Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   126,398
Positions
    23,331        858     11,080     20,572      3,792          1     14,274     48,975     16,542     12,711      2,687      2,981     24,906     39,482
 
Changes from:       October 14, 2014                                 Total Change is:    -2,759
     4,723     -2,094        331       -108       -113          1     -6,879     -2,007        512       -421       -539        396     -1,313        755
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        0.7        8.8       16.3        3.0        0.0       11.3       38.7       13.1       10.1        2.1        2.4       19.7       31.2
 
Number of Traders in Each Category                                    Total Traders:        79
        10          .         10          6          5          .         15         22         15         10          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    61,630
Positions
    39,127      3,917      2,137      1,205      3,387        443      8,530     24,883      4,182        503          0          0      5,502     22,681
 
Changes from:       October 14, 2014                                 Total Change is:    -5,523
    -1,463       -124       -208          6        -43          0     -3,691     -3,279        127          0          0          0       -295     -1,997
 
Percent of Open Interest Represented by Each Category of Trader
      63.5        6.4        3.5        2.0        5.5        0.7       13.8       40.4        6.8        0.8        0.0        0.0        8.9       36.8
 
Number of Traders in Each Category                                    Total Traders:        41
         6          .          .          .          5          .         12         13          8          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   171,882
Positions
    52,280     18,406      9,029      9,347     45,686      3,857     44,505     20,484     22,347      4,607     13,428      6,199     19,711     32,446
 
Changes from:       October 14, 2014                                 Total Change is:    -3,052
    10,570     -3,872      3,207        655      3,965       -294    -13,766     -2,530       -815       -801     -2,292        214     -2,022       -635
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       10.7        5.3        5.4       26.6        2.2       25.9       11.9       13.0        2.7        7.8        3.6       11.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       108
         8          8          8          4         20          8         23         26         23          8         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   225,621
Positions
    96,099     12,294      8,753     34,008     32,465        519     28,080     79,723     24,443      7,604      4,363      8,693     17,422     54,369
 
Changes from:       October 14, 2014                                 Total Change is:   -25,989
   -30,198      2,166        860        361       -832       -230      4,714    -25,464      1,766     -3,060     -1,296        894     -1,095     -3,852
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        5.4        3.9       15.1       14.4        0.2       12.4       35.3       10.8        3.4        1.9        3.9        7.7       24.1
 
Number of Traders in Each Category                                    Total Traders:       118
        13          7         10         10         15          6         15         40         25          6         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   555,254
Positions
   240,844     37,063     39,708     40,889     89,466     12,816     55,135    176,825     68,166     41,775     24,663     15,248     40,672     91,298
 
Changes from:       October 14, 2014                                 Total Change is:    10,779
     3,773      2,900       -714        113        371        388      2,764      4,394      4,142     -1,639     -2,201        869      1,082        629
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        6.7        7.2        7.4       16.1        2.3        9.9       31.8       12.3        7.5        4.4        2.7        7.3       16.4
 
Number of Traders in Each Category                                    Total Traders:       248
        20         14         15         14         36         23         32         63         35         28         41         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   147,033
Positions
    71,774     13,968      9,761      1,415     14,267      2,323     24,654     35,803     13,137      1,179     17,744      2,687     20,105     37,344
 
Changes from:       October 14, 2014                                 Total Change is:    -1,468
       996       -313          8          0        537       -294       -417       -407       -494        -16        -20       -251     -1,001       -234
 
Percent of Open Interest Represented by Each Category of Trader
      48.8        9.5        6.6        1.0        9.7        1.6       16.8       24.4        8.9        0.8       12.1        1.8       13.7       25.4
 
Number of Traders in Each Category                                    Total Traders:        83
        10          4          9          .         10          5         13         31         12          4         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,554
Positions
    28,954     22,169      3,004          0      2,301          0      5,401      9,352      1,228        662        871        973        332        655
 
