Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   112,718
Positions
    28,903      1,615        978     23,230      5,897         80     19,565     47,081      7,765      8,489      8,402      2,234     21,474     38,666
 
Changes from:       January 20, 2015                                 Total Change is:     1,087
      -501        219        123     -1,139       -199         -3      3,644      1,866       -354        -42       -492       -301       -340        228
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        1.4        0.9       20.6        5.2        0.1       17.4       41.8        6.9        7.5        7.5        2.0       19.1       34.3
 
Number of Traders in Each Category                                    Total Traders:        83
         9          .          .          7          7          .         14         24          7          8         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,956
Positions
    20,398      5,878          1      2,287      2,220         13     10,923     19,005        458          0      1,636         84      8,792     13,661
 
Changes from:       January 20, 2015                                 Total Change is:    -4,280
    -5,588        192          1         21        -90          0        836     -2,050         37          0        139          0        413     -2,509
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       13.7        0.0        5.3        5.2        0.0       25.4       44.2        1.1        0.0        3.8        0.2       20.5       31.8
 
Number of Traders in Each Category                                    Total Traders:        40
         4          4          .          .          .          .         11         13          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   185,350
Positions
   110,432      7,330      1,757      6,514     55,110      2,676     36,743     62,938      6,652      4,373     11,805        562     15,641     36,520
 
Changes from:       January 20, 2015                                 Total Change is:     2,490
     1,202       -274       -198      1,252        665       -722      1,004      1,885        842       -532        343         45       -403        -96
 
Percent of Open Interest Represented by Each Category of Trader
      59.6        4.0        0.9        3.5       29.7        1.4       19.8       34.0        3.6        2.4        6.4        0.3        8.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       101
        10          5          4          6         17          6         26         26         11          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   202,571
Positions
    80,242     17,113         35     29,876     44,386      1,900     15,230     75,275      4,236     52,511      4,701      2,696     15,845     52,229
 
Changes from:       January 20, 2015                                 Total Change is:   -12,842
    -9,121      3,672         33        219      2,936     -1,429        385    -13,565       -653        126        485         73     -2,475     -4,394
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        8.4        0.0       14.7       21.9        0.9        7.5       37.2        2.1       25.9        2.3        1.3        7.8       25.8
 
Number of Traders in Each Category                                    Total Traders:       132
        10          7          .          9         18          7         19         49         11         10          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   449,726
Positions
   242,417     13,348      4,190     40,261     95,725     15,189     27,853    166,533      5,109     77,189     52,596      2,541     34,977     94,495
 
Changes from:       January 20, 2015                                 Total Change is:      -536
    -4,701       -392        628      6,452       -639      1,832     -4,520    -10,274     -1,989      4,127      8,612      1,214     -3,579        472
 
Percent of Open Interest Represented by Each Category of Trader
      53.9        3.0        0.9        9.0       21.3        3.4        6.2       37.0        1.1       17.2       11.7        0.6        7.8       21.0
 
Number of Traders in Each Category                                    Total Traders:       248
        21         12          6         22         31         24         31         57         10         24         49         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,620
Positions
    85,225        380         17      1,083     15,894        941     18,755     49,673        961      5,474     14,992         13     13,151     42,749
 
Changes from:       January 20, 2015                                 Total Change is:    14,716
    11,291         38        -19     -1,415      1,157         33      7,326      3,500        191     -1,106      5,671          0     -1,585      4,145
 
Percent of Open Interest Represented by Each Category of Trader
      67.8        0.3        0.0        0.9       12.7        0.7       14.9       39.5        0.8        4.4       11.9        0.0       10.5       34.0
 
Number of Traders in Each Category                                    Total Traders:        89
        10          .          .          .         11          .         15         35          8          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    47,761
Positions
    31,177     28,719      3,487        100      4,329          0      7,889      5,556      1,228        190        384      3,248        442        810
 
