BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,077
COMMITMENTS
     263    2,768      150    4,054    2,278    4,467    5,196    1,610      881

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        320)
      52      231        2      308      198      362      431      -42     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     45.5      2.5     66.7     37.5     73.5     85.5     26.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       12        6       14       14       22       26
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,803
COMMITMENTS
  24,400   10,554      726   17,740   21,161   42,866   32,441    1,937   12,362

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        -55)
    -985      -32      -50      813      422     -222      340      167     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     23.6      1.6     39.6     47.2     95.7     72.4      4.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       30       21       29       29       59       65
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,328
COMMITMENTS
     153    1,007      148    4,087    3,364    4,388    4,519      940      809

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        251)
     121      172       23      201      126      345      321      -94      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.9      2.8     76.7     63.1     82.4     84.8     17.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        5        4       18       14       22       22
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,910
COMMITMENTS
   2,020      150       72      564    1,538    2,656    1,760      254    1,150

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        134)
     152        9       -5       -7       54      140       58       -6       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4      5.2      2.5     19.4     52.9     91.3     60.5      8.7     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        3        4        9       11       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      190,945
COMMITMENTS
  73,220   58,036   22,165   75,963   81,485  171,348  161,686   19,597   29,259

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -3,037)
  -2,627   -1,162   -3,175    2,888     -852   -2,914   -5,189     -123    2,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     30.4     11.6     39.8     42.7     89.7     84.7     10.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      81       78       83       61       68      194      195
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      243,455
COMMITMENTS
  88,134   49,975   25,818  103,745  130,177  217,697  205,970   25,758   37,485

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,944)
    -495   -1,873    3,209      379      940    3,093    2,276   -1,149     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     20.5     10.6     42.6     53.5     89.4     84.6     10.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      92       83       84       86      131      230      257
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,180
COMMITMENTS
   1,813    3,291      150    2,008      238    3,971    3,679    1,209    1,501

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        321)
     167      367       -4       70     -268      233       95       88      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     63.5      2.9     38.8      4.6     76.7     71.0     23.3     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       33        8       21        6       43       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,531
COMMITMENTS
   9,781    8,712    6,766   13,522    7,837   30,069   23,315    9,462   16,216

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,044)
     203     -642      363     -269      425      297      146      747      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     22.0     17.1     34.2     19.8     76.1     59.0     23.9     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      49       48       47       58       67      137      140
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,864
COMMITMENTS
   5,149   26,675      442   30,249    7,455   35,840   34,572    1,024    2,292

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        459)
    -285      385       85      688       78      488      548      -29      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     72.4      1.2     82.1     20.2     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       27       10       21       16       39       50
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       46,861
COMMITMENTS
   4,874    1,901      233   41,261   43,985   46,368   46,119      493      742

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -921)
   1,439     -158      100   -2,390     -292     -851     -350      -70     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      4.1      0.5     88.0     93.9     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        2       12       15       20       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,014
COMMITMENTS
  22,423   58,668    4,397   69,197   17,737   96,017   80,802   21,997   37,212

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      6,400)
   2,425    5,828     -850    4,559    2,089    6,134    7,067      266     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     49.7      3.7     58.6     15.0     81.4     68.5     18.6     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       33        9       20       22       42       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,765
COMMITMENTS
   5,228   10,313      387   20,958    8,977   26,573   19,677    8,192   15,088

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        561)
     488     -471      330      769   -1,197    1,587   -1,338   -1,026    1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     29.7      1.1     60.3     25.8     76.4     56.6     23.6     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        3       11       12       20       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      180,506
COMMITMENTS
  34,105   82,449   11,630  130,767   79,785  176,502  173,864    4,004    6,642

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,802)
   5,232    8,131   -1,072      169   -2,022    4,329    5,037      473     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     45.7      6.4     72.4     44.2     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      27       54        8       19       23       51       83
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      169,784
COMMITMENTS
  46,741   68,611    1,612  103,097   70,047  151,450  140,270   18,334   29,514

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -843)
   3,742   -3,186      -18   -5,334    2,921   -1,610     -283      767     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     40.4      0.9     60.7     41.3     89.2     82.6     10.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      33       31        8       25       35       60       72
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      202,438
COMMITMENTS
  31,611   79,123    6,259  149,980   62,607  187,850  147,989   14,588   54,449

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -1,117)
     342   -1,237    1,013   -2,970    2,511   -1,615    2,287      498   -3,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     39.1      3.1     74.1     30.9     92.8     73.1      7.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      25       57       14       24       32       56       97
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      431,217
COMMITMENTS
  45,511  223,247    6,845  343,315  116,354  395,671  346,446   35,546   84,771

