,452      4,308        902       -800     -2,584     -1,390
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.2       14.1       12.8        7.8        6.9       17.6       29.3       12.4        3.3        2.2        9.2        5.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       204
        21         15         23          9         20         13         42         48         57         15         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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    14,225
Positions
       743      2,900        238      4,366         76        870      6,195      8,501      1,636         30          0          0        147          4
 
Changes from:       September 9, 2014                                Total Change is:       177
       128          0        238       -901         76        -18       -350       -179      1,059          0     -1,000          0         21          1
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       20.4        1.7       30.7        0.5        6.1       43.6       59.8       11.5        0.2        0.0        0.0        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          .          8          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 19, 2014