Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   122,340
Positions
    29,341      6,631      6,008     20,095      5,599          0     13,784     44,836     11,894     16,168      6,147      1,391     23,659     39,832
 
Changes from:       December 2, 2014                                 Total Change is:    -2,043
     1,800        947     -1,395        301      1,179          0      3,042      1,145     -4,823      1,465      1,436     -1,381     -1,052        848
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        5.4        4.9       16.4        4.6        0.0       11.3       36.6        9.7       13.2        5.0        1.1       19.3       32.6
 
Number of Traders in Each Category                                    Total Traders:        84
         7          6         10          6          8          0         16         23         18          9          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    84,976
Positions
    40,660      3,946      1,613      1,287      3,667      1,082      9,632     30,304     21,331        218         13        556      8,596     22,464
 
Changes from:       December 2, 2014                                 Total Change is:    11,997
       966        357     -1,882       -375         10        375        612        523     13,055       -521         13        126       -359       -581
 
Percent of Open Interest Represented by Each Category of Trader
      47.8        4.6        1.9        1.5        4.3        1.3       11.3       35.7       25.1        0.3        0.0        0.7       10.1       26.4
 
Number of Traders in Each Category                                    Total Traders:        50
         7          .          5          .          5          .         13         17         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   215,435
Positions
    99,310     29,324     10,023      9,406     46,988      3,344     36,267     42,990     31,152      3,657     14,430      3,414     18,863     33,771
 
Changes from:       December 2, 2014                                 Total Change is:    -6,412
       801        705      4,474       -153      1,468     -1,418     -4,028     -4,894     -2,142     -1,245        877     -3,483        781     -2,000
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       13.6        4.7        4.4       21.8        1.6       16.8       20.0       14.5        1.7        6.7        1.6        8.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       104
         9          9          9          5         17          9         26         24         26          4          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   327,910
Positions
   142,802     17,326     10,222     31,047     38,164      4,155     35,541    103,053     39,528     14,190     21,543     28,492     21,934     65,427
 
Changes from:       December 2, 2014                                 Total Change is:   -11,767
   -15,212      4,088     -1,918      1,414      2,063        -33       -504     -8,744     -7,417      1,921     -3,879      8,369      1,614     -4,295
 
Percent of Open Interest Represented by Each Category of Trader
      43.5        5.3        3.1        9.5       11.6        1.3       10.8       31.4       12.1        4.3        6.6        8.7        6.7       20.0
 
Number of Traders in Each Category                                    Total Traders:       145
        13          4          8         10         19          7         25         50         31         10         14         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   552,194
Positions
   243,736     70,718     35,857     42,390     89,433     12,290     59,636    144,610     61,781     44,167     26,480     13,071     39,267     97,954
 
Changes from:       December 2, 2014                                 Total Change is:   -30,642
   -11,173      8,415        355        405      4,678     -1,205     -1,746    -27,004     -9,579       -290        435     -3,532     -3,878     -3,205
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       12.8        6.5        7.7       16.2        2.2       10.8       26.2       11.2        8.0        4.8        2.4        7.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       241
        19         14         16         16         32         20         34         61         47         22         43         27
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   180,531
Positions
    89,397      9,221     14,993      2,442     14,442      1,358     28,795     54,300     16,744      1,021     23,152      5,850     19,930     40,470
 
Changes from:       December 2, 2014                                 Total Change is:    12,250
     4,694     -1,653      4,778         40      1,414     -1,446      3,428      7,649       -431        466     -1,267      1,801     -1,079      1,407
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        5.1        8.3        1.4        8.0        0.8       16.0       30.1        9.3        0.6       12.8        3.2       11.0       22.4
 
Number of Traders in Each Category                                    Total Traders:       102
         7          6          9          .         11          4         20         37         21          .         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    70,847
Positions
    37,606     31,523     22,719          0      3,611          0      3,511      6,123      1,306      1,161        906      4,004        540        655
 
