BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,628
COMMITMENTS
     369    3,464        8    3,966    1,824    4,343    5,296    1,285      332

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        335)
      40      304        0      171       20      211      324      124       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     61.5      0.1     70.5     32.4     77.2     94.1     22.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        2       15        9       19       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,754
COMMITMENTS
   6,881    3,809      713   16,444   18,101   24,038   22,623    3,716    5,131

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,714)
   1,011      339       -6      347    1,204    1,352    1,537      362      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     13.7      2.6     59.2     65.2     86.6     81.5     13.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       12       18       25       28       52       50
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,200
COMMITMENTS
     478    2,861       64    2,667    1,152    3,209    4,077      991      123

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        284)
     150      260       15       65        3      230      278       54        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     68.1      1.5     63.5     27.4     76.4     97.1     23.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        7        3       10        3       15       11
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,604
COMMITMENTS
   7,899      901      152    2,096    7,229   10,147    8,282      457    2,322

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,101)
     701      135       25      237      890      963    1,050      138       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5      8.5      1.4     19.8     68.2     95.7     78.1      4.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        6        4        7       13       17       21
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,041
COMMITMENTS
  96,207   36,903   50,896   87,202  137,653  234,305  225,452   36,736   45,589

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      5,675)
   3,271   -2,332    2,692   -2,656    5,919    3,307    6,279    2,368     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     13.6     18.8     32.2     50.8     86.4     83.2     13.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     106       66      103       90      112      261      243
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      363,157
COMMITMENTS
 165,799   55,336   43,712  118,739  205,843  328,250  304,891   34,907   58,266

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     13,252)
   8,401    2,482    2,533    2,802    6,275   13,736   11,290     -484    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     15.2     12.0     32.7     56.7     90.4     84.0      9.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     138       98      121      113      157      336      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,938
COMMITMENTS
     980    1,302       39    1,536    1,664    2,555    3,005    1,383      933

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        138)
      77      125      -18       47      -61      106       46       32       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     33.1      1.0     39.0     42.3     64.9     76.3     35.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       15        2       16       15       29       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,643
COMMITMENTS
  17,935    9,130    6,527   14,208   12,490   38,670   28,147   12,973   23,496

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,779)
     967      104      466     -364     -239    1,069      331      710    1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     17.7     12.6     27.5     24.2     74.9     54.5     25.1     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      67       32       39       62       72      154      135
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,867
COMMITMENTS
   2,331    5,484       12    5,699    3,166    8,042    8,662      825      205

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,019)
     301      535        1      694      401      996      937       23       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     61.8      0.1     64.3     35.7     90.7     97.7      9.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        6        4       15        9       27       18
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,414
COMMITMENTS
   4,217    4,503    1,266   32,448   32,032   37,931   37,801      483      613

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -793)
  -2,419     -731        1    1,708     -122     -710     -852      -83       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     11.7      3.3     84.5     83.4     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       14       12       18       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      169,456
COMMITMENTS
  29,423   99,750    2,476  112,401   22,597  144,300  124,823   25,156   44,633

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,914)
  -4,789   -1,807      135    3,947   -1,546     -707   -3,218   -1,207    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     58.9      1.5     66.3     13.3     85.2     73.7     14.8     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       34        7       24       23       48       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,110
COMMITMENTS
  11,645   13,566      313   18,090   13,906   30,048   27,785   12,062   14,325

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -681)
    -956   -1,976        4    3,549     -243    2,597   -2,215   -3,278    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     32.2      0.7     43.0     33.0     71.4     66.0     28.6     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       10        2       10       10       20       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,142
COMMITMENTS
  26,739   30,367    4,586   83,916   80,914  115,241  115,867    5,901    5,275

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      8,144)
  -5,756   11,589    1,365   13,685   -7,800    9,294    5,154   -1,150    2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     25.1      3.8     69.3     66.8     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       42        7       16       17       56       61
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      208,112
COMMITMENTS
  56,573   47,853    3,589  110,212  134,031  170,374  185,473   37,738   22,639

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      6,740)
   2,221    4,661      374    3,453     -876    6,048    4,159      692    2,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     23.0      1.7     53.0     64.4     81.9     89.1     18.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      38       29        8       28       31       71       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      217,548
COMMITMENTS
  13,128  128,089    2,860  186,273   38,501  202,261  169,450   15,287   48,098

