Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   187,555
Positions
    84,161      3,593     11,349     12,834     16,341      1,297     12,830     87,694     13,079     12,856      5,427      3,779     35,371     44,997
 
Changes from:       January 21, 2014                                 Total Change is:    -6,164
   -10,612      1,281      2,066         20        602        225     -6,655    -11,859      2,086      1,872      1,430        167      4,666     -2,162
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        1.9        6.1        6.8        8.7        0.7        6.8       46.8        7.0        6.9        2.9        2.0       18.9       24.0
 
Number of Traders in Each Category                                    Total Traders:        90
        12          5          7          5          7          4         19         27         16         11          4          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,751
Positions
     8,449     14,898      1,731        900      1,243          0     15,499     10,140      1,408      1,050      1,207         85     15,629     14,039
 
Changes from:       January 21, 2014                                 Total Change is:      -696
    -2,680      1,726       -200          0         12          0       -799        676         36        418     -1,623         85      2,443     -1,409
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       33.3        3.9        2.0        2.8        0.0       34.6       22.7        3.1        2.3        2.7        0.2       34.9       31.4
 
Number of Traders in Each Category                                    Total Traders:        45
         6          8          .          .          .          0         11         13          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   247,233
Positions
    17,532     98,914      8,107     25,030     27,956      2,723    128,207     36,398     18,843      1,330     25,564      3,660     41,801     25,068
 
Changes from:       January 21, 2014                                 Total Change is:    18,631
     2,983     14,533      1,710     -1,655        675        641      7,636     -4,539      5,405       -990       -110      1,201      1,701       -884
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       40.0        3.3       10.1       11.3        1.1       51.9       14.7        7.6        0.5       10.3        1.5       16.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       120
         6         11          9         10         16          9         43         19         23          .         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   240,507
Positions
    83,170     29,986     13,134     25,612     18,343      5,112     43,051     87,456     20,588     25,524     11,625      4,162     20,154     50,100
 
Changes from:       January 21, 2014                                 Total Change is:   -10,195
   -22,664     13,533      2,358      2,316     -1,937        883      2,038    -22,813      2,669        333     -2,670        280      1,591     -2,500
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       12.5        5.5       10.6        7.6        2.1       17.9       36.4        8.6       10.6        4.8        1.7        8.4       20.8
 
Number of Traders in Each Category                                    Total Traders:       140
         8         13          6         13         16         12         22         43         26          6         19          8
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   319,053
Positions
    69,880     36,488     18,278     40,892     70,594      6,485     79,676     42,172     34,128     18,289     34,504      6,878     44,547     69,525
 
Changes from:       January 21, 2014                                 Total Change is:     4,611
       806      9,951        868        469      5,113        470      1,400    -10,360        469       -775      4,554       -351      1,253     -6,104
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       11.4        5.7       12.8       22.1        2.0       25.0       13.2       10.7        5.7       10.8        2.2       14.0       21.8
 
Number of Traders in Each Category                                    Total Traders:       201
        16         18         16         15         25         16         40         39         39         17         31         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   162,895
Positions
   101,109      5,914     10,138        578      5,840        513     12,665     76,638     10,271      4,830      8,341      4,941     17,850     40,300
 
Changes from:       January 21, 2014                                 Total Change is:     1,294
     4,912        718      1,114        -51        200        -36     -2,712     -1,035      1,782     -1,925        622        365     -2,155     -2,436
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        3.6        6.2        0.4        3.6        0.3        7.8       47.0        6.3        3.0        5.1        3.0       11.0       24.7
 
Number of Traders in Each Category                                    Total Traders:        97
        12          7          7          .         10          5         20         29         16          9          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    38,646
Positions
    19,757     25,108      7,195      2,205          0          0      2,099        386      3,185      1,650          0      2,184        371        588
 