Changes from:       December 2, 2014                                 Total Change is:     4,855
     2,372        681      3,279          0        279          0     -1,501         14        -35         -1         10        639        102        -11
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       44.5       32.1        0.0        5.1        0.0        5.0        8.6        1.8        1.6        1.3        5.7        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        32
         9          9          9          0          .          0          .          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   213,668
Positions
    70,620     43,477     18,640     55,793      3,486          0     27,973     97,407     34,451      2,329      7,918        311      3,551      7,978
 
Changes from:       December 2, 2014                                 Total Change is:    21,756
     8,660      3,419     14,540        316      1,799          0      2,035      5,130     -2,951       -431       -190        289       -702       -280
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       20.3        8.7       26.1        1.6        0.0       13.1       45.6       16.1        1.1        3.7        0.1        1.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       128
         8          9          6          6          4          0         24         53         15         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,694
Positions
     6,050     52,534      3,016        254          0        101      1,259      3,810        164     49,116        544      2,970        764        555
 
Changes from:       December 2, 2014                                 Total Change is:       364
     1,431       -120          1       -358          0        101     -1,035        207        164         60       -103          0          0        114
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       82.5        4.7        0.4        0.0        0.2        2.0        6.0        0.3       77.1        0.9        4.7        1.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5          .          .          .          0          .          .          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    23,550
Positions
     8,306      3,273        768      1,605        809          0      8,073     11,160      1,007      1,716        821          0      2,075      5,712
 
Changes from:       December 2, 2014                                 Total Change is:     3,101
     1,753        193        714        473         -4          0       -594      1,371        381        737       -200          0       -363        646
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       13.9        3.3        6.8        3.4        0.0       34.3       47.4        4.3        7.3        3.5        0.0        8.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        72
         6          6          .          4          4          0         14         24          6          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    87,101
Positions
    23,194     49,422      9,079      6,238      1,939        331     28,779      7,582      3,876      2,623      3,209        967     12,014     10,697
 
Changes from:       December 2, 2014                                 Total Change is:     9,158
     1,415      4,027      7,776        654        -11         60     -5,307     -3,322      2,040       -638     -1,075        377      2,781       -715
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       56.7       10.4        7.2        2.2        0.4       33.0        8.7        4.4        3.0        3.7        1.1       13.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       113
        14         17         10         13          .          4         35         16         11          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,819
Positions
     6,470     11,130        450        890          0          0      1,521        315          4          0        300          0      3,484        620
 
Changes from:       December 2, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       86.8        3.5        6.9        0.0        0.0       11.9        2.5        0.0        0.0        2.3        0.0       27.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8          .          .          0          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   148,563
Positions
    44,430     87,565      6,276     10,696      3,878        662     57,517     17,535      4,742      5,846      6,418      1,334     17,060     20,153
 
Changes from:       December 2, 2014                                 Total Change is:    -7,324
       871     -3,226      3,671       -473        -21        120    -10,656     -4,271      1,070       -676     -2,150        154     -1,405     -2,671
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       58.9        4.2        7.2        2.6        0.4       38.7       11.8        3.2        3.9        4.3        0.9       11.5       13.6
 
Number of Traders in Each Category                                    Total Traders:       109
        14         15          7         12          .          4         33         17         11          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,003,504
Positions
    35,392    212,257     64,151    326,024    125,516     54,481    120,299    156,534    216,594     38,619     49,815     39,688    108,257     84,469
 
Changes from:       December 2, 2014                                 Total Change is:     1,702
    -4,212      5,003      5,522        176        621      3,117     -2,192    -11,816      1,999       -614      1,183        193     -2,287     -4,120
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       21.2        6.4       32.5       12.5        5.4       12.0       15.6       21.6        3.8        5.0        4.0       10.8        8.4
 
Number of Traders in Each Category                                    Total Traders:       653
        29         46         40        129         64         90        101        128        121         89         64         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   247,103
Positions
    19,720     61,732      7,283     60,307     26,563      4,566     14,615     21,616     64,997     10,442     11,132     16,847     48,324     32,367
 
