BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,308
COMMITMENTS
     466    2,915       35    3,933    2,124    4,434    5,074      874      234

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        356)
      18      234       23      242      101      283      358       73       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     54.9      0.7     74.1     40.0     83.5     95.6     16.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        7        2       18       12       24       21
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,567
COMMITMENTS
   5,248    4,619      736   17,435   15,868   23,419   21,223    3,148    5,344

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      1,935)
     569     -724       91    1,119    2,097    1,779    1,464      156      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     17.4      2.8     65.6     59.7     88.2     79.9     11.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       17       19       28       27       53       52
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,715
COMMITMENTS
     268    2,282       77    2,532    1,189    2,877    3,548      838      167

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        234)
       4      183        1      201       21      206      205       28       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     61.4      2.1     68.2     32.0     77.4     95.5     22.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        5       12        3       18       13
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,758
COMMITMENTS
   6,624      691       98    1,707    5,653    8,429    6,442      329    2,316

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        779)
     627      -56       10      145      534      782      488       -3      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.6      7.9      1.1     19.5     64.5     96.2     73.6      3.8     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        4        4        8       17       19       22
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      257,826
COMMITMENTS
  92,143   38,486   43,939   91,679  131,970  227,761  214,395   30,065   43,431

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:     -3,017)
  -4,260    1,906    1,827      213   -4,311   -2,220     -578     -797   -2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     14.9     17.0     35.6     51.2     88.3     83.2     11.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      97       73      100       93      115      257      245
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      316,720
COMMITMENTS
 131,156   53,640   37,569  115,008  177,545  283,733  268,754   32,987   47,966

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:       -610)
    -163      921    1,936     -133   -1,339    1,640    1,518   -2,250   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     16.9     11.9     36.3     56.1     89.6     84.9     10.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     118       84      110      108      158      296      304
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,535
COMMITMENTS
   1,282    1,000      168    1,565    2,297    3,015    3,465    1,520    1,070

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        817)
     294       80       50       91      627      435      757      382       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     22.1      3.7     34.5     50.7     66.5     76.4     33.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       11        3       19       23       41       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,673
COMMITMENTS
  16,995    7,952    5,603   12,516   11,231   35,114   24,786   10,559   20,887

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        614)
     194      -44     -109      348      453      433      300      181      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     17.4     12.3     27.4     24.6     76.9     54.3     23.1     45.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      60       32       29       53       59      134      110
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,888
COMMITMENTS
   2,203    4,735       52    6,156    4,041    8,411    8,828      477       60

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        244)
     172       94       -2       89      135      259      227      -15       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     53.3      0.6     69.3     45.5     94.6     99.3      5.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        8        5       21       13       34       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,359
COMMITMENTS
  28,191   86,623    1,864   97,141   23,032  127,196  111,519   22,163   37,840

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -37,777)
   3,058   -4,010   -9,143  -31,115  -23,704  -37,200  -36,857     -577     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     58.0      1.2     65.0     15.4     85.2     74.7     14.8     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       35        4       19       23       36       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,131
COMMITMENTS
  26,537   14,617      650    4,062   23,100   31,249   38,367   19,882   12,764

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      3,764)
   1,245    1,280      319    2,879    1,646    4,443    3,245     -679      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     28.6      1.3      7.9     45.2     61.1     75.0     38.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        9        4        6       12       24       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      123,733
COMMITMENTS
  47,206   27,028    3,204   66,253   91,453  116,663  121,685    7,070    2,048

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      9,119)
   6,796    2,268    2,000      612    4,788    9,408    9,056     -289       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     21.8      2.6     53.5     73.9     94.3     98.3      5.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      45       20        3       10       21       58       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      198,063
COMMITMENTS
  62,593   48,173    2,553   94,669  129,001  159,815  179,727   38,248   18,336

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      6,415)
     308    3,713       45    2,698    3,482    3,051    7,240    3,364     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     24.3      1.3     47.8     65.1     80.7     90.7     19.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       29        5       24       28       66       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      239,160
COMMITMENTS
  14,261  158,083    2,633  210,400   25,214  227,294  185,930   11,866   53,230

