BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,567
COMMITMENTS
     210    2,182      200    4,010    1,612    4,420    3,994    1,147    1,573

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -910)
     -58     -408      -14     -839     -518     -911     -940        1       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     39.2      3.6     72.0     29.0     79.4     71.7     20.6     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        8        5       12       13       19       22
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,903
COMMITMENTS
  26,267    9,283      552   15,425   23,261   42,244   33,096    1,659   10,807

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -3,674)
  -1,519     -181     -328   -2,152   -2,521   -3,999   -3,030      325     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     21.1      1.3     35.1     53.0     96.2     75.4      3.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       25       14       20       25       41       53
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,707
COMMITMENTS
      51      907      128    3,517    2,559    3,696    3,594    1,011    1,113

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -572)
      -6     -344      -43     -646     -320     -695     -707      123      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     19.3      2.7     74.7     54.4     78.5     76.4     21.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        7        4       13       11       18       18
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,678
COMMITMENTS
  81,559   50,448   27,899   85,170  107,551  194,628  185,898   20,050   28,780

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        352)
      82    2,484    1,880   -1,509   -5,158      453     -794     -101    1,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     23.5     13.0     39.7     50.1     90.7     86.6      9.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      86       72       81       66       84      204      205
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      272,939
COMMITMENTS
 114,179   52,303   27,235  102,874  153,139  244,288  232,677   28,651   40,262

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      6,438)
   3,080    7,062    1,427      725   -2,460    5,232    6,029    1,206      409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     19.2     10.0     37.7     56.1     89.5     85.2     10.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     109       67       98      104      154      279      281
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,037
COMMITMENTS
   1,478    2,564       81    1,478      323    3,037    2,968    1,000    1,069

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        537)
      70      341       60      352      -88      482      313       55      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     63.5      2.0     36.6      8.0     75.2     73.5     24.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       19        5       22       10       39       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,489
COMMITMENTS
  10,808    8,170    5,011   13,938    9,930   29,757   23,111   10,732   17,378

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,140)
    -900      403      477    1,208     -230      785      650      355      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     20.2     12.4     34.4     24.5     73.5     57.1     26.5     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      49       42       45       67       70      141      140
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,915
COMMITMENTS
   6,400   25,658      301   27,161    6,629   33,862   32,588    1,053    2,327

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,602)
    -533     -572       18   -1,200   -1,092   -1,715   -1,646      113       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     73.5      0.9     77.8     19.0     97.0     93.3      3.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       16        3       18       14       32       33
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,845
COMMITMENTS
   5,047    1,068      234   46,119   49,694   51,400   50,996      445      849

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:         66)
       8     -108        7        0       99       15       -2       51       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      2.1      0.5     89.0     95.9     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        2       13       15       18       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      103,775
COMMITMENTS
  31,275   48,362    3,268   48,606   14,516   83,149   66,146   20,626   37,629

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      6,467)
  -1,451    1,603      -94    6,702    2,571    5,157    4,080    1,310    2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     46.6      3.1     46.8     14.0     80.1     63.7     19.9     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       26        8       22       19       45       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       64,427
COMMITMENTS
   5,547   29,718      471   51,643    9,336   57,661   39,525    6,766   24,902

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      6,476)
  -3,304    4,322      228    9,128      633    6,052    5,183      424    1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     46.1      0.7     80.2     14.5     89.5     61.3     10.5     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       21        3        9       12       20       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      131,121
COMMITMENTS
  18,667   83,118       80  109,414   40,584  128,161  123,782    2,960    7,339

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,654)
   2,789    3,435       25     -379   -1,962    2,435    1,498     -781      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     63.4      0.1     83.4     31.0     97.7     94.4      2.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      26       59        2       13       16       41       75
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      161,876
COMMITMENTS
  39,156   64,726    3,132  103,437   58,240  145,725  126,098   16,151   35,778

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     18,216)
   4,084   10,352      609   13,106    4,718   17,799   15,679      417    2,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     40.0      1.9     63.9     36.0     90.0     77.9     10.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       34       10       22       34       53       75
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      228,954
COMMITMENTS
  33,160  123,243    5,038  172,310   41,593  210,508  169,874   18,446   59,080