Changes from:       December 2, 2014                                 Total Change is:     3,020
       -26      1,547        237      1,349       -138        602     -1,095      1,218      1,602         70        682        476       -195     -3,206
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       25.0        2.9       24.4       10.7        1.8        5.9        8.7       26.3        4.2        4.5        6.8       19.6       13.1
 
Number of Traders in Each Category                                    Total Traders:       108
         7         13          7         19          9         12         17         21         35         12          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,782,005
Positions
   168,713    842,982    193,985  1,380,307    546,489    197,851    621,805    767,974    664,596    142,770    195,301    112,316    299,661    260,510
 
Changes from:       December 2, 2014                                 Total Change is:    -6,589
   -27,502     10,706     32,996     -5,799      3,867     12,509    -21,723    -81,409     18,222     -3,344      2,577     -1,489    -10,458     -4,568
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       22.3        5.1       36.5       14.4        5.2       16.4       20.3       17.6        3.8        5.2        3.0        7.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       622
        31         43         39        122         62         82         98        124        113         80         62         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    99,910
Positions
     7,145     32,790      1,010     44,400     48,344      2,172     22,205      9,649      1,735        693        401          0     20,550      3,809
 
Changes from:       December 2, 2014                                 Total Change is:        82
       340       -921        456        699      2,237         20       -513     -1,594       -155        225          0          0       -990         39
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       32.8        1.0       44.4       48.4        2.2       22.2        9.7        1.7        0.7        0.4        0.0       20.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          7         37         10         13         17          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    97,117
Positions
     4,518     49,884      9,044     37,911      6,153        493     24,071     13,102      5,850      2,839      3,174      1,196     11,195      8,222
 
Changes from:       December 2, 2014                                 Total Change is:       166
      -406        604        -69       -186        269         30        543        152       -602       -154       -721        157        852        346
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       51.4        9.3       39.0        6.3        0.5       24.8       13.5        6.0        2.9        3.3        1.2       11.5        8.5
 
Number of Traders in Each Category                                    Total Traders:       251
        20         22         18         33         17          7         64         52         26         18         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    14,745
Positions
     6,502     11,057        100        898          0          0      1,824      2,153          0        886        800          0      4,535        635
 
Changes from:       December 2, 2014                                 Total Change is:      -140
      -464        429          0          1          0          0       -635       -366          0         36          0          0        922       -203
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       75.0        0.7        6.1        0.0        0.0       12.4       14.6        0.0        6.0        5.4        0.0       30.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          .          .          0          0          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   411,863
Positions
    23,995    228,048     10,805    185,064     30,764      2,466    116,639     60,149     23,849     10,208     12,313      5,535     33,302     37,935
 
Changes from:       December 2, 2014                                 Total Change is:     1,527
         8        592        -65       -933      1,346        151      2,032     -1,266        847       -504     -3,161        341       -350      2,742
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       55.4        2.6       44.9        7.5        0.6       28.3       14.6        5.8        2.5        3.0        1.3        8.1        9.2
 
Number of Traders in Each Category                                    Total Traders:       249
        19         23         15         33         17          7         63         53         24         17         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   392,287
Positions
   101,703     65,634     22,038    119,830    138,741     26,141     82,562     98,879     12,001      7,778     10,603      1,055     19,179     17,195
 
Changes from:       December 2, 2014                                 Total Change is:    -3,161
    -5,898        633        429      2,396        648     -1,165      1,215     -7,666      2,702        302      1,222        280     -3,422       -244
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       16.7        5.6       30.5       35.4        6.7       21.0       25.2        3.1        2.0        2.7        0.3        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       273
        19         17          7         52         43         23         45         59         22         13         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    82,427
Positions
     3,969     20,287      3,709     29,968          0        153     15,919     25,233      3,710      3,200        811      7,109     14,690     21,415
 
Changes from:       December 2, 2014                                 Total Change is:     9,813
      -304        384      1,855       -795          0        -30       -674        540      3,588     -1,683       -751      7,109        747     -2,882
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       24.6        4.5       36.4        0.0        0.2       19.3       30.6        4.5        3.9        1.0        8.6       17.8       26.0
 