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -776)
   2,374     -731     -660   -2,523    2,009     -809      618       33   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     58.9      1.3     85.6     17.7     93.0     77.9      7.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      22       69        9       24       31       51      104
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      255,300
COMMITMENTS
  79,321   83,093    6,165  131,073   96,012  216,559  185,270   38,741   70,030

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     11,866)
  -7,738    5,280      653   23,190   -2,879   16,105    3,054   -4,239    8,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     32.5      2.4     51.3     37.6     84.8     72.6     15.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      36       72       26       46       49       97      132
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       12,349
COMMITMENTS
   4,970    4,432    3,453    3,400    3,201   11,823   11,086      526    1,263

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        110)
     -28      -37       87       -2       10       57       60       53       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     35.9     28.0     27.5     25.9     95.7     89.8      4.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       11        4        5        3       11       17
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,817
COMMITMENTS
  17,330    8,774      562    1,258   11,346   19,150   20,682    3,667    2,135

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        -53)
    -209      849      360      141   -1,283      292      -74     -345       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     38.5      2.5      5.5     49.7     83.9     90.6     16.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26       21        3        6       13       33       36
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,326,059
COMMITMENTS
 673,849  1604591  1843523  7042376  5746782  9559748  9194896  766,311  1131163

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    235,941)
  12,553   62,562  122,090  107,299   78,657  241,942  263,309   -6,001  -27,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     15.5     17.9     68.2     55.7     92.6     89.0      7.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      47       75       89      118      126      227      235
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      722,076
COMMITMENTS
 101,748   95,137   17,847  508,658  545,616  628,253  658,601   93,823   63,475

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      2,547)
  -8,339    7,726   -5,093   21,845    3,977    8,414    6,610   -5,867   -4,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.2      2.5     70.4     75.6     87.0     91.2     13.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     132       85       50      234      218      381      338
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      147,787
COMMITMENTS
  10,422    3,942      294   92,953  119,623  103,669  123,859   44,118   23,928

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      5,360)
     575   -2,859        4   12,323    8,028   12,902    5,173   -7,542      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.7      0.2     62.9     80.9     70.1     83.8     29.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10        4        5       43       38       54       46
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,871,444
COMMITMENTS
 469,764  469,111   74,632  2078523  2129965  2622919  2673708  248,525  197,736

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    -14,067)
 -60,075   37,418   -9,977   47,611  -20,254  -22,441    7,187    8,374  -21,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     16.3      2.6     72.4     74.2     91.3     93.1      8.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     128       86       46      215      207      357      325
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,473
COMMITMENTS
  15,221    3,332    1,008   79,184   97,635   95,413  101,975   10,060    3,498

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,212)
   1,476      215      168       70       72    1,714      455     -502      757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      3.2      1.0     75.1     92.6     90.5     96.7      9.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16        5        4       49       40       66       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,719
COMMITMENTS
  23,657    4,664      367   53,668   76,033   77,691   81,064    7,028    3,655

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,517)
  -1,585   -2,732      223     -734    1,050   -2,096   -1,459      579      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      5.5      0.4     63.3     89.7     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      81       23       10       73       59      156       90
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      423,596
COMMITMENTS
 118,283   23,321    1,836  268,338  380,163  388,457  405,320   35,139   18,276

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -7,584)
  -7,924  -13,661    1,114   -3,668    5,252  -10,478   -7,295    2,894     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      5.5      0.4     63.3     89.7     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      81       23       10       73       59      156       90
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,503
COMMITMENTS
  15,645   80,299    1,138  103,859   16,090  120,642   97,527   16,861   39,976

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     25,162)
   5,269   17,935   -1,208   22,186      408   26,247   17,135   -1,085    8,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     58.4      0.8     75.5     11.7     87.7     70.9     12.3     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       39        9       19       18       41       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       77,289
COMMITMENTS
  25,236   21,738      375   39,143   49,047   64,754   71,160   12,535    6,129

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,718)
    -102    1,443      350      290      287      538    2,080    1,180     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     28.1      0.5     50.6     63.5     83.8     92.1     16.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       17        3       27       13       60       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      108,903
COMMITMENTS
  40,639    7,820      423   57,598   20,523   98,660   28,766   10,243   80,137

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      4,148)
   3,070   -3,661      304      264      409    3,638   -2,948      510    7,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      7.2      0.4     52.9     18.8     90.6     26.4      9.4     73.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      36        8        3       40       18       76       29



Updated January 24, 2014