BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,807
COMMITMENTS
     396    2,611      213    3,954    2,502    4,563    5,326    1,244      481

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        145)
     -24       79       17       22      108       15      204      130      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     45.0      3.7     68.1     43.1     78.6     91.7     21.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        8        7       16       13       24       26
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,270
COMMITMENTS
  16,347    6,574    2,171   14,361   20,045   32,879   28,790    3,391    7,480

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      1,728)
     805     -386      275      722    1,293    1,802    1,182      -74      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     18.1      6.0     39.6     55.3     90.7     79.4      9.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       24       26       27       34       67       69
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,905
COMMITMENTS
     294    1,698       63    2,744    1,258    3,101    3,019      804      886

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        200)
      -7       70        1      151       25      145       96       55      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     43.5      1.6     70.3     32.2     79.4     77.3     20.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        6       13        8       20       17
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,552
COMMITMENTS
   4,374      555      106      703    3,573    5,183    4,234      369    1,318

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:         45)
      34        9       14       -2        3       46       26       -1       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.8     10.0      1.9     12.7     64.4     93.4     76.3      6.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        7        5        7       13       18       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,025
COMMITMENTS
 101,715   37,128   27,358   91,589  150,343  220,662  214,829   28,363   34,196

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      7,503)
   2,024      203    4,418      360    2,516    6,802    7,137      701      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     14.9     11.0     36.8     60.4     88.6     86.3     11.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     115       57       98       77      107      249      230
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      317,667
COMMITMENTS
 148,193   63,266   31,645  104,055  172,605  283,893  267,516   33,774   50,151

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      5,251)
  -2,605    3,856    2,348    3,049   -1,129    2,792    5,075    2,459      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     19.9     10.0     32.8     54.3     89.4     84.2     10.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     139       87      111      122      165      321      322
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,884
COMMITMENTS
   1,459    1,471      282    1,148      906    2,889    2,659      995    1,225

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        297)
     -20      112      179      -51      -55      108      236      189       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     37.9      7.3     29.6     23.3     74.4     68.5     25.6     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13       15        8       14       11       34       30
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,174
COMMITMENTS
  15,338   10,468    4,515   14,126    9,533   33,979   24,516   10,195   19,658

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     -1,816)
  -1,401   -1,268     -367      658      442   -1,110   -1,193     -706     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     23.7     10.2     32.0     21.6     76.9     55.5     23.1     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      58       49       42       61       69      151      139
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,345
COMMITMENTS
   4,716   13,152      209   12,646    4,619   17,571   17,980      774      365

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        679)
     185      641        8      514       50      707      699      -28      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     71.7      1.1     68.9     25.2     95.8     98.0      4.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       10        5       16       11       34       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,232
COMMITMENTS
   6,883    7,807        0   27,908   26,796   34,791   34,603      441      629

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,862)
     568      650      -29    2,226    2,043    2,765    2,664       97      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     22.2      0.0     79.2     76.1     98.7     98.2      1.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        0        9       13       14       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       89,376
COMMITMENTS
  33,014   37,580    2,190   29,652   15,494   64,856   55,264   24,520   34,112

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     12,846)
   5,341   12,971      470    5,456   -2,134   11,267   11,307    1,579    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     42.0      2.5     33.2     17.3     72.6     61.8     27.4     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       30       10       16       17       43       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,223
COMMITMENTS
  11,998   24,555      213   38,280    7,116   50,491   31,884    6,732   25,339

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      5,099)
   3,644    2,826       72    1,859    1,992    5,575    4,890     -476      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     42.9      0.4     66.9     12.4     88.2     55.7     11.8     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       16        2       13       11       24       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      148,678
COMMITMENTS
  48,864   56,178    1,474   94,248   85,206  144,586  142,858    4,092    5,820

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     -2,641)
  -9,414    8,404      -10    7,889  -13,223   -1,535   -4,829   -1,106    2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     37.8      1.0     63.4     57.3     97.2     96.1      2.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      22       52        4       15       21       40       76
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      132,369
COMMITMENTS
  54,243   50,654    2,476   54,723   51,553  111,442  104,683   20,927   27,686

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     -1,692)
     552   -4,087     -250   -3,163    6,901   -2,861    2,564    1,169   -4,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     38.3      1.9     41.3     38.9     84.2     79.1     15.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      30       36       11       20       28       54       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      239,477
COMMITMENTS
  29,910  150,788    2,810  192,095   29,618  224,815  183,216   14,662   56,261