Number of Traders in Each Category                                    Total Traders:        71
         6          9          5         19          0          .         15         15          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   145,725
Positions
    37,670     21,652      8,321     15,478      2,321        577     49,639     28,725      6,484      9,442        864        863     17,251     75,918
 
Changes from:       December 2, 2014                                 Total Change is:    19,120
     4,809         82      2,078        650         15          3        140      7,553      4,709         97     -1,048        858      5,776      4,870
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       14.9        5.7       10.6        1.6        0.4       34.1       19.7        4.4        6.5        0.6        0.6       11.8       52.1
 
Number of Traders in Each Category                                    Total Traders:       104
        15         15         13          9          .          .         35         16         11         10          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   132,340
Positions
     8,492     81,950      2,046     79,743     29,538      5,776     25,789      6,615      2,882      1,656      1,084          0      5,956      2,449
 
Changes from:       December 2, 2014                                 Total Change is:     6,650
     2,895      7,326        263      2,865      1,137         36       -191     -2,154        171        635        167       -164        140       -132
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       61.9        1.5       60.3       22.3        4.4       19.5        5.0        2.2        1.3        0.8        0.0        4.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       110
         8         12          4         42         20         16         15          5          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   348,536
Positions
    57,195    188,225     10,301    122,048     54,377     39,078     77,809     34,250      9,353     16,641      7,914      1,389     14,722      3,649
 
Changes from:       December 2, 2014                                 Total Change is:    11,939
     6,056     -1,469      5,509      1,346        762        -92     -3,983        677      3,802        329        301        -55       -973      2,504
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       54.0        3.0       35.0       15.6       11.2       22.3        9.8        2.7        4.8        2.3        0.4        4.2        1.0
 
Number of Traders in Each Category                                    Total Traders:       214
        24         19         11         59         25         29         37         20         16         22          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   969,057
Positions
    11,792    120,697     21,929    420,684    163,370    120,648    108,408    240,923     68,359     20,674     34,768     12,355    184,208    186,007
 
Changes from:       December 2, 2014                                 Total Change is:    28,007
     4,055     -1,148      8,236     45,317     15,160      1,292    -13,190     16,834    -18,236       -740     -2,232      5,228     -3,955      2,873
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.5        2.3       43.4       16.9       12.5       11.2       24.9        7.1        2.1        3.6        1.3       19.0       19.2
 
Number of Traders in Each Category                                    Total Traders:       163
         6         18         12         35         31         39         28         24         30         10         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   573,334
Positions
    38,903     87,343      4,892    261,390     40,478     85,858     32,010    231,555     22,384      7,057     10,531         59    120,781     90,234
 
Changes from:       December 2, 2014                                 Total Change is:    14,368
     7,443     19,164       -357      5,502      4,169      5,927        455     -5,208     -8,468          0        -43          0      3,866       -816
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.2        0.9       45.6        7.1       15.0        5.6       40.4        3.9        1.2        1.8        0.0       21.1       15.7
 
Number of Traders in Each Category                                    Total Traders:        96
         .          9          9         41         11         29         10         16         15          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,377,929
Positions
    76,580    141,271     17,986    269,213    451,024     85,515    663,687    220,207     66,626     79,148    225,066     18,085    101,089    152,150
 
Changes from:       December 2, 2014                                 Total Change is:   -69,975
     1,517     -9,461      2,554      2,036    -25,999    -17,183      7,156      8,969    -19,206    -31,806     -5,037     -3,924    -11,121       -690
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       10.3        1.3       19.5       32.7        6.2       48.2       16.0        4.8        5.7       16.3        1.3        7.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       254
        15         30         10         40         44         36         46         28         34         17         34         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,136,775
Positions
   121,819     90,511    147,096    951,599    852,388    363,998    468,871    629,084    327,661    340,888    162,222    103,524    311,320    460,293
 
