BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,255
COMMITMENTS
     274    2,066      679    4,979    2,716    5,932    5,461    1,323    1,794

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,100)
     -73     -364      -82     -976     -689   -1,131   -1,135       31       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     28.5      9.4     68.6     37.4     81.8     75.3     18.2     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        8        7       12       14       21       23
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       75,568
COMMITMENTS
  27,226    5,101   15,506   28,007   33,812   70,740   54,419    4,828   21,148

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,253)
  -1,374     -115   -1,456   -2,571   -2,667   -5,401   -4,238    1,148      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      6.7     20.5     37.1     44.7     93.6     72.0      6.4     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       28       32       33       31       71       69
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,291
COMMITMENTS
      94    1,072      525    4,443    3,359    5,062    4,956    1,229    1,335

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,140)
      -4     -457     -259   -1,000     -567   -1,262   -1,282      122      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     17.0      8.4     70.6     53.4     80.5     78.8     19.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        6       16       13       24       21
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,924
COMMITMENTS
  84,000   33,319   76,809   97,141  134,495  257,950  244,623   23,974   37,301

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      3,705)
     742    3,157    3,625     -824   -4,446    3,543    2,336      162    1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     11.8     27.2     34.5     47.7     91.5     86.8      8.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     105       70       97       99       92      257      221
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      365,624
COMMITMENTS
 109,887   19,979  105,736  117,885  188,615  333,508  314,331   32,115   51,293

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,603)
   3,224    2,838    2,435   -4,160   -3,195    1,499    2,078    1,103      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      5.5     28.9     32.2     51.6     91.2     86.0      8.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     127       69      113      144      174      329      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,276
COMMITMENTS
   1,479    2,516      210    1,550      466    3,239    3,192    1,037    1,084

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        462)
      91      396      -60      362      -81      393      255       69      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     58.8      4.9     36.3     10.9     75.8     74.6     24.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       19        8       23       11       43       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,150
COMMITMENTS
  11,112    5,484   14,803   16,749   12,966   42,664   33,253   12,486   21,897

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        176)
    -662      499     -448    1,130      181       20      232      156      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      9.9     26.8     30.4     23.5     77.4     60.3     22.6     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      57       46       58       85       86      172      166
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       43,877
COMMITMENTS
   3,581   27,507    4,743   34,389    8,216   42,713   40,466    1,164    3,411

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,011)
    -335     -235       28     -847   -1,003   -1,154   -1,210      143      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     62.7     10.8     78.4     18.7     97.3     92.2      2.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       26       12       20       16       37       45
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,847
COMMITMENTS
   5,048    1,068      234   46,119   49,696   51,402   50,998      446      849

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:         54)
       0     -108        7       -1       87        6      -14       48       68

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        2       13       17       19       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,491
COMMITMENTS
  28,969   48,605   10,923   60,713   24,927  100,605   84,455   23,886   40,035

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     11,245)
  -2,474    1,632    2,278    9,970    4,988    9,774    8,898    1,471    2,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     39.0      8.8     48.8     20.0     80.8     67.8     19.2     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       28       14       27       22       52       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       73,207
COMMITMENTS
   5,013   29,846    4,481   56,383   13,201   65,878   47,529    7,329   25,678

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      7,561)
  -3,284    4,760      412    9,897      926    7,024    6,098      537    1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     40.8      6.1     77.0     18.0     90.0     64.9     10.0     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       21        7       12       15       25       38
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      131,973
COMMITMENTS
  18,496   83,118      417  109,955   40,959  128,869  124,494    3,104    7,478

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,674)
   2,782    3,442       37     -368   -1,954    2,451    1,525     -776      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     63.0      0.3     83.3     31.0     97.6     94.3      2.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      27       59        4       15       17       44       78
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      205,365
COMMITMENTS
  38,796   62,107   24,574  122,863   80,547  186,232  167,227   19,133   38,138

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     34,061)
   4,511    7,285    9,973   18,408   14,060   32,893   31,319    1,168    2,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     30.2     12.0     59.8     39.2     90.7     81.4      9.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       36       28       29       39       75       90
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      281,784
COMMITMENTS
  30,716  121,724   30,550  199,066   65,599  260,332  217,873   21,453   63,911

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,894)
   2,961   -1,589     -113   -1,861    2,458      987      755    1,908    2,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     43.2     10.8     70.6     23.3     92.4     77.3      7.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      32       62       36       28       33       79      113
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      530,375
COMMITMENTS
  47,019  200,156   78,068  365,488  155,111  490,576  433,335   39,799   97,041

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     47,628)
   2,044   11,879   13,383   29,961   14,622   45,388   39,884    2,240    7,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     37.7     14.7     68.9     29.2     92.5     81.7      7.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      53      112       72       56       71      149      216
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       13,376
COMMITMENTS
   4,890    4,901    3,826    3,984    3,886   12,700   12,613      676      763

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       29        6        9        5       36       37
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,343,716
COMMITMENTS
 1519094  1379287  7157561  7798389  7460307 16475044 15997155  868,672  1346560

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    157,483)
  27,975  -23,850   67,281   24,339  100,866  119,595  144,296   37,888   13,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      8.0     41.3     45.0     43.0     95.0     92.2      5.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      54       99      113      140      151      265      295
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      839,108
COMMITMENTS
 106,870   74,290   67,715  560,917  627,211  735,501  769,216  103,607   69,892

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -7,279)
    -264   -1,617    1,458  -13,262   -1,266  -12,068   -1,425    4,789   -5,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      8.9      8.1     66.8     74.7     87.7     91.7     12.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     179      105      140      253      244      484      439
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      190,087
COMMITMENTS
  12,157   13,992   21,613  108,497  132,364  142,266  167,969   47,821   22,118

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,867)
    -753    5,469   -1,670   -1,393   -4,332   -3,817     -532      949   -2,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      7.4     11.4     57.1     69.6     74.8     88.4     25.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       12       25       48       44       79       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,245,104
COMMITMENTS
 504,314  332,239  199,760  2262100  2474235  2966174  3006234  278,929  238,870

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -22,060)
  30,154   -7,726  -12,070  -59,344   15,330  -41,259   -4,466   19,199  -17,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     10.2      6.2     69.7     76.2     91.4     92.6      8.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     170      100      128      242      234      457      417
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,549
COMMITMENTS
   8,606    3,705    1,501   61,752   72,904   71,859   78,110   10,690    4,439

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        805)
     -15   -1,260      383      182      551      550     -326      255    1,131

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        6        4       49       34       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,262
COMMITMENTS
  17,862    7,897    2,341   43,404   56,772   63,606   67,009    6,656    3,253

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        995)
   1,792      197      324     -367      414    1,749      935     -754       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     11.2      3.3     61.8     80.8     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      65       39       26       76       67      150      123
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      351,310
COMMITMENTS
  89,310   39,484   11,703  217,019  283,859  318,032  335,046   33,278   16,264

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      4,973)
   8,959      986    1,621   -1,837    2,071    8,743    4,677   -3,770      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     11.2      3.3     61.8     80.8     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      65       39       26       76       67      150      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      146,133
COMMITMENTS
  17,407   67,448   10,266  100,342   26,889  128,015  104,603   18,117   41,530

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,847)
  -7,250      621      118    9,501      888    2,369    1,628      478    1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     46.2      7.0     68.7     18.4     87.6     71.6     12.4     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      23       47       22       20       22       56       78
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,543
COMMITMENTS
  14,963   14,850      106   30,371   36,311   45,440   51,267   12,103    6,276

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

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

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

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

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

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



Updated January 9, 2015