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     17,263)
   1,519   16,975      311   17,329    1,635   19,159   18,921   -1,896   -1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     63.0      1.2     80.2     12.4     93.9     76.5      6.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      23       63        7       29       31       56       97
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      409,986
COMMITMENTS
  67,030  204,555    6,697  302,134  114,913  375,861  326,165   34,125   83,821

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     11,049)
   6,376    1,936   -1,461    4,974    8,589    9,889    9,064    1,160    1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     49.9      1.6     73.7     28.0     91.7     79.6      8.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      48       95       26       48       57      108      166
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       63,322
COMMITMENTS
  12,990   29,690    7,692   41,734   25,261   62,416   62,643      906      679

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,522)
  -5,281    3,859      618    7,320   -2,075    2,657    2,402     -135      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     46.9     12.1     65.9     39.9     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        9        6        6        6       18       18
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,209
COMMITMENTS
  10,092   10,028      409    5,356    3,214   15,857   13,651    2,352    4,558

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,063)
     313    2,090      213    1,692     -659    2,218    1,644     -155      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4     55.1      2.2     29.4     17.7     87.1     75.0     12.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       28        2       10       12       27       42
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,944,395
COMMITMENTS
 1295534  2921411  2533132  8359552  6185057 12188218 11639600  756,177  1304795

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:   -222,877)
  31,232  -31,522   29,952 -290,039 -227,274 -228,855 -228,844    5,978    5,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     22.6     19.6     64.6     47.8     94.2     89.9      5.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      49      106      114      134      154      266      300
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      688,127
COMMITMENTS
 100,887   94,971   18,636  477,661  513,132  597,184  626,739   90,943   61,388

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      1,092)
   3,818   -7,687       23   -6,003    8,490   -2,162      827    3,254      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     13.8      2.7     69.4     74.6     86.8     91.1     13.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     119      104       59      228      245      376      379
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      128,148
COMMITMENTS
  10,153   12,232      414   75,759  100,255   86,326  112,901   41,822   15,247

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        915)
  -1,194      205      -38      885    1,104     -347    1,271    1,262     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      9.5      0.3     59.1     78.2     67.4     88.1     32.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9        7        3       35       37       44       47
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,799,895
COMMITMENTS
 455,268  415,295   89,509  2009511  2064387  2554288  2569191  245,607  230,704

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        883)
  18,979  -45,540    6,388  -34,442   36,931   -9,075   -2,221    9,958    3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     14.8      3.2     71.8     73.7     91.2     91.8      8.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     117      102       56      217      237      361      368
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,921
COMMITMENTS
  11,842    4,871    1,923   69,907   88,262   83,672   95,056   15,249    3,865

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      3,733)
  -3,541      -61    1,182    3,033    1,953      674    3,074    3,059      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      4.9      1.9     70.7     89.2     84.6     96.1     15.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18        5        4       50       38       69       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,621
COMMITMENTS
  22,298    8,382      767   45,579   61,319   68,644   70,468    6,977    5,153

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:         54)
     993     -215     -382   -1,755      613   -1,144       16    1,198       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     11.1      1.0     60.3     81.1     90.8     93.2      9.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      57       61       14       74       73      140      139
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      378,107
COMMITMENTS
 111,491   41,910    3,834  227,897  306,596  343,222  352,340   34,885   25,767

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        269)
   4,965   -1,076   -1,910   -8,774    3,067   -5,719       81    5,988      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     11.1      1.0     60.3     81.1     90.8     93.2      9.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      57       61       14       74       73      140      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,488
COMMITMENTS
  43,193   45,210      679   55,299   38,251   99,171   84,140   19,317   34,348

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     12,732)
  -3,994    6,370       69   17,950    1,464   14,025    7,903   -1,293    4,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     38.2      0.6     46.7     32.3     83.7     71.0     16.3     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       40        8       19       17       48       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       63,635
COMMITMENTS
  22,220   15,737      271   29,469   27,343   51,960   43,351   11,675   20,284

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:       -856)
  -1,607   -1,925      221      -37       89   -1,423   -1,615      567      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     24.7      0.4     46.3     43.0     81.7     68.1     18.3     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18       15        2       23       12       42       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      104,548
COMMITMENTS
  38,641    8,991      370   54,280   19,683   93,291   29,044   11,257   75,504

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,145)
  -1,994    2,077     -306    2,904      587      604    2,358    1,541     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      8.6      0.4     51.9     18.8     89.2     27.8     10.8     72.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      35        7        2       33       20       69       28



Updated October 3, 2014