Changes from:       October 14, 2014                                 Total Change is:       541
     2,600        473         -0          0        -80          0     -1,738        185          0       -151          0          0       -170        -37
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       54.7        7.4        0.0        5.7        0.0       13.3       23.1        3.0        1.6        2.1        2.4        0.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        32
         7         10          5          0          .          0          .          6          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   138,518
Positions
    46,175     44,946      1,480     54,110        771          0     25,162     75,230      5,020      2,851      4,556        390      3,330      6,126
 
Changes from:       October 14, 2014                                 Total Change is:      -750
     3,692    -11,599      1,371        549        159          0     -9,964      4,032      3,290        375        726        390       -452        882
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       32.4        1.1       39.1        0.6        0.0       18.2       54.3        3.6        2.1        3.3        0.3        2.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       123
         5         11          4          5          .          0         20         52          8         16         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    46,570
Positions
     7,245     27,904      6,179      1,888          0          0      2,246      4,699      1,111     21,163          0      6,025        713        652
 
Changes from:       October 14, 2014                                 Total Change is:     2,192
     1,423        598        116        -95          0          0      1,615      2,444       -794       -101          0          0         28       -172
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       59.9       13.3        4.1        0.0        0.0        4.8       10.1        2.4       45.4        0.0       12.9        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4          6          4          .          0          0          .          7          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    21,314
Positions
     9,320      3,684          4      1,078        118          0      7,835      9,926        491        790      1,762          0      1,796      5,329
 
Changes from:       October 14, 2014                                 Total Change is:        -5
       680       -302          0       -182          0          0     -1,016       -407         90        425        184          0         -2        430
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       17.3        0.0        5.1        0.6        0.0       36.8       46.6        2.3        3.7        8.3        0.0        8.4       25.0
 
Number of Traders in Each Category                                    Total Traders:        64
         5          6          .          .          .          0         13         20          4          6         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    57,396
Positions
    26,535     27,786        655      4,512      2,669        324     12,152      9,720      2,879      3,739      4,049        429      6,172      8,885
 
Changes from:       October 14, 2014                                 Total Change is:    -4,898
     4,163     -7,412       -209         15       -431        129     -5,926      3,080     -1,020        374          4       -399     -2,025      1,359
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       48.4        1.1        7.9        4.6        0.6       21.2       16.9        5.0        6.5        7.1        0.7       10.8       15.5
 
Number of Traders in Each Category                                    Total Traders:        98
        18         12          .          9          .          4         21         16          8         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   114,793
Positions
    53,069     55,572      1,310      9,024      5,337        648     24,304     19,441      5,759      7,477      8,098        857     12,344     17,771
 
Changes from:       October 14, 2014                                 Total Change is:    -9,796
     8,327    -14,823       -418         29       -862        258    -11,853      6,159     -2,040        748          8       -798     -4,050      2,719
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       48.4        1.1        7.9        4.6        0.6       21.2       16.9        5.0        6.5        7.1        0.7       10.8       15.5
 
Number of Traders in Each Category                                    Total Traders:        98
        18         12          .          9          .          4         21         16          8         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   926,295
Positions
    42,168    140,261     43,470    313,379    128,732     52,345     87,172    197,047    172,756     42,628     41,844     33,479    138,900    116,362
 
Changes from:       October 14, 2014                                 Total Change is:   -38,542
     3,793    -38,266     14,236      4,414     -4,679     -2,918    -17,442     20,194    -50,268     -2,415     -2,556     -9,540     21,597     35,255
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       15.1        4.7       33.8       13.9        5.7        9.4       21.3       18.7        4.6        4.5        3.6       15.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       618
        31         39         35        126         61         83         88        137        115         66         70         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   222,235
Positions
    23,763     48,607      4,476     58,133     29,535      3,168     11,281     12,582     43,872     11,617      6,951     11,818     54,106     61,226
 
Changes from:       October 14, 2014                                 Total Change is:       408
    13,234     -8,860       -318      3,792     -1,467       -900      4,092      2,646    -18,646       -474       -262     -4,036      3,663     32,250
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       21.9        2.0       26.2       13.3        1.4        5.1        5.7       19.7        5.2        3.1        5.3       24.3       27.5
 
