BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,867
COMMITMENTS
     404    3,701       11    4,163    1,823    4,578    5,535    1,289      332

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        239)
      35      237        3      197       -1      235      239        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     63.1      0.2     71.0     31.1     78.0     94.3     22.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        8        3       15        9       20       18
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,965
COMMITMENTS
   7,137    3,734      848   17,276   19,138   25,261   23,720    3,704    5,245

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      1,211)
     256      -75      135      832    1,037    1,223    1,097      -12      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     12.9      2.9     59.6     66.1     87.2     81.9     12.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       13       21       24       27       55       51
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,464
COMMITMENTS
     571    3,043       63    2,691    1,217    3,325    4,323    1,139      141

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        264)
      93      182       -1       24       65      116      246      148       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     68.2      1.4     60.3     27.3     74.5     96.8     25.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        3       10        3       15       11
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,156
COMMITMENTS
   8,410      990      148    2,329    7,600   10,887    8,738      269    2,418

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        552)
     511       89       -4      233      371      740      456     -188       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4      8.9      1.3     20.9     68.1     97.6     78.3      2.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        6        3        8       14       19       21
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,526
COMMITMENTS
  99,334   34,164   46,945   81,294  141,085  227,573  222,194   36,953   42,332

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -6,515)
   3,127   -2,739   -3,951   -5,908    3,432   -6,732   -3,258      217   -3,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     12.9     17.7     30.7     53.3     86.0     84.0     14.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     106       64      105       91      115      264      245
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      365,010
COMMITMENTS
 167,823   54,954   44,710  116,046  208,690  328,579  308,354   36,431   56,656

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      1,853)
   2,024     -382      998   -2,693    2,847      329    3,463    1,524   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     15.1     12.2     31.8     57.2     90.0     84.5     10.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     148       92      119      110      158      341      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,087
COMMITMENTS
     913    1,618       13    1,762    1,289    2,688    2,920    1,399    1,167

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        149)
     -67      316      -26      226     -375      133      -85       16      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     39.6      0.3     43.1     31.5     65.8     71.4     34.2     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       17        4       20       11       35       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,739
COMMITMENTS
  18,416    9,277    7,276   14,697   12,400   40,389   28,953   12,350   23,786

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      1,096)
     481      147      749      489      -90    1,719      806     -623      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     17.6     13.8     27.9     23.5     76.6     54.9     23.4     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      68       33       48       63       66      162      135
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,126
COMMITMENTS
   2,380    5,624       43    5,922    3,376    8,345    9,043      781       83

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        259)
      49      140       31      223      210      303      381      -44     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     61.6      0.5     64.9     37.0     91.4     99.1      8.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        6        6       16       11       29       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,646
COMMITMENTS
   3,457    4,758    1,267   33,551   32,033   38,275   38,058      371      588

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        232)
    -760      255        1    1,103        1      344      257     -112      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     12.3      3.3     86.8     82.9     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       14       12       17       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      157,214
COMMITMENTS
  25,976   88,765    2,468  100,271   24,102  128,715  115,335   28,499   41,879

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:    -12,242)
  -3,447  -10,985       -8  -12,130    1,505  -15,585   -9,488    3,343   -2,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     56.5      1.6     63.8     15.3     81.9     73.4     18.1     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       33        9       24       21       47       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,869
COMMITMENTS
  11,389   11,830      413   14,650   15,966   26,452   28,209   14,417   12,660

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -1,241)
    -256   -1,736      100   -3,440    2,060   -3,596      424    2,355   -1,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     28.9      1.0     35.8     39.1     64.7     69.0     35.3     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       11        5       10       13       23       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      133,035
COMMITMENTS
  20,730   56,046    4,981  102,108   65,818  127,819  126,845    5,216    6,190

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     11,893)
  -6,009   25,679      395   18,192  -15,096   12,578   10,978     -685      915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     42.1      3.7     76.8     49.5     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      27       52        7       18       17       50       73
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      218,738
COMMITMENTS
  63,359   41,187    3,783  111,557  152,335  178,699  197,305   40,039   21,433

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     10,626)
   6,786   -6,666      194    1,345   18,304    8,325   11,832    2,301   -1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     18.8      1.7     51.0     69.6     81.7     90.2     18.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      41       25        6       28       31       73       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      203,014
COMMITMENTS
  15,977  102,169    3,218  166,773   53,084  185,968  158,471   17,046   44,543