Changes from:       January 21, 2014                                 Total Change is:       232
     1,099          1          0          4          0          0       -760        255          1          0          0          0       -112        -25
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       65.0       18.6        5.7        0.0        0.0        5.4        1.0        8.2        4.3        0.0        5.7        1.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          8          9          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   133,039
Positions
    49,344     52,819        209     41,558        791          0     23,693     63,346      4,713      8,105      4,770        197      5,220      6,194
 
Changes from:       January 21, 2014                                 Total Change is:    11,897
    12,965     -2,566       -406          4          3          0      4,945     13,582        108     -5,235         60        197       -681        919
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       39.7        0.2       31.2        0.6        0.0       17.8       47.6        3.5        6.1        3.6        0.1        3.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       112
         7          9          4          4          .          0         21         47          6         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    12,527
Positions
     6,564        366      3,273        666        122          0      1,445      3,998          8          0      3,055          0        571      1,705
 
Changes from:       January 21, 2014                                 Total Change is:       178
       740          0        144          3        122          0       -432       -208       -322          0          0          0         45        442
 
Percent of Open Interest Represented by Each Category of Trader
      52.4        2.9       26.1        5.3        1.0        0.0       11.5       31.9        0.1        0.0       24.4        0.0        4.6       13.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7          .          .          .          .          0          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,796
Positions
       899     11,227          3      1,152        209          0     14,609      6,240        774        890      1,114          0      3,469      2,229
 
Changes from:       January 21, 2014                                 Total Change is:    -1,021
       -42        336          3        -90          0          0       -702     -2,071        212       -204        405          0       -198         94
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       51.5        0.0        5.3        1.0        0.0       67.0       28.6        3.6        4.1        5.1        0.0       15.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        58
         .          9          .          .          .          0         17         13          .          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    64,108
Positions
    18,126     41,816        190      7,079      4,072        646     22,435      6,014      2,185      4,649      1,662        744      8,055      6,779
 
Changes from:       January 21, 2014                                 Total Change is:    -3,887
     1,812     -4,020        -11        -87         -2        188     -6,032        819        940        420       -297        168     -1,283     -1,671
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       65.2        0.3       11.0        6.4        1.0       35.0        9.4        3.4        7.3        2.6        1.2       12.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       103
        20         12          4         10          .          4         31         12         11          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   128,217
Positions
    36,252     83,632        379     14,158      8,144      1,291     44,869     12,029      4,371      9,297      3,324      1,489     16,110     13,558
 
Changes from:       January 21, 2014                                 Total Change is:    -7,773
     3,623     -8,040        -22       -174         -3        375    -12,065      1,638      1,880        840       -594        335     -2,566     -3,343
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       65.2        0.3       11.0        6.4        1.0       35.0        9.4        3.4        7.3        2.6        1.2       12.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       103
        20         12          4         10          .          4         31         12         11          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   904,904
Positions
    44,007    216,419     45,512    311,270    108,271     45,086    112,900    178,379    146,802     48,948     50,154     25,747    124,632     88,534
 
Changes from:       January 21, 2014                                 Total Change is:    57,949
    -4,575    -16,542     14,322    -14,928      6,327      5,386      7,535      1,160     31,786     -3,413        183      2,498     19,338     12,828
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       23.9        5.0       34.4       12.0        5.0       12.5       19.7       16.2        5.4        5.5        2.8       13.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       605
        44         31         38        113         58         64         98        118        107         77         65         66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   217,295
Positions
    25,721     71,498      5,463     59,921     22,321      2,209     14,971     15,599     37,415      9,211      9,490      8,315     54,070     44,985
 
Changes from:       January 21, 2014                                 Total Change is:    26,009
    10,632         99      1,362      1,013       -470       -806        673      1,347     10,931       -165       -258        -89      2,457     13,893
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       32.9        2.5       27.6       10.3        1.0        6.9        7.2       17.2        4.2        4.4        3.8       24.9       20.7
 
Number of Traders in Each Category                                    Total Traders:        95
         7         11          6         16          7          9         17         17         30         11          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 3,438,046
Positions
   229,054    862,233     62,620  1,263,655    436,654    207,477    564,783    889,034    471,799    203,114    207,747     82,736    352,808    217,746
 