Changes from:       January 20, 2015                                 Total Change is:       760
       380        -17          0          0         92          0        236        757          0        190          0          0        -46        -72
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       60.1        7.3        0.2        9.1        0.0       16.5       11.6        2.6        0.4        0.8        6.8        0.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        30
         8          7          7          .          .          0          5          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   153,115
Positions
    55,039     59,573        213     55,105      2,865          0     23,959     62,219     13,219      2,273      8,821        121      3,186      6,084
 
Changes from:       January 20, 2015                                 Total Change is:     4,444
        20      2,767         12       -321        355          0      8,536      5,619     -3,179       -579       -202       -149        104       -779
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       38.9        0.1       36.0        1.9        0.0       15.6       40.6        8.6        1.5        5.8        0.1        2.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       113
         4         11          .          4          6          0         25         46          7          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    36,682
Positions
     3,530     13,968     10,804          0        484         38     11,164      1,163      1,959        595        333      2,746      5,846      5,187
 
Changes from:       January 20, 2015                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       38.1       29.5        0.0        1.3        0.1       30.4        3.2        5.3        1.6        0.9        7.5       15.9       14.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          7          .          0          .          .          4          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,594
Positions
     9,805        238         14        686        804          0     11,456     14,223        906        429      3,258          0      2,298      6,151
 
Changes from:       January 20, 2015                                 Total Change is:     2,776
     3,370          2        -22       -169        439          0      1,001      1,764        -88        -90          6          0     -1,226        675
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        0.9        0.1        2.7        3.1        0.0       44.8       55.6        3.5        1.7       12.7        0.0        9.0       24.0
 
Number of Traders in Each Category                                    Total Traders:        64
        11          .          .          .          .          0         11         27          4          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    52,970
Positions
    22,317     33,746        158      4,258      1,897        372     13,686      8,033      1,044      1,802      3,091         59      9,275      4,572
 
Changes from:       January 20, 2015                                 Total Change is:     2,670
     2,667     -1,477          8          5        -80         98     -1,833      2,556        900       -126        102          3        949        560
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       63.7        0.3        8.0        3.6        0.7       25.8       15.2        2.0        3.4        5.8        0.1       17.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        92
        17         11          .          9          .          4         22         13          6          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   105,940
Positions
    44,634     67,491        316      8,515      3,794        744     27,372     16,065      2,088      3,604      6,181        117     18,550      9,144
 
Changes from:       January 20, 2015                                 Total Change is:     5,339
     5,334     -2,953         16          9       -160        196     -3,666      5,112      1,799       -252        203          6      1,897      1,120
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       63.7        0.3        8.0        3.6        0.7       25.8       15.2        2.0        3.4        5.8        0.1       17.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        92
        17         11          .          9          .          4         22         13          6          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   672,635
Positions
    33,065    200,800     22,082    315,498    113,184     48,261     93,893    132,096     32,563     31,095     53,974      3,538     92,640     66,137
 
Changes from:       January 20, 2015                                 Total Change is:       736
    -1,813        588      4,663        -15     -6,287      2,634     -3,533     -2,407      2,175       -505       -533      1,295     -4,165     -1,392
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       29.9        3.3       46.9       16.8        7.2       14.0       19.6        4.8        4.6        8.0        0.5       13.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       540
        29         37         25        123         60         73         88        102         73         48         53         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   132,255
Positions
    17,699     58,940      1,529     55,131     22,947      3,190      9,647      8,223        795      7,610     13,499         52     36,602     23,080
 
Changes from:       January 20, 2015                                 Total Change is:     1,873
     2,158      3,206        470     -1,523       -263        121      1,550        560        259        -37        -53          0     -1,125     -2,427
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       44.6        1.2       41.7       17.4        2.4        7.3        6.2        0.6        5.8       10.2        0.0       27.7       17.5
 
Number of Traders in Each Category                                    Total Traders:        78
         8          9          5         16          6          9         16         12          5          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,701,901
Positions
   164,167    796,636     15,425  1,325,268    474,620    201,922    483,251    681,386     96,821    127,041    211,991      7,814    280,192    215,286
 
