Traders in Financial Futures - Futures Only Positions as of February 3, 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   113,662
Positions
    32,164      1,532      1,274     23,415      6,221        268     16,925     47,158      8,693      6,844      7,086      2,119     21,960     39,311
 
Changes from:       January 27, 2015                                 Total Change is:       944
     3,261        -83        296        185        324        188     -2,640         77        928     -1,645     -1,316       -115        486        645
 
Percent of Open Interest Represented by Each Category of Trader
      28.3        1.3        1.1       20.6        5.5        0.2       14.9       41.5        7.6        6.0        6.2        1.9       19.3       34.6
 
Number of Traders in Each Category                                    Total Traders:        83
        12          .          .          7          8          .         17         20         11          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    38,421
Positions
    16,162      5,248          1      2,176      2,666         13     10,717     15,776         59          0      1,055          0      9,293     13,603
 
Changes from:       January 27, 2015                                 Total Change is:    -4,535
    -4,236       -630          0       -111        446          0       -206     -3,229       -399          0       -581        -84        501        -58
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       13.7        0.0        5.7        6.9        0.0       27.9       41.1        0.2        0.0        2.7        0.0       24.2       35.4
 
Number of Traders in Each Category                                    Total Traders:        33
         5          .          .          .          .          .          9          9          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   182,903
Positions
   111,735      8,087      1,617      6,192     57,129      2,812     35,323     60,260      5,629      2,864     11,948        554     16,177     34,867
 
Changes from:       January 27, 2015                                 Total Change is:    -2,447
     1,303        757       -140       -322      2,019        136     -1,420     -2,678     -1,023     -1,509        143         -8        536     -1,653
 
Percent of Open Interest Represented by Each Category of Trader
      61.1        4.4        0.9        3.4       31.2        1.5       19.3       32.9        3.1        1.6        6.5        0.3        8.8       19.1
 
Number of Traders in Each Category                                    Total Traders:       100
        11          5          .          5         19          7         24         26         13          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   203,963
Positions
    82,165     20,102         33     31,213     46,654      1,983     12,610     71,671      3,762     53,191      4,184      2,601     16,405     52,973
 
Changes from:       January 27, 2015                                 Total Change is:     1,392
     1,923      2,989         -2      1,337      2,268         83     -2,620     -3,604       -474        680       -517        -95        560        744
 
Percent of Open Interest Represented by Each Category of Trader
      40.3        9.9        0.0       15.3       22.9        1.0        6.2       35.1        1.8       26.1        2.1        1.3        8.0       26.0
 
Number of Traders in Each Category                                    Total Traders:       119
         9          7          .          7         21          8         14         41         12          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   457,209
Positions
   253,074     12,145      4,369     39,423     98,026     14,673     25,027    180,585      4,759     78,466     48,579      2,299     35,119     91,774
 
Changes from:       January 27, 2015                                 Total Change is:     7,483
    10,657     -1,203        179       -838      2,301       -516     -2,826     14,052       -350      1,277     -4,017       -242        142     -2,721
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        2.7        1.0        8.6       21.4        3.2        5.5       39.5        1.0       17.2       10.6        0.5        7.7       20.1
 
Number of Traders in Each Category                                    Total Traders:       240
        21         11          8         21         33         25         26         60         12         27         41         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   133,075
Positions
    92,488        274        360      1,273     15,673      1,058     18,585     57,487      1,426      5,265     14,550         13     12,607     42,234
 
Changes from:       January 27, 2015                                 Total Change is:     7,455
     7,263       -106        343        190       -221        117       -170      7,814        465       -209       -442          0       -544       -515
 
Percent of Open Interest Represented by Each Category of Trader
      69.5        0.2        0.3        1.0       11.8        0.8       14.0       43.2        1.1        4.0       10.9        0.0        9.5       31.7
 
Number of Traders in Each Category                                    Total Traders:        89
        11          .          .          .         10          .         13         37          9          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    47,978
Positions
    33,590     29,317      3,487        100      5,016          0      5,835      3,599      1,289          0      1,158      3,248        429        864
 
Changes from:       January 27, 2015                                 Total Change is:       217
     2,413        598          0          0        687          0     -2,054     -1,957         61       -190        774          0        -13         54
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       61.1        7.3        0.2       10.5        0.0       12.2        7.5        2.7        0.0        2.4        6.8        0.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        30
         9          7          7          .          .          0          4          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   161,412
Positions
    55,264     53,511        880     52,245      2,315        284     20,829     62,287     26,395      2,366      9,539          0      3,149      6,201
 
Changes from:       January 27, 2015                                 Total Change is:     8,297
       225     -6,062        667     -2,860       -550        284     -3,130         68     13,176         93        718       -121        -37        117
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       33.2        0.5       32.4        1.4        0.2       12.9       38.6       16.4        1.5        5.9        0.0        2.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       121
         5         12          .          5          5          .         23         50         10         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    25,687
Positions
    11,484        262         50        789        804          0      9,941     13,455      1,000        540      3,443          0      1,883      6,673
 
