BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,901
COMMITMENTS
     311    2,428      684    5,384    3,217    6,378    6,328    1,523    1,573

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        293)
     -10      327      -29      226      243      187      541      107     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     30.7      8.7     68.1     40.7     80.7     80.1     19.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       13        7       14       15       23       28
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       80,731
COMMITMENTS
  29,535    6,265   17,126   29,383   35,858   76,044   59,249    4,687   21,482

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,314)
   1,372      720    1,238      586    1,102    3,196    3,060      118      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      7.8     21.2     36.4     44.4     94.2     73.4      5.8     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      19       32       37       37       36       81       81
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,226
COMMITMENTS
     122    1,387      686    5,148    3,851    5,956    5,923    1,270    1,302

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        344)
      14       61       70      313      216      398      348      -54       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     19.2      9.5     71.2     53.3     82.4     82.0     17.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        8       19       14       29       25
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      290,055
COMMITMENTS
  78,610   32,421   90,035   96,854  128,821  265,499  251,277   24,555   38,778

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,300)
  -1,041   -1,784    4,878      235     -398    4,072    2,695   -1,772     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     11.2     31.0     33.4     44.4     91.5     86.6      8.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     104       74      102       87       83      245      222
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      366,536
COMMITMENTS
  93,186   13,859  120,433  119,425  180,141  333,044  314,433   33,492   52,103

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -5,803)
 -13,483   -2,718    5,174    2,163   -6,128   -6,146   -3,672      342   -2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      3.8     32.9     32.6     49.1     90.9     85.8      9.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     132       74      126      131      159      328      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,551
COMMITMENTS
   1,695    2,854      417    2,243      838    4,355    4,109    1,196    1,442

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        633)
     250       98       68      239      217      557      382       76      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     51.4      7.5     40.4     15.1     78.5     74.0     21.5     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      17       28        9       28       15       49       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       60,799
COMMITMENTS
  11,595    5,293   19,078   17,941   12,607   48,614   36,979   12,185   23,820

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,357)
    -132      290    1,714      719      213    2,301    2,217       56      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      8.7     31.4     29.5     20.7     80.0     60.8     20.0     39.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      61       48       65       84       84      177      174
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,562
COMMITMENTS
     554    7,111      384    5,735      553    6,674    8,049    1,888      514

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     83.1      4.5     67.0      6.5     77.9     94.0     22.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        6        7        9        4       17       14
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       47,965
COMMITMENTS
   3,668   30,606    4,871   38,249    8,996   46,789   44,474    1,176    3,491

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,528)
      38    1,939      139    2,438      508    2,615    2,586      -87      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     63.8     10.2     79.7     18.8     97.5     92.7      2.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9       27       15       22       17       42       48
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       47,001
COMMITMENTS
   5,688    1,132      133   40,692   44,854   46,513   46,119      488      882

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -5,322)
     445      190        0   -5,727   -5,625   -5,282   -5,435      -40      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      2.4      0.3     86.6     95.4     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        1       11       15       16       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      132,459
COMMITMENTS
  23,243   53,062   13,434   70,729   25,144  107,406   91,641   25,053   40,818

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      9,331)
  -2,782    4,339    3,976    8,039      600    9,233    8,915       98      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     40.1     10.1     53.4     19.0     81.1     69.2     18.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       34       15       24       20       48       64
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,716
COMMITMENTS
   9,759   17,418    5,271   36,129   20,309   51,158   42,997    9,558   17,719

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -13,704)
   5,395  -14,289    1,069  -23,008    8,326  -16,544   -4,894    2,840   -8,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     28.7      8.7     59.5     33.4     84.3     70.8     15.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8       10        8       12       14       25       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      149,022
COMMITMENTS
  19,019   65,271    4,811  122,059   72,005  145,889  142,087    3,133    6,935

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     17,513)
   1,734   -6,329    4,031   11,497   20,237   17,263   17,939      251     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     43.8      3.2     81.9     48.3     97.9     95.3      2.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      26       56        9       15       21       47       81
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      215,837
COMMITMENTS
  34,799   80,522   19,305  144,044   77,556  198,148  177,383   17,689   38,454

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      6,483)
  -6,612    1,741    1,954   11,045    2,465    6,387    6,161       96      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     37.3      8.9     66.7     35.9     91.8     82.2      8.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      27       32       20       27       35       65       76
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      256,815
COMMITMENTS
  26,114  104,326   24,732  184,583   66,501  235,429  195,559   21,386   61,257

