BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,270
COMMITMENTS
     251    2,489      755    5,004    3,205    6,010    6,449    1,260      820

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        338)
     118      143       46      123      115      287      304       51       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     34.2     10.4     68.8     44.1     82.7     88.7     17.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       10        9       16       16       27       29
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       66,651
COMMITMENTS
  19,515    4,494   15,079   28,399   32,614   62,992   52,187    3,659   14,464

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      2,478)
   1,228      -34      423    2,391    1,323    4,042    1,712   -1,564      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      6.7     22.6     42.6     48.9     94.5     78.3      5.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      33       14       35       47       39       90       79
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,182
COMMITMENTS
     318    1,557      549    4,440    2,688    5,307    4,793      875    1,389

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        508)
       3       80       39      518      251      560      370      -52      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     25.2      8.9     71.8     43.5     85.8     77.5     14.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        7        7       15       10       23       19
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,143
COMMITMENTS
   4,322       95      871    1,595    4,067    6,788    5,033      355    2,110

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        246)
     199       -3       65       27       80      291      142      -45      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5      1.3     12.2     22.3     56.9     95.0     70.5      5.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        4       14        8       17       24       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      297,096
COMMITMENTS
  96,636   18,518   72,162  100,277  166,806  269,076  257,487   28,020   39,609

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:    -37,034)
  -5,765    2,734  -28,273   -1,462   -9,919  -35,500  -35,458   -1,534   -1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      6.2     24.3     33.8     56.1     90.6     86.7      9.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     123       61       95      100      103      266      224
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      412,326
COMMITMENTS
 145,146   20,163  117,212  116,664  215,797  379,021  353,172   33,304   59,154

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      5,167)
  -2,688       27    6,781     -259   -1,044    3,834    5,764    1,334     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      4.9     28.4     28.3     52.3     91.9     85.7      8.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     153       85      129      149      180      365      348
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,868
COMMITMENTS
   1,361    1,423      346    1,107      998    2,814    2,767    1,054    1,101

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        -78)
    -238      231       36       92     -257     -110       10       32      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     36.8      9.0     28.6     25.8     72.8     71.5     27.2     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       11        7       19       17       43       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,510
COMMITMENTS
  14,858    6,341   16,114   17,358   13,233   48,331   35,688   11,179   23,822

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        826)
      32     -936      914      295      440    1,241      417     -415      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     10.7     27.1     29.2     22.2     81.2     60.0     18.8     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      66       51       64       84       92      189      178
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,742
COMMITMENTS
   2,680   16,959    3,164   19,766    5,386   25,610   25,509    1,132    1,232

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      1,573)
     212    1,443      346    1,106       75    1,665    1,864      -91     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     63.4     11.8     73.9     20.1     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       16       13       17       11       37       29
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       40,554
COMMITMENTS
   4,469    9,936        0   35,753   29,963   40,222   39,899      332      655

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        541)
  -1,889     -298        0    2,600      876      711      578     -170      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     24.5      0.0     88.2     73.9     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8        0       11       13       18       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,398
COMMITMENTS
  28,712   50,216   11,821   60,959   24,880  101,492   86,917   24,906   39,482

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     -2,759)
  -7,096   -1,464      473    5,177   -2,523   -1,446   -3,514   -1,313      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     39.7      9.4     48.2     19.7     80.3     68.8     19.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       28       19       22       19       52       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,630
COMMITMENTS
   7,862   24,875    2,210   46,056   11,864   56,128   38,949    5,502   22,681

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     -5,523)
  -3,624   -3,292      122   -1,726     -356   -5,229   -3,526     -295   -1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     40.4      3.6     74.7     19.3     91.1     63.2      8.9     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        5       12       11       26       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      138,518
COMMITMENTS
  30,106   51,211    3,963  101,120   77,219  135,188  132,393    3,330    6,126

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:       -750)
  -9,698    5,650    2,494    6,906   -9,776     -298   -1,631     -452      882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     37.0      2.9     73.0     55.7     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      34       55        7       17       24       53       84
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      171,882
COMMITMENTS
  36,292   39,520   19,355   96,524   80,561  152,171  139,436   19,711   32,446

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     -3,052)
  -7,512   -4,731     -110    6,592    2,424   -1,029   -2,416   -2,022     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     23.0     11.3     56.2     46.9     88.5     81.1     11.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       39       26       28       35       73       82
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      225,621
COMMITMENTS
  22,307   97,212   24,001  161,891   50,039  208,199  171,252   17,422   54,369

