BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,355
COMMITMENTS
     347    2,429      762    5,955    3,405    7,063    6,596    1,292    1,759

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        277)
      26     -142       58      334      252      418      167     -141      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     29.1      9.1     71.3     40.8     84.5     78.9     15.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        9       16       16       27       27
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       79,821
COMMITMENTS
  28,600    5,216   16,962   30,578   36,480   76,141   58,658    3,680   21,163

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        189)
      57      143       89      125       46      271      278      -82      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      6.5     21.3     38.3     45.7     95.4     73.5      4.6     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       24       38       38       36       83       79
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,432
COMMITMENTS
      98    1,529      784    5,442    3,925    6,324    6,239    1,108    1,193

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         63)
      17       -9       16      388       22      421       29     -358       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     20.6     10.6     73.2     52.8     85.1     83.9     14.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        9       10       18       15       30       26
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,007
COMMITMENTS
   2,825       40      699    1,709    2,261    5,233    3,000      775    3,007

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         50)
      18        6       -6        9        6       21        6       29       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      0.7     11.6     28.4     37.6     87.1     49.9     12.9     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        3        9        7       12       18       21
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      278,219
COMMITMENTS
  83,258   30,163   73,184   97,965  138,941  254,407  242,287   23,812   35,932

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      4,498)
    -266    3,379      819    3,388      204    3,941    4,402      557       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     10.8     26.3     35.2     49.9     91.4     87.1      8.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     114       54       98       97       91      250      217
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      363,021
COMMITMENTS
 106,663   17,141  103,301  122,045  191,811  332,009  312,252   31,012   50,769

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -2,654)
     -71   -1,818      198   -2,122    2,331   -1,994      711     -660   -3,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      4.7     28.5     33.6     52.8     91.5     86.0      8.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     131       63      118      133      168      318      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,815
COMMITMENTS
   1,389    2,120      269    1,189      547    2,847    2,937      968      878

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        -31)
      17      -16       13       30      -11       60      -13      -91      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     55.6      7.1     31.2     14.3     74.6     77.0     25.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       15        9       21       14       41       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,974
COMMITMENTS
  11,774    4,985   15,250   15,619   12,785   42,644   33,021   12,330   21,953

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:       -689)
    -837      -46      -72       93     -352     -815     -469      126     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      9.1     27.7     28.4     23.3     77.6     60.1     22.4     39.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      57       43       56       83       88      172      163
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,887
COMMITMENTS
   3,916   27,742    4,715   35,236    9,219   43,867   41,676    1,020    3,212

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        424)
    -120        3      155      371      146      406      304       18      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     61.8     10.5     78.5     20.5     97.7     92.8      2.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10       25       15       21       17       41       47
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,793
COMMITMENTS
   5,048    1,176      227   46,120   49,609   51,395   51,012      398      781

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        156)
     -70      -27       86       97      158      113      217       43      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.3      0.4     89.0     95.8     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        2       13       17       19       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,246
COMMITMENTS
  31,443   46,973    8,645   50,743   19,940   90,831   75,558   22,415   37,688

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -2,109)
  -1,194      670     -616       16     -783   -1,794     -728     -314   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     41.5      7.6     44.8     17.6     80.2     66.7     19.8     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       30       13       23       21       48       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       65,646
COMMITMENTS
   8,298   25,087    4,069   46,486   12,275   58,853   41,431    6,792   24,215

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      3,008)
   1,993    1,761      329    1,569      -94    3,892    1,997     -884    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     38.2      6.2     70.8     18.7     89.7     63.1     10.3     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       15        7       12       15       27       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,298
COMMITMENTS
  15,715   79,676      381  110,322   42,913  126,418  122,970    3,880    7,329

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,270)
  -1,429     -993      -39     -371     -458   -1,839   -1,489      569      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     61.1      0.3     84.7     32.9     97.0     94.4      3.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      20       58        5       13       18       36       78
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      171,304
COMMITMENTS
  34,285   54,822   14,600  104,455   66,487  153,339  135,909   17,965   35,396

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        466)
  -2,094    2,370   -1,019    4,127   -1,661    1,014     -310     -548      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     32.0      8.5     61.0     38.8     89.5     79.3     10.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       30       26       29       36       72       82
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      278,890
COMMITMENTS
  27,755  123,314   30,663  200,927   63,141  259,345  217,118   19,545   61,772

