BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,288
COMMITMENTS
     232    2,711      209    4,560    1,977    5,001    4,897    1,287    1,391

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        320)
      -2       68       36      237      159      271      263       49       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     43.1      3.3     72.5     31.4     79.5     77.9     20.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       12        6       15       15       23       27
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,965
COMMITMENTS
  27,675    9,169      794   17,136   25,590   45,605   35,553    1,360   11,412

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,075)
     853      476      164    1,018    1,210    2,035    1,850       40      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     19.5      1.7     36.5     54.5     97.1     75.7      2.9     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       25       22       29       32       62       64
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,228
COMMITMENTS
      54    1,249      162    3,767    2,852    3,983    4,263    1,245      965

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        161)
       2      122       -4       22      234       20      352      141     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     23.9      3.1     72.1     54.6     76.2     81.5     23.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        9        7       14       13       22       23
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,336
COMMITMENTS
   2,479      429       30      488    1,445    2,997    1,904      339    1,432

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        189)
     137       47       -3        2       58      136      102       53       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     12.9      0.9     14.6     43.3     89.8     57.1     10.2     42.9

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 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      208,408
COMMITMENTS
  81,677   44,176   25,352   82,117  111,566  189,146  181,094   19,262   27,314

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -4,644)
  -8,875    1,160   -1,028    6,554   -3,873   -3,349   -3,741   -1,295     -903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     21.2     12.2     39.4     53.5     90.8     86.9      9.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      79       71       79       66       83      199      197
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,964
COMMITMENTS
 110,489   47,089   26,582  102,612  152,079  239,683  225,750   28,281   42,214

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -21,568)
 -26,582   -3,097     -176    6,686  -11,714  -20,072  -14,987   -1,496   -6,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     17.6      9.9     38.3     56.8     89.4     84.2     10.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     115       65      100       99      146      271      279
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,542
COMMITMENTS
   1,395    2,234       15    1,119      441    2,529    2,690    1,013      852

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -576)
     -57       54     -125     -294     -234     -476     -305     -100     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     63.1      0.4     31.6     12.5     71.4     75.9     28.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       15        4       19       11       36       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,855
COMMITMENTS
  12,514    7,883    4,495   12,625   10,508   29,634   22,886   10,221   16,969

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -4,354)
  -1,910   -1,911     -666     -828      -54   -3,404   -2,631     -950   -1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     19.8     11.3     31.7     26.4     74.4     57.4     25.6     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      51       42       41       60       76      139      140
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,110
COMMITMENTS
   7,002   26,040      278   27,914    7,599   35,194   33,917      916    2,193

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,225)
     575    1,104       -3    1,588    1,008    2,160    2,109       65      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     72.1      0.8     77.3     21.0     97.5     93.9      2.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       16        5       20       16       38       35
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,608
COMMITMENTS
   5,099    1,203      141   46,021   49,422   51,261   50,766      347      842

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,636)
   1,163     -146        8      736    1,557    1,907    1,419     -271      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.3      0.3     89.2     95.8     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        2       12       15       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,477
COMMITMENTS
  33,904   46,091    3,788   41,241   12,050   78,933   61,929   19,544   36,548

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -30,998)
   1,507   -2,000  -17,963  -14,554   -9,559  -31,010  -29,522       12   -1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     46.8      3.8     41.9     12.2     80.2     62.9     19.8     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       25        9       18       15       40       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,021
COMMITMENTS
   6,514   23,360      205   40,998    8,855   47,717   32,420    7,304   22,601

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      3,644)
 -12,391      800     -122   15,478    1,506    2,965    2,184      679    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     42.5      0.4     74.5     16.1     86.7     58.9     13.3     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       15        3        9       12       19       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,728
COMMITMENTS
  17,311   80,681       78  110,165   42,988  127,554  123,747    3,174    6,981

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -6,900)
  -8,532    2,082       78    1,289   -8,577   -7,165   -6,417      265     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     61.7      0.1     84.3     32.9     97.6     94.7      2.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      22       61        2       13       18       37       79
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,455
COMMITMENTS
  36,615   51,848    2,773   85,812   54,230  125,200  108,851   16,255   32,604

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      3,874)
  -1,246     -565      510    5,182      692    4,446      637     -572    3,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     36.7      2.0     60.7     38.3     88.5     77.0     11.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      35       22        8       22       30       58       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      226,107
COMMITMENTS
  29,021  122,763    6,246  176,015   38,120  211,282  167,129   14,825   58,978