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,325)
   4,324   -1,912   -1,335   -2,469    3,216      520      -31    1,805    2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     53.8      2.2     75.3     18.2     91.9     74.2      8.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      31       51       12       22       28       57       88
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      406,624
COMMITMENTS
  46,016  207,056    7,171  322,212  105,617  375,399  319,844   31,225   86,780

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     20,329)
   2,814   11,635   -2,574   19,316    4,445   19,556   13,506      773    6,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     50.9      1.8     79.2     26.0     92.3     78.7      7.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      42      101       23       46       62      100      175
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       13,376
COMMITMENTS
   4,890    4,901    3,826    3,984    3,886   12,700   12,613      676      763

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -32,445)
    -630  -30,071      -79  -31,727   -2,255  -32,436  -32,405       -9      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     36.6     28.6     29.8     29.1     94.9     94.3      5.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        2        5        5       12       14
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,437
COMMITMENTS
   9,865   10,772      472    6,679    2,816   17,016   14,060    2,421    5,377

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,366)
   1,629      690      145      -54      180    1,720    1,015     -354      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     55.4      2.4     34.4     14.5     87.5     72.3     12.5     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       29        6        9        5       36       37
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,578,705
COMMITMENTS
 1586892  1601379  2076340  6102234  5628427  9765466  9306146  813,239  1272559

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    239,680)
  84,440   -5,129   63,242   49,318  158,264  197,000  216,377   42,680   23,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     15.1     19.6     57.7     53.2     92.3     88.0      7.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      42       91       92      119      141      224      268
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      675,726
COMMITMENTS
 106,272   72,689   18,208  461,182  526,542  585,662  617,439   90,063   58,286

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,202)
    -628   -2,009    3,322   -6,898    2,734   -4,204    4,047    2,002   -6,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     10.8      2.7     68.2     77.9     86.7     91.4     13.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     130       97       57      237      226      385      363
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      125,814
COMMITMENTS
  11,588   12,114    1,259   72,154   96,739   85,001  110,112   40,813   15,702

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,077)
  -1,114    5,054   -2,330    1,413   -2,282   -2,031      442      -46   -2,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      9.6      1.0     57.3     76.9     67.6     87.5     32.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10        6        5       38       29       51       40
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,749,558
COMMITMENTS
 501,056  330,512   57,110  1945140  2149014  2503306  2536636  246,252  212,922

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -624)
  29,225   -8,521    1,466  -41,557   25,081  -10,866   18,026   10,242  -18,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     12.0      2.1     70.7     78.2     91.0     92.3      9.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     127       97       52      225      216      368      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,546
COMMITMENTS
   8,606    3,705    1,501   61,752   72,904   71,859   78,110   10,687    4,436

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        804)
     -15   -1,260      383      182      551      550     -326      254    1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      4.5      1.8     74.8     88.3     87.1     94.6     12.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        6        4       49       34       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,205
COMMITMENTS
  17,639    7,964    1,474   41,681   54,647   60,795   64,085    6,410    3,119

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        265)
   1,612      227      108     -594     -146    1,126      189     -861       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     11.9      2.2     62.0     81.3     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      61       39       17       73       61      142      109
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      336,023
COMMITMENTS
  88,197   39,822    7,371  208,406  273,233  303,974  320,426   32,049   15,597

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,326)
   8,061    1,133      540   -2,969     -728    5,632      945   -4,306      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     11.9      2.2     62.0     81.3     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      61       39       17       73       61      142      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,205
COMMITMENTS
  16,981   65,633      763   88,621   16,452  106,365   82,848   15,840   39,357

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,889)
  -7,665      290       94    9,060       61    1,489      445      400    1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     53.7      0.6     72.5     13.5     87.0     67.8     13.0     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       44        8       19       12       43       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,543
COMMITMENTS
  14,963   14,850      106   30,371   36,311   45,440   51,267   12,103    6,276

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,064)
  -4,093   -2,135     -367       -9   -1,394   -4,469   -3,896      405     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     25.8      0.2     52.8     63.1     79.0     89.1     21.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        7        1       24       14       43       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      104,980
COMMITMENTS
  49,107    5,810    1,070   41,105   11,002   91,282   17,882   13,698   87,098

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,040)
    -171    1,836      281   -2,063      223   -1,953    2,340    2,993   -1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      5.5      1.0     39.2     10.5     87.0     17.0     13.0     83.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36        9        5       27       17       65       29



Updated January 9, 2015