Changes from:       January 27, 2015                                 Total Change is:        93
     1,679         24         36        103          0          0     -1,515       -768         94        111        185          0       -415        522
 
Percent of Open Interest Represented by Each Category of Trader
      44.7        1.0        0.2        3.1        3.1        0.0       38.7       52.4        3.9        2.1       13.4        0.0        7.3       26.0
 
Number of Traders in Each Category                                    Total Traders:        66
        11          .          .          .          .          0         13         23          4          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    52,505
Positions
    19,495     35,004        142      4,264      1,848        486     14,719      6,006        739      1,993      3,085         59     10,609      5,137
 
Changes from:       January 27, 2015                                 Total Change is:      -466
    -2,823      1,258        -16          7        -49        114      1,033     -2,027       -306        191         -6          1      1,334        565
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       66.7        0.3        8.1        3.5        0.9       28.0       11.4        1.4        3.8        5.9        0.1       20.2        9.8
 
Number of Traders in Each Category                                    Total Traders:        92
        16         13          .          8          .          .         26          9          6          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   105,009
Positions
    38,989     70,007        284      8,528      3,696        972     29,438     12,011      1,477      3,985      6,170        118     21,218     10,274
 
Changes from:       January 27, 2015                                 Total Change is:      -931
    -5,645      2,516        -32         13        -98        228      2,066     -4,054       -611        381        -11          1      2,668      1,130
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       66.7        0.3        8.1        3.5        0.9       28.0       11.4        1.4        3.8        5.9        0.1       20.2        9.8
 
Number of Traders in Each Category                                    Total Traders:        92
        16         13          .          8          .          .         26          9          6          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   689,848
Positions
    34,823    180,088     31,564    308,318    120,063     44,821     96,436    145,844     28,930     29,662     50,440      4,477    110,818     83,622
 
Changes from:       January 27, 2015                                 Total Change is:    17,213
     1,758    -20,712      9,482     -7,180      6,879     -3,440      2,543     13,747     -3,633     -1,434     -3,534        939     18,177     17,485
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       26.1        4.6       44.7       17.4        6.5       14.0       21.1        4.2        4.3        7.3        0.6       16.1       12.1
 
Number of Traders in Each Category                                    Total Traders:       542
        33         35         24        119         64         76         86        107         69         47         50         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   142,849
Positions
    30,853     57,129      1,529     52,387     22,245      2,247      7,539      6,723        800      7,597     13,082         39     39,858     39,055
 
Changes from:       January 27, 2015                                 Total Change is:    10,594
    13,154     -1,811          0     -2,744       -702       -943     -2,108     -1,500          5        -13       -417        -13      3,256     15,975
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       40.0        1.1       36.7       15.6        1.6        5.3        4.7        0.6        5.3        9.2        0.0       27.9       27.3
 
Number of Traders in Each Category                                    Total Traders:        77
         9          7          5         14          6          7         14         15          6          6          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 2,734,995
Positions
   155,402    750,345     14,624  1,306,369    515,806    186,154    493,941    745,059     91,193    120,882    197,348     11,631    354,799    222,835
 
Changes from:       January 27, 2015                                 Total Change is:    33,094
    -8,765    -46,291       -801    -18,899     41,186    -15,768     10,690     63,673     -5,628     -6,159    -14,643      3,817     74,607      7,549
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       27.4        0.5       47.8       18.9        6.8       18.1       27.2        3.3        4.4        7.2        0.4       13.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       532
        32         36         16        114         63         72         85        108         60         46         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    87,193
Positions
     7,269     14,000        226     45,023     48,561      2,661     19,310     13,485      1,402      1,068      1,003          0     10,234      5,855
 
Changes from:       January 27, 2015                                 Total Change is:     4,204
     1,372          4         60        667      1,881        248         35      1,632        227        584         23          0      1,011        129
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       16.1        0.3       51.6       55.7        3.1       22.1       15.5        1.6        1.2        1.2        0.0       11.7        6.7
 
Number of Traders in Each Category                                    Total Traders:        97
         7          9          .         35         13         16         14         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    60,337
Positions
     5,419     36,076        264     25,950      6,843        677     16,213      9,559      1,471      1,869      1,895        123      8,350      3,428
 
Changes from:       January 27, 2015                                 Total Change is:        34
     1,423        386         29       -340         70        -77     -1,014     -1,696        140       -301        513         12        162        657
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       59.8        0.4       43.0       11.3        1.1       26.9       15.8        2.4        3.1        3.1        0.2       13.8        5.7
 
Number of Traders in Each Category                                    Total Traders:       205
        15         20          .         29         18          8         49         40         12         15         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   301,683
Positions
    27,094    180,381      1,318    129,752     34,217      3,384     81,067     47,795      7,356      9,345      9,475        616     41,751     17,141
 