Changes from:       January 21, 2014                                 Total Change is:   159,700
   -16,561    -23,726      5,324    -78,859     34,835     30,113     40,937      5,695     97,646    -12,515      5,928      9,211     84,404     -5,325
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       25.1        1.8       36.8       12.7        6.0       16.4       25.9       13.7        5.9        6.0        2.4       10.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       572
        43         30         34        106         55         60         97        112        102         69         60         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   104,254
Positions
     5,249     53,015          2     54,733     35,663      1,861     27,713      5,222      3,053      1,237      2,545          0     10,407      2,894
 
Changes from:       January 21, 2014                                 Total Change is:    -1,262
     2,075     -4,802        -22     -3,492      2,764       -120     -2,745       -450      2,021        694        -25          0        327       -628
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       50.9        0.0       52.5       34.2        1.8       26.6        5.0        2.9        1.2        2.4        0.0       10.0        2.8
 
Number of Traders in Each Category                                    Total Traders:        97
         7         12          .         38         11         13         18          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    88,646
Positions
    10,171     67,382        374     37,117      4,865      1,065     26,606      6,404      1,767      1,641      2,696        967      8,938      3,126
 
Changes from:       January 21, 2014                                 Total Change is:     1,699
    -1,262       -736         89       -459      1,178          1      1,530      1,521        260       -396        -99        177      1,760       -691
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       76.0        0.4       41.9        5.5        1.2       30.0        7.2        2.0        1.9        3.0        1.1       10.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       217
        19         21          7         36         14         10         71         24         15         18         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   443,230
Positions
    50,855    336,911      1,870    185,586     24,327      5,326    133,029     32,021      8,833      8,207     13,479      4,835     44,690     15,628
 
Changes from:       January 21, 2014                                 Total Change is:     8,494
    -6,310     -3,681        445     -2,297      5,890          3      7,648      7,604      1,299     -1,979       -497        887      8,799     -3,455
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       76.0        0.4       41.9        5.5        1.2       30.0        7.2        2.0        1.9        3.0        1.1       10.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       217
        19         21          7         36         14         10         71         24         15         18         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   296,959
Positions
    30,415     86,694      5,974    144,699     91,068     16,164     57,902     67,210      8,587     11,510      5,508        540     21,168     15,213
 
Changes from:       January 21, 2014                                 Total Change is:     1,647
     4,069     -5,892        266     -7,804      1,555      4,844       -888      1,540        803      1,060       -461         44       -748     -1,053
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       29.2        2.0       48.7       30.7        5.4       19.5       22.6        2.9        3.9        1.9        0.2        7.1        5.1
 
Number of Traders in Each Category                                    Total Traders:       248
        26         13          5         58         34         28         45         49         16         15          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    67,980
Positions
     4,474     45,187          0     32,719        835        477     13,346     10,710          0      5,301      7,719          0     11,663      3,052
 
Changes from:       January 21, 2014                                 Total Change is:    -9,309
    -1,420       -115          0     -1,279        432       -111     -3,959     -5,402       -375     -1,293       -661          0       -872     -3,077
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       66.5        0.0       48.1        1.2        0.7       19.6       15.8        0.0        7.8       11.4        0.0       17.2        4.5
 
Number of Traders in Each Category                                    Total Traders:        81
         6          8          0         20          .          .         21          8          0          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   106,629
Positions
    29,824     14,575        709     11,365      6,149        908     40,638      2,817      1,535     11,588      5,696         95      9,967     74,145
 
Changes from:       January 21, 2014                                 Total Change is:    -2,274
    -1,269      1,777          5        272        289          1     -2,313       -429        827        384      1,153         95       -276     -5,992
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       13.7        0.7       10.7        5.8        0.9       38.1        2.6        1.4       10.9        5.3        0.1        9.3       69.5
 
Number of Traders in Each Category                                    Total Traders:        95
        17         10          4         11          .          .         34          6          7         14          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   105,614
Positions
     2,605     66,697      4,187     56,889     18,169      3,580     24,980      5,311      4,683      1,288        265          0      7,402      2,722
 