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,578)
 -16,631   -9,816      700   14,081    6,311   -1,850   -2,805      272    1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     54.3      2.8     77.8     16.9     93.4     73.9      6.6     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      25       58       13       23       26       56       90
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      376,849
COMMITMENTS
  40,690  187,294    9,848  295,843   99,595  346,381  296,737   30,468   80,112

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      8,678)
 -15,489    4,460      771   27,231    4,451   12,513    9,682   -3,835   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     49.7      2.6     78.5     26.4     91.9     78.7      8.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      38       88       22       47       60       98      158
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       65,182
COMMITMENTS
   5,173   55,077    3,385   55,897    6,125   64,455   64,587      727      595

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,412)
     688      432     -342    1,075    1,186    1,421    1,276       -9      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     84.5      5.2     85.8      9.4     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        2        8        7       15       16
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,295
COMMITMENTS
   9,786   11,194      370    7,099    2,655   17,255   14,219    2,040    5,076

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        848)
     -79      690       17    1,241       44    1,179      751     -331       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     58.0      1.9     36.8     13.8     89.4     73.7     10.6     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       28        3        9        4       30       34
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,337,743
COMMITMENTS
 1509700  1608475  2046545  6049720  5445424  9605965  9100444  731,778  1237299

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -29,454)
  45,665 -128,109  -32,387  -34,984  150,934  -21,706   -9,562   -7,748  -19,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     15.6     19.8     58.5     52.7     92.9     88.0      7.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      37       89       89      116      136      216      260
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,428
COMMITMENTS
 105,909   79,039   17,514  467,139  518,166  590,562  614,720   81,865   57,708

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -160,088)
 -10,403   -9,110  -15,754 -112,273 -117,394 -138,430 -142,258  -21,658  -17,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     11.8      2.6     69.5     77.1     87.8     91.4     12.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     121      107       53      234      227      375      370
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      124,603
COMMITMENTS
  14,762    7,293    3,589   68,844   97,556   87,195  108,438   37,408   16,165

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -48,756)
  -1,143   -2,202     -307  -37,034  -39,603  -38,484  -42,112  -10,272   -6,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.9      2.9     55.3     78.3     70.0     87.0     30.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      11        8        6       36       35       51       47
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,739,124
COMMITMENTS
 470,825  373,824   54,535  1991477  2103050  2516837  2531409  222,287  207,715

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -556,659)
 -73,168  -61,408  -50,366 -376,197 -388,957 -499,731 -500,731  -56,928  -55,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.6      2.0     72.7     76.8     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     119      105       50      222      215      356      356
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,651
COMMITMENTS
   8,484    5,823      961   61,196   70,136   70,641   76,920   10,010    3,731

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -30,770)
     425    1,567     -516  -17,187  -31,916  -17,278  -30,865  -13,492       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      7.2      1.2     75.9     87.0     87.6     95.4     12.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14        7        4       47       34       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,041
COMMITMENTS
  15,689    7,354    1,448   43,985   56,289   61,123   65,091    6,918    2,950

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -41,184)
  -6,510   -1,922     -972  -33,914  -38,776  -41,396  -41,670      212      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     10.8      2.1     64.6     82.7     89.8     95.7     10.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      58       32       12       69       62      131      102
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      340,204
COMMITMENTS
  78,445   36,769    7,242  219,926  281,443  305,613  325,454   34,591   14,750

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -107,560)
 -31,311   -8,595     -873 -102,050 -103,991 -134,234 -113,459   26,674    5,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     10.8      2.1     64.6     82.7     89.8     95.7     10.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      58       32       12       69       62      131      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,773
COMMITMENTS
  26,180   65,416      780   77,548   16,227  104,508   82,423   14,265   36,350

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,986)
    -606    4,377      -28    2,536   -2,550    1,902    1,799       84      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     55.1      0.7     65.3     13.7     88.0     69.4     12.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       42        8       19       13       42       60
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       60,998
COMMITMENTS
  20,008   15,139      398   29,789   39,603   50,195   55,140   10,803    5,858

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        524)
     239      595       25       64     -161      328      459      196       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     24.8      0.7     48.8     64.9     82.3     90.4     17.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       13        1       21       12       39       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       99,900
COMMITMENTS
  43,826    3,876      795   46,468   10,449   91,089   15,120    8,811   84,780

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,399)
   3,276     -307       10      666     -317    3,952     -614   -2,553    2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9      3.9      0.8     46.5     10.5     91.2     15.1      8.8     84.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      36        7        4       30       16       68       25



Updated December 30, 2014