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -13,157)
   1,480  -15,910    1,177  -16,161    2,169  -13,504  -12,565      347     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     40.6      9.6     71.9     25.9     91.7     76.1      8.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      25       59       32       30       33       75      105
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      575,383
COMMITMENTS
  48,677  225,167   83,536  395,351  161,196  527,565  469,899   47,819  105,484

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     51,065)
     486    9,743   19,078   23,235   16,070   42,799   44,890    8,266    6,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     39.1     14.5     68.7     28.0     91.7     81.7      8.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      53      107       63       63       72      150      209
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,818
COMMITMENTS
  10,941   12,758      356    7,997    4,228   19,294   17,342    3,524    5,476

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,754)
   2,545    2,586     -211   -1,161      389    1,173    2,764      581   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.9     55.9      1.6     35.0     18.5     84.6     76.0     15.4     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       33        5        9        9       27       44
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,636,512
COMMITMENTS
 1586704  1287712  7097674  8023233  7928530 16707611 16313916  928,901  1322596

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    202,968)
  98,694     -907  -40,450  148,322  279,426  206,567  238,069   -3,598  -35,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      7.3     40.2     45.5     45.0     94.7     92.5      5.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      58       95      114      142      155      272      295
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      821,313
COMMITMENTS
 103,649   85,862   61,080  546,908  593,877  711,637  740,819  109,675   80,493

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -25,793)
   1,834    6,222   -8,969  -28,338  -32,158  -35,473  -34,905    9,680    9,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     10.5      7.4     66.6     72.3     86.6     90.2     13.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     159      117      136      245      232      467      423
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      191,316
COMMITMENTS
  14,686   10,258   18,175  112,708  129,526  145,569  157,959   45,747   33,357

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -1,287)
   2,073   -2,379     -785   -4,497   -7,304   -3,209  -10,468    1,922    9,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      5.4      9.5     58.9     67.7     76.1     82.6     23.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      13       15       18       49       40       75       61
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,149,982
COMMITMENTS
 448,200  381,404  211,142  2171000  2321757  2830342  2914303  319,640  235,679

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:   -122,530)
 -19,648   24,549  -22,465 -119,205 -124,270 -161,318 -122,186   38,788     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     12.1      6.7     68.9     73.7     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     154      108      128      233      224      442      405
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,794
COMMITMENTS
   8,074    5,724    1,031   64,436   71,541   73,541   78,296   10,253    5,498

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        541)
    -142     -125     -185    1,438      576    1,111      266     -570      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      6.8      1.2     76.9     85.4     87.8     93.4     12.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15        8        4       47       35       64       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,124
COMMITMENTS
  14,937    9,022    1,931   37,758   48,863   54,626   59,816    8,498    3,308

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -3,225)
  -1,516      304     -416   -2,448   -2,937   -4,381   -3,049    1,155     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     14.3      3.1     59.8     77.4     86.5     94.8     13.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      51       39       19       70       63      129      113
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      315,621
COMMITMENTS
  74,687   45,110    9,656  188,789  244,315  273,132  299,081   42,489   16,540

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -16,127)
  -7,580    1,522   -2,082  -12,242  -14,685  -21,903  -15,245    5,776     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     14.3      3.1     59.8     77.4     86.5     94.8     13.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      51       39       19       70       63      129      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,683
COMMITMENTS
  10,315   56,054    7,876   93,635   23,941  111,827   87,872   16,856   40,811

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -7,875)
  -5,041   -3,819    1,288     -750   -2,175   -4,502   -4,706   -3,373   -3,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     43.6      6.1     72.8     18.6     86.9     68.3     13.1     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       41       18       20       22       48       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,498
COMMITMENTS
  14,420   15,655      236   27,612   32,489   42,268   48,380   11,230    5,118

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -2,730)
     177      780     -124   -2,532   -3,507   -2,479   -2,851     -251      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     29.3      0.4     51.6     60.7     79.0     90.4     21.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19        8        1       22       11       41       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       92,848
COMMITMENTS
  48,217    5,434    2,601   32,838   15,138   83,656   23,173    9,192   69,675

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -4,809)
  -1,389    1,360    1,978   -3,248    3,250   -2,659    6,588   -2,150  -11,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.9      5.9      2.8     35.4     16.3     90.1     25.0      9.9     75.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      34       11        4       31       18       68       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       12,740
COMMITMENTS
   7,530    4,527        0    4,715    7,655   12,245   12,182      495      558

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        747)
      25      621     -148    1,203       18    1,080      491     -333      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.1     35.5      0.0     37.0     60.1     96.1     95.6      3.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        5        0        9        2       16        7



Updated January 23, 2015