Changes from:       January 21, 2014                                 Total Change is:     8,257
      -128      3,983        706      5,453      2,118        141        578      1,108        224        288          0          0        995        -23
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       63.2        4.0       53.9       17.2        3.4       23.7        5.0        4.4        1.2        0.3        0.0        7.0        2.6
 
Number of Traders in Each Category                                    Total Traders:        92
         5         11          .         33         15         14         17          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   256,803
Positions
    18,478     99,496      3,424     89,028     59,986     45,905     67,779     32,947      2,104     17,162      3,048        460     12,463      9,433
 
Changes from:       January 21, 2014                                 Total Change is:    11,320
     2,423     -3,291        605     -5,725     16,341       -929     15,726     -6,356       -326     -1,570         18        185        931      5,073
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       38.7        1.3       34.7       23.4       17.9       26.4       12.8        0.8        6.7        1.2        0.2        4.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       190
        19         24          .         43         30         24         28         20         11         20          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   746,694
Positions
     2,843     94,818     17,890    276,523    133,605    137,605     89,795    102,090     46,507     23,211     35,590      4,988    147,331    173,599
 
Changes from:       January 21, 2014                                 Total Change is:    -4,232
    -3,662     14,217       -917      4,223    -17,030      9,580     -1,242      6,310     -5,688     -5,666      2,083        746     -1,607    -13,532
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       12.7        2.4       37.0       17.9       18.4       12.0       13.7        6.2        3.1        4.8        0.7       19.7       23.2
 
Number of Traders in Each Category                                    Total Traders:       171
         5         15         15         36         36         43         34         28         33          8          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   466,626
Positions
    25,361    104,449        100    265,888     23,716     60,774     19,596    164,510      2,506      9,383     21,303      1,630     81,389     87,638
 
Changes from:       January 21, 2014                                 Total Change is:    -1,435
     3,396     11,945         43     -6,291     -1,264      1,457     -2,093     -8,277       -617        -31     -3,063          0      2,702     -1,659
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       22.4        0.0       57.0        5.1       13.0        4.2       35.3        0.5        2.0        4.6        0.3       17.4       18.8
 
Number of Traders in Each Category                                    Total Traders:        81
         .          9          .         33          6         19          4         17          8          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   968,734
Positions
    73,848    117,777      9,172    210,246    301,441     72,585    306,297    160,058    102,277     57,317     61,283     25,615    111,378    118,525
 
Changes from:       January 21, 2014                                 Total Change is:    40,916
    -7,666      9,763        280     -6,798      6,043      6,912     35,561      4,020     14,533     -9,204     -4,275      1,807      5,492      1,833
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       12.2        0.9       21.7       31.1        7.5       31.6       16.5       10.6        5.9        6.3        2.6       11.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       212
        11         20         10         33         37         30         48         23         31         18         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    48,703
Positions
     7,754     26,779      5,160        400          0          0     31,168     12,501      3,874          0         12        303         44         74
 
Changes from:       January 21, 2014                                 Total Change is:     1,983
    -3,635      2,955      1,292          0          0          0      5,623     -1,453       -218       -473         12         16       -622       -621
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       55.0       10.6        0.8        0.0        0.0       64.0       25.7        8.0        0.0        0.0        0.6        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         4         12          9          .          0          0          8         13         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 2,776,132
Positions
   155,427    166,090    180,751    562,875    978,149    236,761    751,771    190,933    300,562    221,496    170,847     77,991    288,499    474,049
 
Changes from:       January 21, 2014                                 Total Change is:    53,055
    10,167     14,283    -28,863    -20,535     38,483     -5,900     79,429     20,403     25,809     -6,654     41,334    -14,795     14,398    -37,698
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        6.0        6.5       20.3       35.2        8.5       27.1        6.9       10.8        8.0        6.2        2.8       10.4       17.1
 
