BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        5,988
COMMITMENTS
     246    2,521      198    4,240    1,961    4,684    4,680    1,304    1,308

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         98)
      -5      326      -44       86      108       37      390       61     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     42.1      3.3     70.8     32.7     78.2     78.2     21.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       13        5       14       15       21       28
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       47,204
COMMITMENTS
  28,919   10,822      630   16,153   24,681   45,702   36,133    1,502   11,071

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,885)
   1,718    1,239       60      147      691    1,925    1,990      -40     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     22.9      1.3     34.2     52.3     96.8     76.5      3.2     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      16       26       23       22       29       54       63
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY 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:        5,039
COMMITMENTS
     130    1,059      155    3,692    2,761    3,977    3,975    1,062    1,064

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        106)
      42       18       19       63       91      124      128      -18      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     21.0      3.1     73.3     54.8     78.9     78.9     21.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        5       15       13       21       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      206,585
COMMITMENTS
  77,603   49,061   27,733   81,819  100,685  187,155  177,479   19,430   29,106

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -4,044)
     -35   -1,509     -763   -1,167   -1,005   -1,965   -3,277   -2,079     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     23.7     13.4     39.6     48.7     90.6     85.9      9.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      86       78       88       55       74      197      204
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      256,360
COMMITMENTS
  98,199   44,777   29,596   99,643  143,523  227,438  217,896   28,922   38,464

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -13,454)
 -12,996   -3,761     -417      298   -6,445  -13,115  -10,623     -339   -2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     17.5     11.5     38.9     56.0     88.7     85.0     11.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     119       69      103       92      137      270      271
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        5,167
COMMITMENTS
   1,701    2,889      245    2,091      621    4,037    3,755    1,130    1,412

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        550)
     256       92       45      197      170      498      307       52      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     55.9      4.7     40.5     12.0     78.1     72.7     21.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       27        6       26       14       44       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       41,516
COMMITMENTS
  11,875    8,190    6,119   13,858    9,280   31,852   23,589    9,664   17,927

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -269)
     340      299     -148       -9       64      183      215     -452     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     19.7     14.7     33.4     22.4     76.7     56.8     23.3     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      44       55       49       59       63      137      145
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY 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:        7,587
COMMITMENTS
     680    7,069       90    5,139       26    5,909    7,185    1,678      402

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     93.2      1.2     67.7      0.3     77.9     94.7     22.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        6        2        9        1       15        8
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY 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:       38,462
COMMITMENTS
   6,547   28,692      169   30,719    7,168   37,435   36,029    1,027    2,433

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,953)
      86    1,888     -161    2,160      313    2,085    2,040     -132      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     74.6      0.4     79.9     18.6     97.3     93.7      2.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      13       19        6       21       15       35       39
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      111,631
COMMITMENTS
  24,238   53,318    6,297   59,282   13,578   89,817   73,193   21,814   38,438

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      6,628)
  -3,361    4,540    2,675    7,019   -1,030    6,333    6,185      295      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     47.8      5.6     53.1     12.2     80.5     65.6     19.5     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       35       11       21       17       42       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       47,236
COMMITMENTS
   8,226   18,035      387   30,244   12,644   38,857   31,066    8,379   16,170

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -19,036)
   3,304  -13,331     -274  -24,181    4,010  -21,151   -9,595    2,115   -9,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     38.2      0.8     64.0     26.8     82.3     65.8     17.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        9        6       11       11       24       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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:      148,671
COMMITMENTS
  19,017   65,280    4,700  121,872   71,828  145,589  141,808    3,082    6,863

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     17,516)
   1,712   -6,320    4,032   11,511   20,240   17,255   17,952      261     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     43.9      3.2     82.0     48.3     97.9     95.4      2.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      26       56        8       15       20       47       79
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY 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:      182,860
COMMITMENTS
  35,319   81,027    2,718  128,779   62,499  166,816  146,244   16,044   36,616

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,297)
  -6,601    1,967      175   10,544    2,091    4,118    4,233      179       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     44.3      1.5     70.4     34.2     91.2     80.0      8.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       28        7       25       30       53       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      215,413
COMMITMENTS
  26,525  104,411    5,596  164,972   48,783  197,093  158,790   18,320   56,623

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -15,810)
     653  -16,086      707  -17,101      805  -15,741  -14,574      -69   -1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     48.5      2.6     76.6     22.6     91.5     73.7      8.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      26       52       16       25       28       59       89
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      450,262
COMMITMENTS
  52,047  232,777    9,226  350,433  114,236  411,706  356,239   38,556   94,023

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     27,836)
   1,189   14,068    2,115   18,499    7,527   21,803   23,710    6,033    4,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     51.7      2.0     77.8     25.4     91.4     79.1      8.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      42      101       25       55       63      109      178
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:   11,000,842
COMMITMENTS
 1706023  1509612  2191368  6245631  6051843 10143022  9752823  857,820  1248019

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    144,923)
 101,355   -4,538  -19,462   74,185  208,798  156,078  184,798  -11,155  -39,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.7     19.9     56.8     55.0     92.2     88.7      7.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      50       84       90      123      143      230      266
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      671,899
COMMITMENTS
 103,169   83,052   14,044  457,881  507,274  575,094  604,370   96,805   67,529

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        386)
   1,512    5,272   -2,602   -8,309  -10,510   -9,398   -7,840    9,784    8,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     12.4      2.1     68.1     75.5     85.6     89.9     14.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     124       99       52      228      218      373      348
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      130,382
COMMITMENTS
  13,460    9,075      266   78,929   95,534   92,655  104,875   37,727   25,507

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,780)
   1,873   -1,806     -193   -1,027   -4,603      653   -6,602    1,127    8,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.0      0.2     60.5     73.3     71.1     80.4     28.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10        6        4       37       29       48       38
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,707,586
COMMITMENTS
 452,916  374,259   64,517  1894762  2058701  2412195  2497477  295,391  210,109

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -6,971)
 -15,726   21,465    1,879  -36,408  -29,535  -50,255   -6,191   43,284     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.8      2.4     70.0     76.0     89.1     92.2     10.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     123       97       48      215      209      356      336
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:        543)
    -142     -125     -185    1,438      576    1,111      266     -568      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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+
FUTURES ONLY 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:       61,136
COMMITMENTS
  14,747    9,041    1,294   36,707   47,627   52,748   57,962    8,388    3,174

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -2,246)
  -1,577      267     -200   -1,732   -2,135   -3,509   -2,067    1,263     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     14.8      2.1     60.0     77.9     86.3     94.8     13.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      48       38       12       67       58      122      101
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      305,680
COMMITMENTS
  73,733   45,207    6,469  183,536  238,136  263,738  289,812   41,942   15,868

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -11,231)
  -7,886    1,336     -999   -8,661  -10,674  -17,546  -10,337    6,315     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     14.8      2.1     60.0     77.9     86.3     94.8     13.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      48       38       12       67       58      122      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      110,904
COMMITMENTS
   9,828   56,408      850   85,490   15,042   96,168   72,300   14,736   38,604

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -8,915)
  -4,950   -3,735      152   -1,051   -2,655   -5,849   -6,238   -3,066   -2,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     50.9      0.8     77.1     13.6     86.7     65.2     13.3     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       39        8       17       13       37       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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