Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   103,775
Positions
    19,879      1,751        608     22,562      5,347          5     19,410     43,201      7,573     13,084      7,633         28     20,626     37,629
 
Changes from:       December 30, 2014                                Total Change is:     6,467
     2,475        420        308      2,704         56          0        925      2,682        -67     -1,187        682         -1      1,310      2,387
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        1.7        0.6       21.7        5.2        0.0       18.7       41.6        7.3       12.6        7.4        0.0       19.9       36.3
 
Number of Traders in Each Category                                    Total Traders:        81
         7          4          .          7          7          .         18         17          9         11         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,427
Positions
    46,759      2,434          0      1,409      4,682      1,082      7,745     28,910        238          0      1,751        428      6,766     24,902
 
Changes from:       December 30, 2014                                Total Change is:     6,476
     9,178        -70          0          0        253          0     -3,315      4,789       -239          0         22        428        424      1,293
 
Percent of Open Interest Represented by Each Category of Trader
      72.6        3.8        0.0        2.2        7.3        1.7       12.0       44.9        0.4        0.0        2.7        0.7       10.5       38.7
 
Number of Traders in Each Category                                    Total Traders:        48
         4          .          0          .          6          .          9         20          .          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   161,876
Positions
    81,932      6,540        148      6,632     52,926      3,851     42,547     43,388      5,195      4,877     13,507        543     16,151     35,778
 
Changes from:       December 30, 2014                                Total Change is:    18,216
    10,771        404         91     -2,352      6,911        763     10,317      6,484     -1,183       -887      1,930        279        417      2,537
 
Percent of Open Interest Represented by Each Category of Trader
      50.6        4.0        0.1        4.1       32.7        2.4       26.3       26.8        3.2        3.0        8.3        0.3       10.0       22.1
 
Number of Traders in Each Category                                    Total Traders:       104
        11          5          4          5         18          7         25         28         11          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   228,954
Positions
    94,241     12,046         56     31,676     43,899      3,384     19,468    100,586      4,470     56,740      4,960        473     18,446     59,080
 
Changes from:       December 30, 2014                                Total Change is:     2,325
      -399      2,751         47     -1,265      1,409        -28      1,776     -3,028       -452      1,423       -148       -582      1,805      2,356
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        5.3        0.0       13.8       19.2        1.5        8.5       43.9        2.0       24.8        2.2        0.2        8.1       25.8
 
Number of Traders in Each Category                                    Total Traders:       124
         9          6          .          9         17          6         19         41         12         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   406,624
Positions
   218,154     13,695      2,197     39,927     89,350     12,030     26,680    162,045      5,251     69,874     33,990      1,286     31,225     86,780
 
Changes from:       December 30, 2014                                Total Change is:    20,329
    20,016      1,893        412       -984      2,021        186      2,318      6,228     -2,685        233      5,391         60        773      6,823
 
Percent of Open Interest Represented by Each Category of Trader
      53.7        3.4        0.5        9.8       22.0        3.0        6.6       39.9        1.3       17.2        8.4        0.3        7.7       21.3
 
Number of Traders in Each Category                                    Total Traders:       232
        19         13          5         17         32         18         26         68         13         18         38          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   122,205
Positions
    75,867        625          8      2,213     15,239        928     18,531     55,127        784      8,009     10,112         25     15,840     39,357
 
Changes from:       December 30, 2014                                Total Change is:     1,889
     9,061       -752          1         -7        285          7     -9,228        422        129      1,526        353          0        400      1,444
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        0.5        0.0        1.8       12.5        0.8       15.2       45.1        0.6        6.6        8.3        0.0       13.0       32.2
 
Number of Traders in Each Category                                    Total Traders:        91
        11          .          .          .          9          .         17         33          7          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    51,845
Positions
    33,274     31,928      6,487        100      3,995          0      5,685      3,675      1,329      1,277        334      3,248        445        849
 
Changes from:       December 30, 2014                                Total Change is:        66
         0         69          0          0          0          0          8        -78          7          0          0          0         51         68
 
