BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,968
COMMITMENTS
     234    2,643      173    4,323    1,818    4,730    4,634    1,238    1,334

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:        383)
      17      243       -6      347       -1      358      236       25      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     44.3      2.9     72.4     30.5     79.3     77.6     20.7     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       11        6       14       14       22       26
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,890
COMMITMENTS
  26,822    8,693      630   16,118   24,380   43,570   33,703    1,320   11,187

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      3,444)
   2,581      807       88      702    2,034    3,371    2,929       73      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     19.4      1.4     35.9     54.3     97.1     75.1      2.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       24       22       30       33       63       65
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,067
COMMITMENTS
      52    1,127      166    3,745    2,618    3,963    3,911    1,104    1,156

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:        246)
      -3       74       11       81      158       89      243      157        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     22.2      3.3     73.9     51.7     78.2     77.2     21.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        9        6       14       13       21       23
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,147
COMMITMENTS
   2,342      382       33      486    1,387    2,861    1,802      286    1,345

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:         52)
     -50      -42       -5       45       39      -10       -8       62       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     12.1      1.0     15.4     44.1     90.9     57.3      9.1     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        2        5        9       11       16
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      213,052
COMMITMENTS
  90,552   43,016   26,380   75,563  115,439  192,495  184,835   20,557   28,217

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -5,393)
  -6,298      306    1,991     -448   -7,019   -4,755   -4,722     -638     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     20.2     12.4     35.5     54.2     90.4     86.8      9.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      81       78       78       69       86      202      203
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      289,532
COMMITMENTS
 137,071   50,186   26,758   95,926  163,793  259,755  240,737   29,777   48,795

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -7,178)
  -8,515    1,580      -68    3,719   -9,581   -4,864   -8,069   -2,314      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     17.3      9.2     33.1     56.6     89.7     83.1     10.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     122       70       97       91      161      266      296
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,118
COMMITMENTS
   1,452    2,180      140    1,413      675    3,005    2,995    1,113    1,123

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:       -539)
     -86      -20     -264     -163      -96     -513     -380      -26     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     52.9      3.4     34.3     16.4     73.0     72.7     27.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       14        5       22       13       41       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,209
COMMITMENTS
  14,424    9,794    5,161   13,453   10,562   33,038   25,517   11,171   18,692

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -1,232)
  -1,389   -1,506       29     -182      435   -1,542   -1,042      310     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     22.2     11.7     30.4     23.9     74.7     57.7     25.3     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      58       46       42       64       78      149      147
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,885
COMMITMENTS
   6,427   24,936      281   26,326    6,591   33,034   31,808      851    2,077

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      3,942)
     306    2,247       50    3,591    1,225    3,947    3,522       -5      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     73.6      0.8     77.7     19.5     97.5     93.9      2.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       14        6       19       15       38       31
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       49,972
COMMITMENTS
   3,936    1,349      133   45,285   47,865   49,354   49,347      618      625

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -19,871)
    -583   -5,732      -78  -19,288  -14,031  -19,949  -19,841       78      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.7      0.3     90.6     95.8     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        1       12       13       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,475
COMMITMENTS
  32,397   48,091   21,751   55,795   21,609  109,943   91,451   19,532   38,024

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     19,825)
  -1,009      323   15,983    6,617    2,985   21,591   19,291   -1,766      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     37.1     16.8     43.1     16.7     84.9     70.6     15.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       27       15       22       17       48       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,377
COMMITMENTS
  18,905   22,560      327   25,520    7,349   44,752   30,236    6,625   21,141

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -27,119)
   9,934   -8,508  -15,729  -19,631   -1,873  -25,426  -26,110   -1,693   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     43.9      0.6     49.7     14.3     87.1     58.9     12.9     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       16        4        9       11       23       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,628
COMMITMENTS
  25,843   78,599        0  108,876   51,565  134,719  130,164    2,909    7,464

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -75,531)
  -6,273   -2,111  -21,788  -46,929  -51,226  -74,990  -75,125     -541     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     57.1      0.0     79.1     37.5     97.9     94.6      2.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      26       59        0       13       18       39       77
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      137,581
COMMITMENTS
  37,861   52,413    2,263   80,630   53,538  120,754  108,214   16,827   29,367

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -54,523)
     166   -8,884  -10,433  -43,570  -32,212  -53,837  -51,529     -686   -2,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     38.1      1.6     58.6     38.9     87.8     78.7     12.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       24        7       22       27       55       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      227,685
COMMITMENTS
  45,652  132,579    5,546  161,934   31,809  213,132  169,934   14,553   57,751

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -52,174)
   7,585   -9,624   -9,012  -45,682  -30,886  -47,109  -49,522   -5,065   -2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     58.2      2.4     71.1     14.0     93.6     74.6      6.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      25       57       13       26       27       57       91
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      368,171
COMMITMENTS
  56,179  182,834    9,077  268,612   95,144  333,868  287,055   34,303   81,116