Changes from:       January 20, 2015                                 Total Change is:    -5,685
    -2,783      3,979      3,893     19,630    -18,029        474    -16,039     -5,457        204      5,262      5,201     -1,127    -15,199      5,177
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       29.5        0.6       49.0       17.6        7.5       17.9       25.2        3.6        4.7        7.8        0.3       10.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       527
        31         35         18        116         59         67         86        103         62         47         50         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    82,989
Positions
     5,897     13,996        166     44,356     46,680      2,413     19,275     11,853      1,175        484        980          0      9,223      5,726
 
Changes from:       January 20, 2015                                 Total Change is:      -805
    -1,105        605         47      1,473     -2,458       -283        343        197        144       -394        715          0     -1,030        228
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       16.9        0.2       53.4       56.2        2.9       23.2       14.3        1.4        0.6        1.2        0.0       11.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        92
         5          9          .         36         11         16         15         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    60,303
Positions
     3,996     35,690        234     26,290      6,773        754     17,227     11,255      1,331      2,170      1,382        111      8,188      2,772
 
Changes from:       January 20, 2015                                 Total Change is:      -833
     1,049        277         55     -1,574        -98        110       -232       -406         47        -75       -403        -13       -200       -402
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       59.2        0.4       43.6       11.2        1.3       28.6       18.7        2.2        3.6        2.3        0.2       13.6        4.6
 
Number of Traders in Each Category                                    Total Traders:       211
        19         19          .         32         17          7         51         46         14         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   301,513
Positions
    19,980    178,451      1,172    131,450     33,866      3,770     86,137     56,276      6,656     10,852      6,910        554     40,942     13,858
 
Changes from:       January 20, 2015                                 Total Change is:    -4,167
     5,243      1,386        277     -7,869       -490        548     -1,161     -2,029        234       -373     -2,017        -66     -1,000     -2,010
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       59.2        0.4       43.6       11.2        1.3       28.6       18.7        2.2        3.6        2.3        0.2       13.6        4.6
 
Number of Traders in Each Category                                    Total Traders:       211
        19         19          .         32         17          7         51         46         14         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   343,891
Positions
    98,286     53,284      7,671    125,107    135,731     18,113     63,034     96,571      3,980      7,298      9,950          0     20,402     18,591
 
Changes from:       January 20, 2015                                 Total Change is:       139
         2      4,834        226        762     -4,533       -583     -1,095      1,773       -165       -547     -1,834          0      1,539        421
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       15.5        2.2       36.4       39.5        5.3       18.3       28.1        1.2        2.1        2.9        0.0        5.9        5.4
 
Number of Traders in Each Category                                    Total Traders:       256
        17         11          .         55         42         25         44         56         10         13         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    52,339
Positions
     1,664     23,356        111     28,905          0         40      5,003     17,814        652      5,667      5,377          0     10,297      4,989
 
Changes from:       January 20, 2015                                 Total Change is:    -1,159
       -15         31          0     -1,628          0          6       -149        103        416      1,144     -1,586          0       -933       -129
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       44.6        0.2       55.2        0.0        0.1        9.6       34.0        1.2       10.8       10.3        0.0       19.7        9.5
 
Number of Traders in Each Category                                    Total Traders:        58
         5          7          .         19          0          .         11          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   100,688
Positions
    31,446      5,639      2,195      7,967      5,194        862     42,981      5,127      2,649      3,037      3,062          0      9,551     75,960
 
Changes from:       January 20, 2015                                 Total Change is:     7,840
     7,021      1,471        546       -147       -457       -204        281     -1,025        -16          0      1,240          0        359      6,285
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        5.6        2.2        7.9        5.2        0.9       42.7        5.1        2.6        3.0        3.0        0.0        9.5       75.4
 
Number of Traders in Each Category                                    Total Traders:        80
        17          8          4          9          5          .         28          5          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   129,462
Positions
     8,746     67,951        225     77,208     40,992      4,736     28,399      8,556      3,042      1,523      1,094          0      5,583      2,866
 
Changes from:       January 20, 2015                                 Total Change is:       342
       227        562         26     -1,244        220        197         63        708       -443        246        -44          0      1,270       -884
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       52.5        0.2       59.6       31.7        3.7       21.9        6.6        2.3        1.2        0.8        0.0        4.3        2.2
 