Number of Traders in Each Category                                    Total Traders:        98
        11         10          6         16          9          9         17         18         33          8          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 3,520,301
Positions
   227,058    593,302     59,934  1,305,652    525,409    216,458    440,064    982,937    583,808    157,803    177,218    105,552    423,971    275,683
 
Changes from:       October 14, 2014                                 Total Change is:  -194,748
    34,299    -65,530     -8,733     15,336     -3,833    -22,315    -78,911    116,498   -186,869     -9,357    -11,121    -27,866     89,668     15,021
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.9        1.7       37.1       14.9        6.1       12.5       27.9       16.6        4.5        5.0        3.0       12.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       594
        34         34         27        120         60         77         86        131        108         62         67         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   108,909
Positions
    25,249     31,051        143     40,166     54,088      2,383     14,821     14,994        414        780        706          0     24,953      5,130
 
Changes from:       October 14, 2014                                 Total Change is:     1,132
     2,098     -4,266         10      2,029      1,680       -252     -5,693      2,767       -633        290         20          0      3,282      1,806
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       28.5        0.1       36.9       49.7        2.2       13.6       13.8        0.4        0.7        0.6        0.0       22.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        91
         9          9          .         33         15         12          9         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    68,068
Positions
     4,537     36,892        779     31,887      6,526        909     16,644     10,618      2,875      1,654      3,128        610      8,174      5,731
 
Changes from:       October 14, 2014                                 Total Change is:   -18,415
      -237    -11,240     -3,753     -3,916         42       -221     -6,119         -5     -2,531     -1,312       -656       -815        490        765
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       54.2        1.1       46.8        9.6        1.3       24.5       15.6        4.2        2.4        4.6        0.9       12.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       221
        15         20          5         33         19         13         47         47         20         12         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   340,339
Positions
    22,684    184,460      3,894    159,434     32,628      4,543     83,220     53,091     14,376      8,268     15,640      3,052     40,868     28,655
 
Changes from:       October 14, 2014                                 Total Change is:   -56,496
     2,791    -43,542     -3,134    -15,154        209     -1,103    -32,380       -566     -9,872     -2,590     -3,282     -4,074      9,022      8,868
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       54.2        1.1       46.8        9.6        1.3       24.5       15.6        4.2        2.4        4.6        0.9       12.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       221
        15         20          5         33         19         13         47         47         20         12         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   422,365
Positions
   142,728     33,489     26,749    113,133    179,016     32,710     76,987    109,862      6,987      6,997     10,973        624     15,449     21,954
 
Changes from:       October 14, 2014                                 Total Change is:     2,177
     1,561      3,853        262        -10     -5,688      4,779        -85      2,427     -3,438        605     -2,631       -240     -1,257      2,854
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        7.9        6.3       26.8       42.4        7.7       18.2       26.0        1.7        1.7        2.6        0.1        3.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       256
        21          9          4         53         48         25         26         66         17         11         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    51,080
Positions
     2,561     19,178          0     27,555        932         50      3,555     10,726          0      5,496      1,213         49     11,814     18,932
 
Changes from:       October 14, 2014                                 Total Change is:    -2,839
       724     -4,720          0     -1,725        932       -112     -2,614       -508          0       -516        718         49      1,355        802
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       37.5        0.0       53.9        1.8        0.1        7.0       21.0        0.0       10.8        2.4        0.1       23.1       37.1
 
Number of Traders in Each Category                                    Total Traders:        59
         4          6          0         16          .          .          8         13          0          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    95,480
Positions
    31,836     17,272      2,464      9,647        524      1,065     28,557      5,958      2,552      8,920      2,990         42     10,397     62,613
 
Changes from:       October 14, 2014                                 Total Change is:     2,195
    -5,091     -1,213        346        713     -1,105       -278      3,119     -3,676        591      2,072        857         42        681      6,631
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       18.1        2.6       10.1        0.5        1.1       29.9        6.2        2.7        9.3        3.1        0.0       10.9       65.6
 
Number of Traders in Each Category                                    Total Traders:        95
        17         10          4         10          .          .         29         11          9         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   118,826
Positions
    10,151     65,895      1,047     67,768     33,746      5,557     26,606      5,091      2,993        464        986          0      4,240      3,511
 