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,504)
    -738    1,974     -689   -1,441      321   -2,868    1,606    1,365   -3,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     44.2     11.0     72.0     22.6     93.0     77.9      7.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       67       35       29       35       76      117
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      482,748
COMMITMENTS
  44,975  188,276   64,686  335,527  140,489  445,188  393,451   37,559   89,297

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     11,854)
   2,514    6,708    1,461    8,224    3,665   12,199   11,834     -345       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     39.0     13.4     69.5     29.1     92.2     81.5      7.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      49      103       68       54       74      141      208
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       45,821
COMMITMENTS
   5,520   34,972    3,905   35,711    6,141   45,136   45,018      685      803

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -19,361)
     347  -20,105      520  -20,186       16  -19,319  -19,569      -42      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     76.3      8.5     77.9     13.4     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        2        8        7       15       16
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,071
COMMITMENTS
   8,236   10,082      327    6,733    2,636   15,296   13,045    2,775    5,026

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,224)
  -1,550   -1,112      -43     -366      -19   -1,959   -1,174      735      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     55.8      1.8     37.3     14.6     84.6     72.2     15.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20       27        4        8        4       30       33
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,186,233
COMMITMENTS
 1491119  1403138  7090280  7774050  7359442 16355448 15852859  830,784  1333373

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:   -216,087)
 -16,407     -611 -172,812  -62,715  -49,848 -251,934 -223,272   35,846    7,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      8.2     41.3     45.2     42.8     95.2     92.2      4.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      53       92      108      136      147      254      286
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      846,387
COMMITMENTS
 107,134   75,907   66,257  574,179  628,477  747,570  770,641   98,818   75,746

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -6,240)
     571   -4,366   -6,338   -6,130   -1,796  -11,897  -12,500    5,657    6,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      9.0      7.8     67.8     74.3     88.3     91.1     11.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     168      114      132      251      242      476      434
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      192,955
COMMITMENTS
  12,910    8,523   23,282  109,890  136,696  146,083  168,501   46,872   24,453

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,377)
  -2,067     -634   -1,413   -1,063   -1,014   -4,543   -3,062    3,167    1,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      4.4     12.1     57.0     70.8     75.7     87.3     24.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      20       13       28       48       46       83       75
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,267,163
COMMITMENTS
 474,160  339,965  211,830  2321444  2458905  3007434  3010700  259,730  256,464

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -24,317)
    -523  -32,372  -10,911  -25,333   -3,908  -36,767  -47,191   12,450   22,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     10.4      6.5     71.1     75.3     92.1     92.2      7.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     160      105      117      241      231      446      408
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,744
COMMITMENTS
   8,621    4,965    1,118   61,570   72,353   71,309   78,436   10,435    3,308

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      1,090)
     137     -858      157      374    2,217      668    1,516      422     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      6.1      1.4     75.3     88.5     87.2     96.0     12.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14        8        4       47       37       63       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,267
COMMITMENTS
  16,070    7,700    2,017   43,771   56,358   61,858   66,074    7,410    3,194

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,109)
     394      383      -58   -1,801   -1,535   -1,465   -1,210      355      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     11.1      2.9     63.2     81.4     89.3     95.4     10.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      57       36       18       72       67      135      115
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      346,337
COMMITMENTS
  80,351   38,499   10,083  218,855  281,788  309,289  330,369   37,048   15,968

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -5,547)
   1,971    1,914     -290   -9,005   -7,673   -7,325   -6,049    1,777      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     11.1      2.9     63.2     81.4     89.3     95.4     10.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      57       36       18       72       67      135      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      143,285
COMMITMENTS
  24,657   66,827   10,147   90,841   26,001  125,646  102,975   17,640   40,310

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        300)
  -1,604     -317     -674    2,234      178      -44     -814      344    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     46.6      7.1     63.4     18.1     87.7     71.9     12.3     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      23       45       20       20       23       55       76
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,607
COMMITMENTS
  19,056   16,985      473   30,380   37,705   49,909   55,163   11,698    6,444

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        609)
    -952    1,846       75      591   -1,898     -286       23      895      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     27.6      0.8     49.3     61.2     81.0     89.5     19.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       15        1       20       12       37       27
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      103,940
COMMITMENTS
  49,278    3,974      789   43,168   10,779   93,235   15,542   10,705   88,398

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      4,040)
   5,452       98       -6   -3,300      330    2,146      422    1,894    3,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.4      3.8      0.8     41.5     10.4     89.7     15.0     10.3     85.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40        6        5       29       18       70       28



Updated January 2, 2015