Number of Traders in Each Category                                    Total Traders:       111
         8         13          .         39         21         21         15          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   367,770
Positions
    69,240    181,704      5,216    148,487     64,325     32,052     72,006     64,192      5,802     16,379      9,396      1,728     16,860      3,355
 
Changes from:       January 20, 2015                                 Total Change is:    19,791
    12,914     18,170       -185     -4,243     -6,874        382      9,219     13,459     -2,091      2,670     -1,977       -233      1,358       -860
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       49.4        1.4       40.4       17.5        8.7       19.6       17.5        1.6        4.5        2.6        0.5        4.6        0.9
 
Number of Traders in Each Category                                    Total Traders:       215
        17         25          9         56         28         30         28         22         10         27         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   787,448
Positions
    19,896     73,560      5,521    360,090    207,049    107,061     86,647    173,493     21,501     13,609     37,077        811    172,312    161,375
 
Changes from:       January 20, 2015                                 Total Change is:   -33,436
    -1,476    -23,897      3,113    -35,498     19,162    -10,940     10,760    -20,049      1,652     -3,418      2,569     -2,487      4,858     -2,559
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.3        0.7       45.7       26.3       13.6       11.0       22.0        2.7        1.7        4.7        0.1       21.9       20.5
 
Number of Traders in Each Category                                    Total Traders:       158
         9         12          .         35         27         35         28         27         17          5         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   504,360
Positions
    22,607     84,402        525    253,192     43,369     81,344     23,506    191,981     10,557      5,550      9,487         59    107,020     82,636
 
Changes from:       January 20, 2015                                 Total Change is:    -3,906
    -2,100      7,379        143       -542      5,593        474      2,897    -13,151        320          0     -1,845          0     -5,098     -2,819
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       16.7        0.1       50.2        8.6       16.1        4.7       38.1        2.1        1.1        1.9        0.0       21.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        98
         .          7          .         43         12         30         10         18         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,305,032
Positions
    83,000    153,604      8,462    258,035    434,676    107,886    566,172    166,113     46,439    120,601    236,493      8,504    105,933    142,855
 
Changes from:       January 20, 2015                                 Total Change is:    47,164
     5,427     41,579     -3,181    -12,161     10,202      5,995     24,268    -14,383     18,470        -22     -8,192        -80      8,448     -3,246
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       11.8        0.6       19.8       33.3        8.3       43.4       12.7        3.6        9.2       18.1        0.7        8.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       268
        15         34          5         42         44         37         44         35         28         16         38          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,673,543
Positions
   200,304    144,150     15,530    789,438    909,783    333,117    496,712    529,458    109,053    352,335    165,875     37,386    339,668    429,191
 
Changes from:       January 20, 2015                                 Total Change is:   -20,317
    58,610    -11,211    -16,709    -52,701     80,728      7,334    -23,083    -83,903      7,520    -16,498    -15,933      2,088     13,122      9,769
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        5.4        0.6       29.5       34.0       12.5       18.6       19.8        4.1       13.2        6.2        1.4       12.7       16.1
 
Number of Traders in Each Category                                    Total Traders:       361
        22         25          9         39         83         62         54         62         51         24         52         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,822,324
Positions
    97,488    206,663      7,659    520,684    451,570    300,573    426,774    267,518     39,703    135,244    187,436      7,891    286,308    353,311
 
Changes from:       January 20, 2015                                 Total Change is:   -14,957
    11,129     -5,523     -2,288    -39,181     35,675     10,066     16,988    -50,550     -3,866    -16,766    -12,470      5,886      3,075      8,113
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       11.3        0.4       28.6       24.8       16.5       23.4       14.7        2.2        7.4       10.3        0.4       15.7       19.4
 
Number of Traders in Each Category                                    Total Traders:       264
        16         27          6         40         40         44         44         47         26         17         33          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   735,711
Positions
   274,818    154,045    257,884          0      5,710     11,154     23,683     89,290     90,887        391     27,871     54,897     21,997     43,973
 
Changes from:       January 20, 2015                                 Total Change is:     3,080
    -7,229     -2,376     11,717       -882        582         79      2,285     -5,404     -2,137        108        995      2,437     -3,298     -2,813
 