Percent of Open Interest Represented by Each Category of Trader
      64.2       61.6       12.5        0.2        7.7        0.0       11.0        7.1        2.6        2.5        0.6        6.3        0.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        28
         9          7          8          .          .          0          .          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   131,121
Positions
    53,425     37,717         35     56,152      3,341          0     16,185     72,870        377      1,987      9,442          0      2,960      7,339
 
Changes from:       December 30, 2014                                Total Change is:     1,654
       121     -1,864          0       -244       -260          0      2,659      1,404        -13        -88      2,231          0       -781        156
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       28.8        0.0       42.8        2.5        0.0       12.3       55.6        0.3        1.5        7.2        0.0        2.3        5.6
 
Number of Traders in Each Category                                    Total Traders:       111
         4          9          .          4          4          0         21         53          4          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    13,376
Positions
     3,465      4,651      2,976          0         92        303      1,768        496        915        527        434      2,746        676        763
 
Changes from:       December 30, 2014                                Total Change is:   -32,445
    -2,346    -29,730       -436          0        -21         21       -157     -1,077       -438    -28,461       -105       -619         -9        -40
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       34.8       22.2        0.0        0.7        2.3       13.2        3.7        6.8        3.9        3.2       20.5        5.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          5          .          0          .          .          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    19,437
Positions
     5,947          0          0      1,017        825          0      9,043      9,412        472        537      3,351          0      2,421      5,377
 
Changes from:       December 30, 2014                                Total Change is:     1,366
      -391          0          0         71         -3          0      1,873        493        145         22        380          0       -354        351
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        0.0        0.0        5.2        4.2        0.0       46.5       48.4        2.4        2.8       17.2        0.0       12.5       27.7
 
Number of Traders in Each Category                                    Total Traders:        67
         8          0          0          .          4          0         18         21          6          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    56,308
Positions
    19,084     39,194        184      4,727      2,062        315     22,423      5,217        166      1,053      3,625         56      8,302      5,491
 
Changes from:       December 30, 2014                                Total Change is:      -646
       698      1,943        -66       -436        173          3       -416     -2,243        165        -91       -299         -6       -497       -316
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       69.6        0.3        8.4        3.7        0.6       39.8        9.3        0.3        1.9        6.4        0.1       14.7        9.8
 
Number of Traders in Each Category                                    Total Traders:        97
        16         15          .          9          .          4         28         12          .          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   112,615
Positions
    38,168     78,388        367      9,453      4,123        629     44,846     10,434        331      2,106      7,250        111     16,604     10,982
 
Changes from:       December 30, 2014                                Total Change is:    -1,292
     1,396      3,885       -132       -871        346          5       -832     -4,486        330       -182       -597        -12       -994       -631
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       69.6        0.3        8.4        3.7        0.6       39.8        9.3        0.3        1.9        6.4        0.1       14.7        9.8
 
Number of Traders in Each Category                                    Total Traders:        97
        16         15          .          9          .          4         28         12          .          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   675,726
Positions
    34,697    223,287      8,400    319,680    118,013     46,822    109,828    133,461     31,834     31,890     53,111      2,511     90,063     58,286
 
Changes from:       December 30, 2014                                Total Change is:    -2,202
    -1,517     -3,082       -135    -13,294      3,992      7,866      3,516     -8,908      5,522     -3,957        997     -2,205      2,002     -6,249
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       33.0        1.2       47.3       17.5        6.9       16.3       19.8        4.7        4.7        7.9        0.4       13.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       568
        33         37         18        122         60         72        102        107         77         52         54         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   125,814
Positions
     5,906     57,277      1,049     57,570     24,499      2,529      8,331     10,930      1,090      7,481     11,693      1,045     40,813     15,702
 
Changes from:       December 30, 2014                                Total Change is:    -2,077
     1,924     -2,999          0     -2,232        989        164        517      4,986       -170         96       -198     -2,330        -46     -2,519
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       45.5        0.8       45.8       19.5        2.0        6.6        8.7        0.9        5.9        9.3        0.8       32.4       12.5
 