Changes from:       October 14, 2014                                 Total Change is:    -2,335
     2,458     -3,941         12        -65        732        302     -3,154      1,057       -672       -269       -695          0       -947        870
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       55.5        0.9       57.0       28.4        4.7       22.4        4.3        2.5        0.4        0.8        0.0        3.6        3.0
 
Number of Traders in Each Category                                    Total Traders:       101
         9         10          .         38         19         14         14          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   339,087
Positions
    52,599    170,921      3,545    109,583     57,832     51,640     89,112     38,706      1,963     14,726     11,181      1,417     14,502      1,882
 
Changes from:       October 14, 2014                                 Total Change is:     4,905
     7,457       -508       -680      8,715      8,756     -1,995     -8,247        384        -97       -398     -1,170        632       -482       -417
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       50.4        1.0       32.3       17.1       15.2       26.3       11.4        0.6        4.3        3.3        0.4        4.3        0.6
 
Number of Traders in Each Category                                    Total Traders:       205
        19         20          7         52         30         32         37         14          8         21         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is 1,046,526
Positions
    13,960     89,006     39,060    414,518    170,767    143,142    105,022    200,217    114,049     17,471     79,572     14,304    185,000    196,409
 
Changes from:       October 14, 2014                                 Total Change is:   -23,400
    -6,297     -7,640      7,105      6,270     -4,389        995    -33,890     10,233     15,662      1,151    -25,021     -3,431    -10,966    -16,915
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        8.5        3.7       39.6       16.3       13.7       10.0       19.1       10.9        1.7        7.6        1.4       17.7       18.8
 
Number of Traders in Each Category                                    Total Traders:       186
         6         18         16         33         36         37         28         40         41         12         13         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   516,752
Positions
    25,322     69,316        382    253,856     41,032     87,255     20,963    201,697      9,036      5,610      7,002         60    114,269    100,973
 
Changes from:       October 14, 2014                                 Total Change is:   -10,043
         0      6,845         26      2,662       -143     -4,698     -4,591     -8,935      1,288         50     -5,857          0     -4,780      1,430
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       13.4        0.1       49.1        7.9       16.9        4.1       39.0        1.7        1.1        1.4        0.0       22.1       19.5
 
Number of Traders in Each Category                                    Total Traders:        81
         .          8          .         40         10         24          7         11         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 1,485,305
Positions
    95,674    191,617     21,877    273,920    508,920    100,693    648,028    260,084     75,085    139,315    171,774     20,295    110,418    134,960
 
Changes from:       October 14, 2014                                 Total Change is:   -30,032
     4,218    -39,280      1,015      1,554     23,607      1,771    -66,539    -14,101     12,167     17,578      6,250       -649     -1,148    -20,813
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       12.9        1.5       18.4       34.3        6.8       43.6       17.5        5.1        9.4       11.6        1.4        7.4        9.1
 
Number of Traders in Each Category                                    Total Traders:       265
        15         26          8         36         51         39         49         29         32         21         38         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,672,670
Positions
   101,432    160,350    308,787  1,089,251    826,761    427,678    455,634    611,354    508,538    295,418    181,594    147,251    338,681    500,358
 
Changes from:       October 14, 2014                                 Total Change is:   116,839
     9,658    -54,138     60,588    -93,908     52,461     34,530     17,166      5,289     61,195      1,205    -11,696      7,123     19,283    -38,512
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        4.4        8.4       29.7       22.5       11.6       12.4       16.6       13.8        8.0        4.9        4.0        9.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       395
        28         32         48         39         82         68         56         69         86         32         57         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 2,310,707
Positions
    75,851    137,283    122,022    503,547    497,323    356,695    471,068    206,633    308,412    128,280    257,610     57,401    287,432    367,329
 
Changes from:       October 14, 2014                                 Total Change is:  -133,591
   -58,379    -37,303     23,471     29,226    -97,091    -38,129   -168,068    -25,119     52,801        671     13,657      1,240     23,576    -27,119
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.9        5.3       21.8       21.5       15.4       20.4        8.9       13.3        5.6       11.1        2.5       12.4       15.9
 