Number of Traders in Each Category                                    Total Traders:       347
        22         33         47         42         69         64         68         53         86         20         40         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 2,174,207
Positions
   114,814    228,397     72,136    633,903    542,348    273,848    543,272    295,110    136,448    134,250    207,982     40,465    225,071    377,474
 
Changes from:       January 21, 2014                                 Total Change is:   -49,579
   -30,245     42,713    -26,672      7,759   -124,528     53,325    -61,012      9,509    -15,379      9,945     29,979      2,761      9,938    -21,289
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       10.5        3.3       29.2       24.9       12.6       25.0       13.6        6.3        6.2        9.6        1.9       10.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       264
        10         29         21         30         57         45         40         56         61         12         29         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   291,905
Positions
   120,163     78,237     80,988        719        769      1,067     22,317     23,968     30,234        968     16,821      6,176     29,273     53,644
 
Changes from:       January 21, 2014                                 Total Change is:    11,855
     4,878       -321      3,189         -6        769         77      3,202     -3,494      1,093        968      4,428        173     -1,719      5,940
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       26.8       27.7        0.2        0.3        0.4        7.6        8.2       10.4        0.3        5.8        2.1       10.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        62
        18         18         26          .          .          .          6          8         11          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 is16,383,475
Positions
   975,976  2,257,977  3,293,852  2,910,258  1,089,408    278,566    703,029    636,232  5,694,245    297,303    575,411  1,429,677    800,570  1,128,106
 
Changes from:       January 21, 2014                                 Total Change is:  -213,935
   -36,230    198,995     -8,036    -31,173   -117,615    -24,777     10,126   -119,051    -69,076     -7,114     25,692    -11,495    -36,161    -88,572
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       13.8       20.1       17.8        6.6        1.7        4.3        3.9       34.8        1.8        3.5        8.7        4.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       287
        25         59         80          9         27         28         51         66         95         19         25         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    54,477
Positions
    45,061      1,401          0      3,249     13,768      5,347        618     17,881        152          0     15,737          0         50        191
 
Changes from:       January 21, 2014                                 Total Change is:      -529
      -489        -20          0         59       -388         -9       -261       -483        125          0        190          0         46         56
 
Percent of Open Interest Represented by Each Category of Trader
      82.7        2.6        0.0        6.0       25.3        9.8        1.1       32.8        0.3        0.0       28.9        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         7          4          0          4         10          .          .         12          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    33,770
Positions
    28,836      2,157          0      2,370      9,862      1,977        558      2,587         20          0     17,108          0          9         59
 
Changes from:       January 21, 2014                                 Total Change is:     1,177
     1,010        712          0        -65       -397         15        208        -34         20          0        855          0        -11          6
 
Percent of Open Interest Represented by Each Category of Trader
      85.4        6.4        0.0        7.0       29.2        5.9        1.7        7.7        0.1        0.0       50.7        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        36
         6          .          0          .         10          .          .          7          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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    49,978
Positions
    10,069      8,284        888      7,940        619        552      8,900     34,911      1,938     10,975        553        111      8,603      2,120
 
Changes from:       January 21, 2014                                 Total Change is:    -1,112
        -6       -579          5       -471       -229        -62     -1,731     -1,039        240      1,285       -132        -35       -337        719
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       16.6        1.8       15.9        1.2        1.1       17.8       69.9        3.9       22.0        1.1        0.2       17.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       150
         7          .          .         11          4          .         22         32          8         66          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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   376,043
Positions
    94,932     25,094     36,407     42,946     21,141     20,332     55,983    144,172     52,877      4,938      6,824     45,403     22,225     23,793
 
Changes from:       January 21, 2014                                 Total Change is:   -40,913
    -1,597     -2,531     -7,740    -14,585     -5,659       -109    -15,099    -14,694      4,398      1,510     -6,331     -7,696          5       -551
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        6.7        9.7       11.4        5.6        5.4       14.9       38.3       14.1        1.3        1.8       12.1        5.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       167
        25          7         22          9         12         11         39         33         44         12         15         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 31, 2014