Changes from:       December 2, 2014                                 Total Change is:    14,855
   -19,709    -12,021     18,204     15,346     43,940     20,378     -5,438    -77,392     25,428    -21,544     -6,271      1,054    -18,866      1,535
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        2.9        4.7       30.3       27.2       11.6       14.9       20.1       10.4       10.9        5.2        3.3        9.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       367
        24         20         36         40         82         72         52         73         87         26         50         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,015,170
Positions
   114,286    146,808     42,805    419,456    511,391    300,863    531,581    222,224    182,191    131,324    169,602     42,454    250,210    396,833
 
Changes from:       December 2, 2014                                 Total Change is:    -9,836
    45,936      9,106      5,616     -6,341     19,153    -17,664     -3,193     -8,822     -5,374      7,010    -19,777     -2,225    -33,601     10,152
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        7.3        2.1       20.8       25.4       14.9       26.4       11.0        9.0        6.5        8.4        2.1       12.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       267
        10         31         23         35         48         46         45         50         50         16         32         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   713,715
Positions
   280,637    135,776    196,351      1,436      8,039     13,698     34,987    138,946     97,216      5,712     13,497     52,998     30,681     57,196
 
Changes from:       December 2, 2014                                 Total Change is:    12,737
    -6,895    -16,245     17,822      1,436      2,732     -3,941     -3,834      4,101      7,890         32       -904      1,053       -826        229
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       19.0       27.5        0.2        1.1        1.9        4.9       19.5       13.6        0.8        1.9        7.4        4.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       101
        20         23         37          .          .          .         16         24         29          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is19,688,567
Positions
 2,327,557  1,540,863  4,260,623    437,943    808,639    584,744  1,652,369  1,421,287  7,713,186    448,346    580,718  1,428,645    835,154  1,349,862
 
Changes from:       December 2, 2014                                 Total Change is:   621,200
   142,455   -416,517    170,692   -597,619    -26,165    120,726    124,523    100,594    434,481    -11,642    -54,949    262,380    -24,795     29,958
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        7.8       21.6        2.2        4.1        3.0        8.4        7.2       39.2        2.3        2.9        7.3        4.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       331
        29         60         88         12         32         31         42         90        111         15         44         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    71,182
Positions
    37,056      6,166      7,819        814     13,086      4,937      9,007     21,947      9,699      1,767      7,362          0         83        166
 
Changes from:       December 2, 2014                                 Total Change is:    18,573
     1,048       -121      7,783     -1,565        493          2        806        951      9,699        836       -248          0        -36         14
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        8.7       11.0        1.1       18.4        6.9       12.7       30.8       13.6        2.5       10.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        47
         5          6          4          .         10          4          6          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,264
Positions
    40,206     15,934      3,213          0     15,434        221      7,775      7,742     10,211      1,554     10,457          0         84         52
 
Changes from:       December 2, 2014                                 Total Change is:    10,591
       449       -400      3,213          0        656       -485     -1,049        252      7,448      1,036        -33          0        -21        -60
 
Percent of Open Interest Represented by Each Category of Trader
      63.6       25.2        5.1        0.0       24.4        0.3       12.3       12.2       16.1        2.5       16.5        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        47
         4          5          .          0         15          .          6          6          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    94,910
Positions
    16,719     57,318        812      9,570          0        117     30,799     31,348      3,786     18,206        120        134     14,768      1,277
 
Changes from:       December 2, 2014                                 Total Change is:    -3,785
       613       -257        -28       -865          0         25       -343     -2,333       -331     -3,195       -630         18        320       -250
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       60.4        0.9       10.1        0.0        0.1       32.5       33.0        4.0       19.2        0.1        0.1       15.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       172
         7          .          .         15          0          .         46         18         14         79          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   361,415
Positions
    64,992     59,382     37,867     54,410     31,758     40,699     49,437     75,974     49,870     13,371      6,826     28,208     22,561     30,831
 
Changes from:       December 2, 2014                                 Total Change is:   -12,439
     2,477     -5,534        331      6,491        858     -4,744    -12,504        335       -482        246       -267     -2,873     -1,381        -63
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       16.4       10.5       15.1        8.8       11.3       13.7       21.0       13.8        3.7        1.9        7.8        6.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       178
        20          9         23          7         18         10         35         47         51         12         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 12, 2014