Number of Traders in Each Category                                    Total Traders:        74
         4          9          .         17          6          7         14         13          4          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,749,558
Positions
   169,837    855,931     10,876  1,324,782    481,802    207,235    581,047    686,216     80,155    122,044    207,091      7,330    246,252    212,922
 
Changes from:       December 30, 2014                                Total Change is:      -624
   -16,398        392     -1,478    -53,874     16,455     37,071     42,602    -41,865        854    -20,287      5,953        644     10,242    -18,650
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       31.1        0.4       48.2       17.5        7.5       21.1       25.0        2.9        4.4        7.5        0.3        9.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       555
        34         35         14        118         58         68        101        107         69         49         53         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    82,546
Positions
     6,258     14,040        107     39,903     50,235      2,718     20,602      9,244      1,501        770        265          0     10,687      4,436
 
Changes from:       December 30, 2014                                Total Change is:       804
     1,831     -3,721         84     -1,683      4,637        565       -444     -2,054        383       -186       -220          0        254      1,130
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       17.0        0.1       48.3       60.9        3.3       25.0       11.2        1.8        0.9        0.3        0.0       12.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        86
         6          7          .         30         12         16         17         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    67,205
Positions
     3,270     40,888         62     33,086      5,797        870     19,110     13,111      1,334      3,006      1,967         56      6,410      3,119
 
Changes from:       December 30, 2014                                Total Change is:       265
       -98        -26        -77       -127        229        125        619       -553        186        485        291         14       -861         76
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       60.8        0.1       49.2        8.6        1.3       28.4       19.5        2.0        4.5        2.9        0.1        9.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       220
        18         19          4         34         16          9         63         38         17         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   336,023
Positions
    16,350    204,438        312    165,429     28,984      4,352     95,550     65,556      6,669     15,030      9,833        282     32,049     15,597
 
Changes from:       December 30, 2014                                Total Change is:     1,326
      -491       -131       -385       -634      1,146        626      3,093     -2,764        932      2,423      1,453         68     -4,306        381
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       60.8        0.1       49.2        8.6        1.3       28.4       19.5        2.0        4.5        2.9        0.1        9.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       220
        18         19          4         34         16          9         63         38         17         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   345,028
Positions
    93,980     49,830      7,702    115,416    142,094     19,528     71,358     91,417      8,063      8,224     10,942          0     20,757     15,452
 
Changes from:       December 30, 2014                                Total Change is:     2,263
    11,022     -7,577     -1,224     -3,358      6,242        607     -7,350       -576      2,068       -134      2,446          0        632        277
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       14.4        2.2       33.5       41.2        5.7       20.7       26.5        2.3        2.4        3.2        0.0        6.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       266
        18         14          .         48         42         25         50         58         14         14         22          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    57,543
Positions
     3,405     24,052        161     31,133          0         47      6,020     18,280        106      4,568      8,621          0     12,103      6,276
 
Changes from:       December 30, 2014                                Total Change is:    -4,064
        69     -1,582          0         74          0          5     -4,955     -1,113       -367        705       -839          0        405       -168
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       41.8        0.3       54.1        0.0        0.1       10.5       31.8        0.2        7.9       15.0        0.0       21.0       10.9
 
Number of Traders in Each Category                                    Total Traders:        60
         5          6          .         20          0          .         14         10          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   104,980
Positions
    26,409      4,766        242     13,933      5,313        402     43,963      5,465      1,121      5,212        573          0     13,698     87,098
 
Changes from:       December 30, 2014                                Total Change is:     1,040
    -1,598        -24         40       -565        342          6        459      1,504        375       -603        164        -67      2,993     -1,300
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        4.5        0.2       13.3        5.1        0.4       41.9        5.2        1.1        5.0        0.5        0.0       13.0       83.0
 