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -7,194)
  -1,664   -9,510     -655   -5,886    4,795   -8,205   -5,370    1,011   -1,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     51.8      1.6     79.6     27.0     91.8     80.3      8.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      46       91       34       54       62      115      172
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,681
COMMITMENTS
  18,149   13,588    5,509    7,302   11,486   30,960   30,583      721    1,098

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,922)
   7,109    8,908      -92    1,926      131    8,943    8,947      -21      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3     42.9     17.4     23.0     36.3     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        4        4        6       14       14
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,328
COMMITMENTS
  11,107   15,437      875   13,392    4,561   25,374   20,873    1,954    6,455

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -372)
   1,086     -337       96   -1,310       18     -128     -223     -244     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     56.5      3.2     49.0     16.7     92.8     76.4      7.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       30        4       11       10       28       42
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,989,561
COMMITMENTS
 1748445  1719810  2165747  6283265  5862682 10197457  9748239  792,104  1241322

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:   -126,383)
 -23,819  -41,739   13,396  -97,429  -80,498 -107,852 -108,841  -18,531  -17,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     15.6     19.7     57.2     53.3     92.8     88.7      7.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      40       87       95      115      142      222      261
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      729,019
COMMITMENTS
  97,910   91,163   15,038  487,970  519,239  600,918  625,440  128,101  103,579

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     23,089)
  -7,039    8,784      989   22,287    5,703   16,238   15,476    6,852    7,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     12.5      2.1     66.9     71.2     82.4     85.8     17.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     112      114       59      238      230      379      374
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      151,768
COMMITMENTS
  10,773    8,865      246   99,409   85,130  110,428   94,241   41,340   57,527

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,133)
    -991    1,065      -44    9,164    1,934    8,129    2,955        4    5,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      5.8      0.2     65.5     56.1     72.8     62.1     27.2     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10        6        3       35       32       46       40
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,886,254
COMMITMENTS
 444,251  420,053   65,396  1942803  2170545  2452450  2655994  433,804  230,260

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     74,782)
 -23,390   45,441   -1,683   65,617   18,846   40,544   62,604   34,238   12,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     14.6      2.3     67.3     75.2     85.0     92.0     15.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     111      112       56      222      219      359      361
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,295
COMMITMENTS
  10,464    7,581    1,728   69,785   75,431   81,977   84,740   11,318    8,555

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,603)
   2,292    1,833     -290    3,679    2,750    5,681    4,293      -78    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      8.1      1.9     74.8     80.9     87.9     90.8     12.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      15       10        3       50       40       66       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,451
COMMITMENTS
  20,662    8,602    2,000   53,782   69,634   76,444   80,236   10,007    6,215

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,484)
   1,280      773     -381    1,756    2,468    2,656    2,861     -172     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     10.0      2.3     62.2     80.5     88.4     92.8     11.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      66       37       14       66       69      137      115
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,699
COMMITMENTS
   1,172        0        0   14,560   15,165   15,732   15,165    1,967    2,534

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -169)
    -367        0        0      100      546     -267      546       98     -715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.0     82.3     85.7     88.9     85.7     11.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       11        6       14        6
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      343,761
COMMITMENTS
  97,451   43,010   10,000  196,110  272,345  303,561  325,355   40,200   18,406

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     13,266)
   6,392    2,020      -59    8,282    9,612   14,615   11,573   -1,349    1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     12.5      2.9     57.0     79.2     88.3     94.6     11.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      64       37       14       59       67      128      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,805
COMMITMENTS
  15,597   78,751    2,040  109,289   17,810  126,926   98,601   12,879   41,204

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,083)
  -1,633    7,690      357   10,337    1,352    9,061    9,399     -978   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     56.3      1.5     78.2     12.7     90.8     70.5      9.2     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       51       12       16       16       42       72
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,282
COMMITMENTS
  17,915   15,902      433   25,756   31,374   44,104   47,709   12,178    8,573

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,201)
     687      269     -426      622      581      883      424    1,318    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     28.3      0.8     45.8     55.7     78.4     84.8     21.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22        8        1       23       13       45       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      120,512
COMMITMENTS
  56,168    8,384    2,510   50,471   20,123  109,149   31,017   11,363   89,495

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,015)
   1,556    3,283     -485    2,806    1,552    3,877    4,350    1,138      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      7.0      2.1     41.9     16.7     90.6     25.7      9.4     74.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39        9        7       36       20       76       35



Updated February 27, 2015