Percent of Open Interest Represented by Each Category of Trader
      37.4       20.9       35.1        0.0        0.8        1.5        3.2       12.1       12.4        0.1        3.8        7.5        3.0        6.0
 
Number of Traders in Each Category                                    Total Traders:       106
        19         29         41          0          .          .         17         20         25          .          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,019,134
Positions
 1,799,986  1,834,354  2,606,890    311,000    764,997    518,824  2,004,642  1,064,192  1,995,071    476,801    574,949    402,851    903,069  1,257,006
 
Changes from:       January 20, 2015                                 Total Change is:    18,292
   -50,837     19,565    -50,115     15,172     30,489    -19,192     77,975         28     10,385        308     28,798    -10,653     45,249      8,987
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       16.6       23.7        2.8        6.9        4.7       18.2        9.7       18.1        4.3        5.2        3.7        8.2       11.4
 
Number of Traders in Each Category                                    Total Traders:       282
        31         55         78         13         25         26         39         71         78          8         33         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    54,168
Positions
    24,567      9,514          0        685     15,728      3,882     23,715     16,095          0      1,235      8,798          0         84        151
 
Changes from:       January 20, 2015                                 Total Change is:     4,590
     3,233      8,712          0        -27     -2,127         17      1,287     -2,845          0        105        847          0        -25        -14
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       17.6        0.0        1.3       29.0        7.2       43.8       29.7        0.0        2.3       16.2        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         6          4          0          .         10          .          5         10          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    36,235
Positions
    17,541        685          0          0     15,421        221     18,071      7,817        163        100     11,549          0        139        379
 
Changes from:       January 20, 2015                                 Total Change is:       190
       196        177          0          0       -406          0        -14         85          0          0         25          0          8        309
 
Percent of Open Interest Represented by Each Category of Trader
      48.4        1.9        0.0        0.0       42.6        0.6       49.9       21.6        0.4        0.3       31.9        0.0        0.4        1.0
 
Number of Traders in Each Category                                    Total Traders:        47
         6          .          0          0         13          .          4          9          .          .         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is   129,495
Positions
    13,021     90,327        507     12,028          0         81     37,892     33,409      1,803     41,677        323         68     22,418      2,977
 
Changes from:       January 20, 2015                                 Total Change is:      -582
      -656       -276          6     -1,244          0          3     -5,665     -1,539        400      2,357         94          9      4,208        721
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       69.8        0.4        9.3        0.0        0.1       29.3       25.8        1.4       32.2        0.2        0.1       17.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       215
         5          .          .         15          0          .         43         15         10        130          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   275,472
Positions
    26,234     69,659     36,061     25,133     16,931     39,543     66,947     37,267     39,159     15,982      4,661      8,700     17,713     23,491
 
Changes from:       January 20, 2015                                 Total Change is:   -31,489
    -4,783     11,581     -8,339       -958        -71      4,223     -2,635    -19,350     -9,160     -1,188     -1,765     -4,689     -3,960     -3,919
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       25.3       13.1        9.1        6.1       14.4       24.3       13.5       14.2        5.8        1.7        3.2        6.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       148
        12         16         20          4         13          9         37         37         46          5         13         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,667
Positions
       118      2,900          0      5,211      1,006        583      5,647      6,842        631        363        680          0        114         25
 
Changes from:       January 20, 2015                                 Total Change is:       547
        22          0          0      1,081         50        -28       -668        524          0        135          0          0          5          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       22.9        0.0       41.1        7.9        4.6       44.6       54.0        5.0        2.9        5.4        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          4          .          .          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 2015                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    12,788
Positions
     2,867      7,409          0      7,983          0          0      1,062      4,876          0        382          0          0        494        503
 
Changes from:       January 20, 2015                                 Total Change is:        48
         4       -110          0         33          0          0         12        213          0          0          0          0         -1        -55
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       57.9        0.0       62.4        0.0        0.0        8.3       38.1        0.0        3.0        0.0        0.0        3.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          0          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 30, 2015