Number of Traders in Each Category                                    Total Traders:       284
        11         34         25         37         46         46         52         50         55         14         40         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   634,566
Positions
   250,963    143,595    180,072          0      8,142     14,759      9,725     88,465     86,217     17,120      9,963     39,033     36,678     64,321
 
Changes from:       October 14, 2014                                 Total Change is:    14,003
     7,282      3,806      9,073          0      1,853      4,599     -5,995     -4,863     -2,129      5,167        652     -3,283       -711      4,295
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       22.6       28.4        0.0        1.3        2.3        1.5       13.9       13.6        2.7        1.6        6.2        5.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        94
        13         27         27          0          .          .         10         27         25          .          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,443,785
Positions
 2,365,028  1,678,320  4,182,949    620,547    752,836    475,595  1,343,594  1,252,788  7,079,803    323,853    625,003  1,181,833    870,585  1,214,658
 
Changes from:       October 14, 2014                                 Total Change is:  -460,654
  -215,843    314,282     62,010     18,157   -180,813   -122,793   -138,974   -443,851    101,337    -85,993     24,249   -105,324     26,770   -109,751
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        9.1       22.7        3.4        4.1        2.6        7.3        6.8       38.4        1.8        3.4        6.4        4.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       321
        25         68         91         10         32         34         47         83        109          7         46         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,710
Positions
    34,488      4,999          0      7,399     13,449      4,915      3,853     19,174         52        836      8,923          0        167        198
 
Changes from:       October 14, 2014                                 Total Change is:       260
      -806        195          0        -11       -315          0      1,048       -214       -103         92        791          0         40        -94
 
Percent of Open Interest Represented by Each Category of Trader
      66.7        9.7        0.0       14.3       26.0        9.5        7.5       37.1        0.1        1.6       17.3        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         5          7          0          .         10          .          5          8          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    50,929
Positions
    41,316     14,979          0          0     13,214        951      5,353      8,472      2,839        305     10,153          0        165        321
 
Changes from:       October 14, 2014                                 Total Change is:       723
     2,654      1,240          0          0      1,185       -370       -376     -1,025       -509       -642        226          0        -34        -24
 
Percent of Open Interest Represented by Each Category of Trader
      81.1       29.4        0.0        0.0       25.9        1.9       10.5       16.6        5.6        0.6       19.9        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        47
         5          5          0          0         15          .          6          7          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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    81,089
Positions
    15,759     56,197        881     10,157          0        182     26,787     19,139      2,332     14,173        210        431     10,387      1,716
 
Changes from:       October 14, 2014                                 Total Change is:   -11,768
       747       -483          0     -1,178       -100         99     -6,849    -11,435       -420     -3,690        101        389       -866         82
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       69.3        1.1       12.5        0.0        0.2       33.0       23.6        2.9       17.5        0.3        0.5       12.8        2.1
 
Number of Traders in Each Category                                    Total Traders:       148
         8          .          .         16          0          .         47         11         13         58          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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   422,049
Positions
    77,177    129,967     46,152     15,333     17,692     53,191    101,216     51,686     62,956     14,259      7,987     27,545     24,220     24,873
 
Changes from:       October 14, 2014                                 Total Change is:    14,233
    -5,079     35,970      5,890    -18,335     -1,910     11,118     25,067    -27,251      8,467     -2,029     -4,509     -6,444     -4,422     -7,098
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       30.8       10.9        3.6        4.2       12.6       24.0       12.2       14.9        3.4        1.9        6.5        5.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       193
        17         17         23         13         14         12         48         41         58         15         11         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    11,059
Positions
         0      3,138          0      3,140        628        777      6,554      5,294        307         25        900          0        256         15
 
Changes from:       October 14, 2014                                 Total Change is:      -186
       -76          0          0       -251          0         72         61       -280          0          0         19          0          8          3
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       28.4        0.0       28.4        5.7        7.0       59.3       47.9        2.8        0.2        8.1        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         0          .          0          4          .          .          7          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated October 24, 2014