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      6,417)
  -7,964    5,635      124   15,501      398    7,661    6,157   -1,244      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     66.1      1.1     88.0     10.5     95.0     77.7      5.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      19       80        6       28       27       52      108
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      240,206
COMMITMENTS
 102,462   70,290    4,825   87,272  106,981  194,559  182,096   45,647   58,110

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      9,251)
   4,682      433      891    4,050    9,306    9,623   10,630     -372   -1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     29.3      2.0     36.3     44.5     81.0     75.8     19.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      39       63       19       45       52       96      122
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,668
COMMITMENTS
  13,899    7,443      282      880    9,060   15,061   16,785    3,607    1,883

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:        729)
   1,057      274       30        9      843    1,096    1,147     -367     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     39.9      1.5      4.7     48.5     80.7     89.9     19.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24       14        1        4       12       28       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,274,131
COMMITMENTS
 664,949  1530927  1818837  6958652  5740320  9442438  9090084  831,693  1184047

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    280,642)
-111,290  113,745  133,512  314,522   11,375  336,744  258,632  -56,102   22,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     14.9     17.7     67.7     55.9     91.9     88.5      8.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      54       66       88      107      121      223      224
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      684,782
COMMITMENTS
 105,213   80,004   15,290  463,846  522,413  584,349  617,707  100,433   67,076

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:   -188,845)
     -14    5,173  -18,381 -165,021 -167,452 -183,415 -180,660   -5,429   -8,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     11.7      2.2     67.7     76.3     85.3     90.2     14.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     123       83       44      218      216      358      326
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      134,756
COMMITMENTS
   9,599    2,963      124   72,712  108,375   82,435  111,462   52,321   23,294

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -65,146)
  -9,881      197   -1,787  -55,611  -52,090  -67,279  -53,680    2,133  -11,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.2      0.1     54.0     80.4     61.2     82.7     38.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        7        2       35       37       44       45
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,750,132
COMMITMENTS
 492,660  399,794   61,240  1955671  2070189  2509571  2531223  240,561  218,909

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:   -618,493)
  29,862    5,406  -63,496 -547,048 -576,808 -580,682 -634,898  -37,811   16,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     14.5      2.2     71.1     75.3     91.3     92.0      8.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     121       81       42      203      203      338      312
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,800
COMMITMENTS
  11,883    3,727      791   77,449   92,965   90,123   97,483   10,677    3,317

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -12,126)
  -1,660      279   -1,562   -6,355  -10,855   -9,577  -12,138   -2,549       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.7      0.8     76.8     92.2     89.4     96.7     10.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15        6        4       50       39       66       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       82,705
COMMITMENTS
  23,032    3,054      275   53,658   76,175   76,965   79,504    5,740    3,201

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -20,698)
  -5,072      245     -953  -13,608  -18,135  -19,632  -18,843   -1,066   -1,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      3.7      0.3     64.9     92.1     93.1     96.1      6.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      64       24        8       67       59      133       89
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      413,523
COMMITMENTS
 115,162   15,269    1,374  268,289  380,875  384,825  397,518   28,698   16,005

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:   -103,490)
 -25,358    1,223   -4,765  -68,039  -90,674  -98,162  -94,216   -5,328   -9,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      3.7      0.3     64.9     92.1     93.1     96.1      6.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      64       24        8       67       59      133       89
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,884
COMMITMENTS
  14,857   69,096    1,139   86,022   13,901  102,018   84,136   15,866   33,748

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      4,766)
   1,105    3,691       97    5,072     -282    6,274    3,506   -1,508    1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     58.6      1.0     73.0     11.8     86.5     71.4     13.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       36        7       16       14       38       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       74,919
COMMITMENTS
  23,636   19,189       89   39,852   46,958   63,577   66,236   11,342    8,683

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      3,771)
   1,055    1,302       88    1,515    2,117    2,658    3,507    1,113      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     25.6      0.1     53.2     62.7     84.9     88.4     15.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       18        2       28       15       58       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      103,004
COMMITMENTS
  40,501   12,934      186   50,340   31,957   91,027   45,077   11,977   57,927

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:     16,618)
   8,058    3,644       95    6,741   13,350   14,894   17,089    1,724     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     12.6      0.2     48.9     31.0     88.4     43.8     11.6     56.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43        7        3       36       18       80       27



Updated December 30, 2013