Number of Traders in Each Category                                    Total Traders:        83
        16          7          .          9          4          .         31          9          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   134,530
Positions
     7,726     72,005        237     80,722     40,275      6,309     28,413      6,384      3,289      1,246      1,308          0      6,588      4,723
 
Changes from:       December 30, 2014                                Total Change is:     5,360
       124     -2,043         13        912     10,219         -6      4,155     -2,822        -57          0         39          0        219         17
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       53.5        0.2       60.0       29.9        4.7       21.1        4.7        2.4        0.9        1.0        0.0        4.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       106
         7         12          .         38         20         18         18          4          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   335,766
Positions
    47,999    159,434      5,588    137,110     71,112     32,382     75,202     45,841      5,275     17,718     10,595        481     14,011      5,058
 
Changes from:       December 30, 2014                                Total Change is:     3,008
     3,274      3,980        172     -5,849      1,649      2,759      6,616     -7,826        -35      1,225      1,773       -272     -4,882        808
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       47.5        1.7       40.8       21.2        9.6       22.4       13.7        1.6        5.3        3.2        0.1        4.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       218
        21         21          8         56         30         33         33         21          9         26         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   883,840
Positions
    24,847     85,879      7,108    448,527    177,266    120,189     62,077    274,389     19,871     22,347     34,659      4,267    174,607    160,212
 
Changes from:       December 30, 2014                                Total Change is:     6,429
     5,001    -23,136      3,818      5,938      8,349      1,850    -26,535      9,491      2,318      6,380     -3,387      2,349      5,310      4,777
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.7        0.8       50.7       20.1       13.6        7.0       31.0        2.2        2.5        3.9        0.5       19.8       18.1
 
Number of Traders in Each Category                                    Total Traders:       166
         6         14          .         40         31         36         22         30         18          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   522,725
Positions
    25,241     69,373        715    265,673     43,736     77,953     23,943    218,303      9,409      5,550     20,029         59    114,182     83,148
 
Changes from:       December 30, 2014                                Total Change is:      -757
      -156     -9,797        221      2,309      6,341        479       -137     11,695     -3,221          0     -2,435          0       -252     -4,040
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       13.3        0.1       50.8        8.4       14.9        4.6       41.8        1.8        1.1        3.8        0.0       21.8       15.9
 
Number of Traders in Each Category                                    Total Traders:        97
         .          7          .         40         13         28          9         19          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,246,072
Positions
    72,576    112,480      3,876    280,626    445,939     88,909    587,137    186,643     20,941     92,338    229,940      5,589     94,080    151,755
 
Changes from:       December 30, 2014                                Total Change is:     2,832
    -2,201      2,879     -4,115      2,279      3,056      3,801      6,938      4,082      1,150     -8,390     -8,373       -807      4,177      1,159
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        9.0        0.3       22.5       35.8        7.1       47.1       15.0        1.7        7.4       18.5        0.4        7.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       257
        12         29          .         40         44         40         41         35         23         19         37         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,671,228
Positions
   146,175    136,724     16,827    857,964    783,928    361,260    524,818    640,752     93,482    333,249    180,006     37,454    299,999    420,795
 
Changes from:       December 30, 2014                                Total Change is:    64,387
    13,111     27,497     -1,761     -9,100    -38,209     22,259      9,802     29,510     24,428    -14,449      7,087      1,971     18,126     -8,395
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        5.1        0.6       32.1       29.3       13.5       19.6       24.0        3.5       12.5        6.7        1.4       11.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       355
        21         26          6         35         85         65         47         69         42         24         48         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,815,981
Positions
    75,442    185,519      8,065    457,736    474,988    274,257    487,683    259,002     42,042    187,806    184,899     19,424    263,526    367,785
 
Changes from:       December 30, 2014                                Total Change is:   -17,663
    -3,663     20,823     -9,961     12,211    -62,953     16,266    -60,044     16,204      5,472       -737      7,454     -7,980     30,773     -2,988
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       10.2        0.4       25.2       26.2       15.1       26.9       14.3        2.3       10.3       10.2        1.1       14.5       20.3
 