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:   -109,690)
  -2,127  -12,384   -9,452  -98,566  -79,681 -110,145 -101,517      455   -8,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     49.7      2.5     73.0     25.8     90.7     78.0      9.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      41       89       26       49       61      103      164
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       63,770
COMMITMENTS
   4,485   54,645    3,727   54,822    4,939   63,034   63,311      736      459

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:         76)
    -575     -496      593       86       75      104      172      -28      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     85.7      5.8     86.0      7.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        9        2        7        6       12       15
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,447
COMMITMENTS
   9,865   10,504      353    5,858    2,611   16,076   13,468    2,371    4,979

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -5,103)
      79   -1,577     -362   -5,116   -2,431   -5,399   -4,370      296     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5     56.9      1.9     31.8     14.2     87.1     73.0     12.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      22       23        2        8        4       30       29
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,367,197
COMMITMENTS
 1464035  1736584  2078932  6084704  5294490  9627671  9110006  739,526  1257191

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -1,221,307)
-253,013 -743,862  -97,745 -851,001 -378,889 -1201759 -1220496  -19,548     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     16.8     20.1     58.7     51.1     92.9     87.9      7.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      42       87       92      119      138      221      264
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      832,516
COMMITMENTS
 116,311   88,149   33,269  579,413  635,560  728,993  756,978  103,523   75,538

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     56,528)
   7,643   -9,116    5,586   33,250   53,594   46,478   50,063   10,050    6,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     10.6      4.0     69.6     76.3     87.6     90.9     12.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     134      102       89      266      263      436      421
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      173,359
COMMITMENTS
  15,905    9,495    3,896  105,878  137,159  125,679  150,550   47,680   22,809

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     18,480)
    -322   -1,616     -120   10,695   21,111   10,253   19,375    8,227     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.5      2.2     61.1     79.1     72.5     86.8     27.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        7       12       48       43       66       57
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,295,783
COMMITMENTS
 543,993  435,232  104,901  2367674  2492007  3016568  3032140  279,215  263,643

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    190,242)
  35,902  -41,422   32,450  112,775  162,413  181,127  153,441    9,115   36,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     13.2      3.2     71.8     75.6     91.5     92.0      8.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     131      103       80      256      251      419      403
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,421
COMMITMENTS
   8,059    4,256    1,477   78,383  102,052   87,919  107,785   23,502    3,636

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     11,516)
  -2,865      291     -258   11,682   11,651    8,559   11,684    2,957     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      3.8      1.3     70.3     91.6     78.9     96.7     21.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13        6        5       56       41       71       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      109,225
COMMITMENTS
  22,199    9,275    2,420   77,899   95,065  102,518  106,761    6,706    2,464

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     17,532)
     229    2,350      540   20,963   20,000   21,732   22,891   -4,199   -5,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      8.5      2.2     71.3     87.0     93.9     97.7      6.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      67       48       23       92       84      171      143
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,672
COMMITMENTS
   1,045    1,000        0   13,504   17,978   14,549   18,978    5,123      694

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      4,956)
    -317      200        0    4,656    4,668    4,339    4,868      617       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      5.1      0.0     68.6     91.4     74.0     96.5     26.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13       12       16       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      447,764
COMMITMENTS
 109,756   45,364    8,115  321,976  385,434  439,847  438,913    7,917    8,851

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     62,881)
   3,904   11,926    1,526   81,533   76,661   86,963   90,113  -24,082  -27,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     10.1      1.8     71.9     86.1     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      66       47       22       86       84      163      142
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,787
COMMITMENTS
  26,786   61,039      808   75,012   18,777  102,606   80,624   14,181   36,163

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -42,500)
   9,408   -1,352   -4,442  -44,024  -34,979  -39,058  -40,773   -3,442   -1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     52.3      0.7     64.2     16.1     87.9     69.0     12.1     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       41        8       18       13       39       60
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       60,474
COMMITMENTS
  19,769   14,544      373   29,725   39,764   49,867   54,681   10,607    5,793

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -21,953)
  -3,378   -7,379   -4,293  -10,199    5,341  -17,870   -6,331   -4,083  -15,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     24.1      0.6     49.2     65.8     82.5     90.4     17.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19       12        2       24       13       43       27
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       98,501
COMMITMENTS
  40,550    4,183      785   45,802   10,766   87,137   15,734   11,364   82,767

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -47,224)
 -12,374  -22,305   -5,412  -23,551  -26,356  -41,337  -54,073   -5,887    6,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      4.2      0.8     46.5     10.9     88.5     16.0     11.5     84.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31        6        3       29       19       63       25



Updated December 19, 2014