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:    -25,989)
   3,373  -26,856    2,076  -30,343    2,645  -24,894  -22,136   -1,095   -3,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     43.1     10.6     71.8     22.2     92.3     75.9      7.7     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      23       53       29       31       31       73       94
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      555,254
COMMITMENTS
  54,923  214,267   71,999  387,659  177,690  514,582  463,956   40,672   91,298

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     10,779)
     367    4,089    4,281    5,048    1,780    9,696   10,150    1,082      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     38.6     13.0     69.8     32.0     92.7     83.6      7.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      52      103       65       62       70      150      202
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       46,570
COMMITMENTS
   8,002   28,911    6,937   30,918   10,070   45,857   45,918      713      652

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      2,192)
   2,449    3,266     -246      -39     -656    2,164    2,364       28     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     62.1     14.9     66.4     21.6     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        9        6        5        6       15       17
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,314
COMMITMENTS
   8,526   10,858      473   10,519    4,654   19,518   15,985    1,796    5,329

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:         -5)
    -645     -697       90      552      172       -3     -435       -2      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     50.9      2.2     49.4     21.8     91.6     75.0      8.4     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       25        3        9       15       27       43
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,443,785
COMMITMENTS
 1148747  1558951  7660236  8764217  8009940 17573200 17229127  870,585  1214658

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:   -460,654)
-203,043 -354,790   11,881 -296,262   -7,994 -487,424 -350,903   26,770 -109,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      8.5     41.5     47.5     43.4     95.3     93.4      4.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      50      104      119      155      163      283      311
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      926,295
COMMITMENTS
  99,123  113,461   76,121  612,151  620,351  787,395  809,933  138,900  116,362

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:    -38,542)
 -17,950    7,751  -25,471  -16,718  -56,077  -60,139  -73,797   21,597   35,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     12.2      8.2     66.1     67.0     85.0     87.4     15.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     131      132      128      271      251      475      438
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      222,235
COMMITMENTS
  13,987   15,575   19,844  134,298  125,590  168,129  161,009   54,106   61,226

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:        408)
     733    2,987   -8,706    4,717  -26,124   -3,256  -31,843    3,663   32,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      7.0      8.9     60.4     56.5     75.7     72.5     24.3     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      14       16       21       53       50       80       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,520,301
COMMITMENTS
 448,216  511,968  258,848  2389266  2473802  3096330  3244618  423,971  275,683

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:   -194,748)
 -77,816   39,424  -99,426 -107,174 -149,766 -284,416 -209,769   89,668   15,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     14.5      7.4     67.9     70.3     88.0     92.2     12.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     126      124      120      255      240      447      418
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,909
COMMITMENTS
   6,987    9,205      366   76,603   94,208   83,956  103,779   24,953    5,130

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      1,132)
  -3,680    3,045     -610    2,140   -3,109   -2,150     -674    3,282    1,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.5      0.3     70.3     86.5     77.1     95.3     22.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
       9        9        2       53       36       62       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,068
COMMITMENTS
  15,451    7,533    1,483   42,960   53,321   59,894   62,337    8,174    5,731

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:    -18,415)
  -6,642   -1,236   -1,044  -11,218  -16,899  -18,904  -19,180      490      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     11.1      2.2     63.1     78.3     88.0     91.6     12.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      46       54       22       73       72      134      134
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      340,339
COMMITMENTS
  77,257   37,664    7,414  214,798  266,606  299,470  311,684   40,868   28,655

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:    -56,496)
 -28,114   -6,181   -5,222  -32,181  -53,960  -65,517  -65,363    9,022    8,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     11.1      2.2     63.1     78.3     88.0     91.6     12.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      46       54       22       73       72      134      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      147,033
COMMITMENTS
  14,121   46,528   12,502  100,306   50,659  126,929  109,689   20,105   37,344

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     -1,468)
    -264      195     -597      394     -832     -467   -1,234   -1,001     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     31.6      8.5     68.2     34.5     86.3     74.6     13.7     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       41       19       20       20       45       72
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       51,080
COMMITMENTS
  12,725    8,691       49   26,492   23,408   39,266   32,148   11,814   18,932

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:     -2,839)
  -3,202      113      -32     -960   -3,722   -4,194   -3,641    1,355      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     17.0      0.1     51.9     45.8     76.9     62.9     23.1     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      15       16        2       19       10       36       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       95,480
COMMITMENTS
  33,214    9,358    1,652   50,217   21,857   85,083   32,867   10,397   62,613

CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST:      2,195)
   2,626   -1,010      275   -1,387   -3,701    1,514   -4,436      681    6,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      9.8      1.7     52.6     22.9     89.1     34.4     10.9     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      40       14        6       32       21       74       39



Updated October 24, 2014