Number of Traders in Each Category                                    Total Traders:       276
         9         30          4         41         44         43         41         58         29         15         38          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   683,792
Positions
   265,761    137,095    209,217      6,886      5,158     11,740     16,123    104,132     89,677      7,235     21,576     52,143     25,010     53,054
 
Changes from:       December 30, 2014                                Total Change is:   -65,712
   -20,964    -17,310    -14,116        822     -5,032       -404    -21,984    -20,934     -5,824      1,007        621     -6,906      2,657      4,193
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       20.0       30.6        1.0        0.8        1.7        2.4       15.2       13.1        1.1        3.2        7.6        3.7        7.8
 
Number of Traders in Each Category                                    Total Traders:        95
        17         23         36          .          .          .         10         24         24          .          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,578,705
Positions
 1,844,753  1,329,911  2,678,097    172,814    780,339    491,720  1,683,980  1,123,522  1,988,960    501,269    509,724    403,873    813,239  1,272,559
 
Changes from:       December 30, 2014                                Total Change is:   239,680
   -47,026     45,164    119,703    -43,272     16,519    -57,479    105,323      4,754     76,289     30,782     -1,253     12,680     42,680     23,303
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       12.6       25.3        1.6        7.4        4.6       15.9       10.6       18.8        4.7        4.8        3.8        7.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       282
        27         57         75          8         24         25         35         73         80         11         33         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,865
Positions
    22,331        882         20        922     17,351      3,865     23,127     22,516          0      1,507      7,072          0         93        159
 
Changes from:       December 30, 2014                                Total Change is:       620
    -1,623         80         20        -46         29          0      2,646        318          0       -322        150          0        -55         23
 
Percent of Open Interest Represented by Each Category of Trader
      43.1        1.7        0.0        1.8       33.5        7.5       44.6       43.4        0.0        2.9       13.6        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        47
         5          .          .          .          9          .          4         12          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    33,547
Positions
    16,237        164          0          0     15,368        221     16,603      8,386        163        150      9,128         43        130         74
 
Changes from:       December 30, 2014                                Total Change is:     1,062
     2,752        104        -56          0       -328          0     -1,429      1,257         27       -279          0         43          4         15
 
Percent of Open Interest Represented by Each Category of Trader
      48.4        0.5        0.0        0.0       45.8        0.7       49.5       25.0        0.5        0.4       27.2        0.1        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        48
         6          .          0          0         15          .          .         10          .          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is   126,083
Positions
    17,810     79,588        621     12,554          0         21     41,559     42,542        864     35,279        448        131     17,244      1,868
 
Changes from:       December 30, 2014                                Total Change is:    19,545
       486     23,837         49      2,717          0        -73      9,262     -4,956        -72      5,894        274         81      1,201        405
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       63.1        0.5       10.0        0.0        0.0       33.0       33.7        0.7       28.0        0.4        0.1       13.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       200
         7          .          .         16          0          .         48         16          5        104          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   285,927
Positions
    52,617     57,555     26,230     25,948     22,437     33,072     57,343     59,133     40,045     15,635      5,372     15,250     19,787     26,833
 
Changes from:       December 30, 2014                                Total Change is:   -22,391
   -13,589    -12,602        390      9,404     -1,651    -12,013     -5,437      6,977     -2,297       -596         16         23      1,724     -1,234
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       20.1        9.2        9.1        7.8       11.6       20.1       20.7       14.0        5.5        1.9        5.3        6.9        9.4
 
Number of Traders in Each Category                                    Total Traders:       155
        13         14         21          7         15         10         40         36         48          9         11         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,784
Positions
        96      2,900          0      3,043        175        727      5,982      5,977        405        428        585          0        103         15
 
Changes from:       December 30, 2014                                Total Change is:       738
       -15          0          0       -225        -57         26        936        446          0          1        317          0         15          6
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       26.9        0.0       28.2        1.6        6.7       55.5       55.4        3.8        4.0        5.4        0.0        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          .          .          .          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 9, 2015