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:    -14,534)
   2,849  -25,920      358  -19,500   14,583  -16,293  -10,979    1,759   -3,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     50.3      1.6     82.1     26.1     91.6     78.1      8.4     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      28       49       10       25       33       58       87
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      260,799
COMMITMENTS
  86,963   72,616    6,663  126,816  118,340  220,442  197,619   40,357   63,180

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      5,499)
   7,642  -10,477      498   -4,257   22,328    3,883   12,349    1,616   -6,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     27.8      2.6     48.6     45.4     84.5     75.8     15.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      44       64       23       46       49      103      123
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       12,527
COMMITMENTS
   4,360    4,346    3,275    4,321    3,201   11,956   10,822      571    1,705

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        178)
    -610      -86     -178      921        0      133     -264       45      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     34.7     26.1     34.5     25.6     95.4     86.4      4.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4       11        3        6        3       11       16
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,796
COMMITMENTS
  16,606    6,921      774      947   11,872   18,327   19,567    3,469    2,229

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -1,021)
    -724   -1,853      212     -311      526     -823   -1,115     -198       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.2     31.8      3.6      4.3     54.5     84.1     89.8     15.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      22       18        3        5       14       29       33
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,006,639
COMMITMENTS
 686,174  1538921  1675241  6913143  5750278  9274558  8964440  732,081  1042199

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:   -319,420)
  12,325  -65,670 -168,282 -129,233    3,496 -285,190 -230,456  -34,230  -88,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     15.4     16.7     69.1     57.5     92.7     89.6      7.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      51       74       88      115      128      225      237
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      743,768
COMMITMENTS
 102,145   98,136   19,315  512,920  552,642  634,379  670,093  109,389   73,675

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     21,692)
     397    2,999    1,467    4,262    7,026    6,127   11,492   15,566   10,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     13.2      2.6     69.0     74.3     85.3     90.1     14.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     131       94       55      232      219      380      351
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      161,367
COMMITMENTS
  11,676    4,972      617  104,171  119,508  116,464  125,097   44,903   36,270

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     13,580)
   1,254    1,030      323   11,218     -115   12,795    1,238      785   12,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      3.1      0.4     64.6     74.1     72.2     77.5     27.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12        5        5       41       38       54       47
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,912,005
COMMITMENTS
 469,031  482,509   76,801  2043745  2165669  2589577  2724979  322,428  187,026

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     40,561)
    -733   13,398    2,169  -34,778   35,704  -33,342   51,271   73,903  -10,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     16.6      2.6     70.2     74.4     88.9     93.6     11.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     127       93       50      215      207      357      335
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,190
COMMITMENTS
  14,598    3,878    3,035   76,197   94,401   93,830  101,314   10,360    2,876

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -1,283)
    -623      546    2,027   -2,987   -3,234   -1,583     -661      300     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      3.7      2.9     73.1     90.6     90.1     97.2      9.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      18        5        4       52       36       71       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,684
COMMITMENTS
  24,845    6,061      123   52,098   76,579   77,066   82,762    8,619    2,922

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        965)
   1,189    1,396     -244   -1,570      546     -626    1,698    1,591     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      7.1      0.1     60.8     89.4     89.9     96.6     10.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      72       24       10       69       60      144       91
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      428,422
COMMITMENTS
 124,226   30,303      614  260,489  382,894  385,329  413,811   43,093   14,611

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      4,826)
   5,943    6,982   -1,222   -7,849    2,731   -3,128    8,491    7,954   -3,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      7.1      0.1     60.8     89.4     89.9     96.6     10.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      72       24       10       69       60      144       91
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,426
COMMITMENTS
  13,997   79,720    1,429  105,951   17,466  121,377   98,615   15,049   37,811

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -1,077)
  -1,648     -579      291    2,092    1,376      735    1,088   -1,812   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     58.4      1.0     77.7     12.8     89.0     72.3     11.0     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       39       10       19       18       42       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       67,980
COMMITMENTS
  18,663   15,714        0   37,654   49,214   56,317   64,928   11,663    3,052

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -9,309)
  -6,573   -6,024     -375   -1,489      167   -8,437   -6,232     -872   -3,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     23.1      0.0     55.4     72.4     82.8     95.5     17.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      30       13        0       27       13       57       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      106,629
COMMITMENTS
  37,983    8,768    1,190   57,489   22,526   96,662   32,484    9,967   74,145

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -2,274)
  -2,656      948      767     -109    2,003   -1,998    3,718     -276   -5,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      8.2      1.1     53.9     21.1     90.7     30.5      9.3     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      38        7        4       42       19       82       28



Updated January 31, 2014