Changes from:       January 27, 2015                                 Total Change is:       170
     7,114      1,930        146     -1,698        351       -386     -5,070     -8,481        700     -1,507      2,565         62        809      3,283
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       59.8        0.4       43.0       11.3        1.1       26.9       15.8        2.4        3.1        3.1        0.2       13.8        5.7
 
Number of Traders in Each Category                                    Total Traders:       205
        15         20          .         29         18          8         49         40         12         15         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   341,993
Positions
    99,988     51,861      7,615    129,941    137,622     15,581     57,130     98,549      4,570      7,638     10,067          0     19,530     16,128
 
Changes from:       January 27, 2015                                 Total Change is:    -1,898
     1,702     -1,423        -56      4,834      1,891     -2,532     -5,904      1,978        590        340        117          0       -872     -2,463
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       15.2        2.2       38.0       40.2        4.6       16.7       28.8        1.3        2.2        2.9        0.0        5.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       259
        18         12          .         53         45         25         42         57         10         15         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    53,044
Positions
     1,679     23,431        111     29,057          0        116      4,786     18,210        780      5,648      5,293          0     10,867      5,103
 
Changes from:       January 27, 2015                                 Total Change is:       705
        15         75          0        152          0         76       -217        396        128        -19        -84          0        570        114
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       44.2        0.2       54.8        0.0        0.2        9.0       34.3        1.5       10.6       10.0        0.0       20.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        57
         5          7          .         19          0          .          9          9          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   104,668
Positions
    32,249      5,603      1,544      8,267      5,445      1,023     44,855      5,574      2,611      3,409      3,053          0     10,710     79,815
 
Changes from:       January 27, 2015                                 Total Change is:     3,980
       803        -36       -651        300        251        161      1,874        447        -38        372         -9          0      1,159      3,855
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        5.4        1.5        7.9        5.2        1.0       42.9        5.3        2.5        3.3        2.9        0.0       10.2       76.3
 
Number of Traders in Each Category                                    Total Traders:        84
        17          9          .          9          5          .         27          8          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   132,952
Positions
     9,837     68,705        240     79,563     44,977      3,838     28,009      7,571      3,090      2,249        825          0      6,126      3,706
 
Changes from:       January 27, 2015                                 Total Change is:     3,490
     1,091        754         15      2,355      3,985       -898       -390       -985         48        726       -269          0        543        840
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       51.7        0.2       59.8       33.8        2.9       21.1        5.7        2.3        1.7        0.6        0.0        4.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       110
         8         13          .         38         22         18         15          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   364,407
Positions
    64,008    186,584      5,156    149,168     69,220     30,138     70,981     54,958      5,792     19,117      6,112      2,218     17,829      4,229
 
Changes from:       January 27, 2015                                 Total Change is:    -3,363
    -5,232      4,880        -60        681      4,895     -1,914     -1,025     -9,234        -10      2,738     -3,284        490        969        874
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       51.2        1.4       40.9       19.0        8.3       19.5       15.1        1.6        5.2        1.7        0.6        4.9        1.2
 
Number of Traders in Each Category                                    Total Traders:       209
        16         24          8         56         29         27         26         23         10         27          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   705,394
Positions
    14,871     68,663      4,970    309,447    186,519    100,836     73,895    125,046     22,479     15,089     37,234         91    163,716    159,556
 
Changes from:       January 27, 2015                                 Total Change is:   -82,054
    -5,025     -4,897       -551    -50,643    -20,530     -6,225    -12,752    -48,447        978      1,480        157       -720     -8,596     -1,819
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.7        0.7       43.9       26.4       14.3       10.5       17.7        3.2        2.1        5.3        0.0       23.2       22.6
 
Number of Traders in Each Category                                    Total Traders:       157
         8         14          7         39         25         35         24         26         23          7         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   502,448
Positions
    23,682     71,204      2,336    234,670     46,136     84,177     25,949    186,546     12,748      5,550     10,925        302    113,034     88,074
 
Changes from:       January 27, 2015                                 Total Change is:    -1,912
     1,075    -13,198      1,811    -18,522      2,767      2,833      2,443     -5,435      2,191          0      1,438        243      6,014      5,438
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       14.2        0.5       46.7        9.2       16.8        5.2       37.1        2.5        1.1        2.2        0.1       22.5       17.5
 
Number of Traders in Each Category                                    Total Traders:        96
         4          7          4         39         12         26         10         18         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 1,349,569
Positions
   100,110    138,611     12,206    279,847    448,342    116,473    592,686    182,917     62,600     74,483    233,408      5,974    105,190    149,038
 
Changes from:       January 27, 2015                                 Total Change is:    44,537
    17,110    -14,993      3,744     21,812     13,666      8,587     26,514     16,804     16,161    -46,118     -3,085     -2,530       -743      6,183
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       10.3        0.9       20.7       33.2        8.6       43.9       13.6        4.6        5.5       17.3        0.4        7.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       264
        13         38          7         42         41         40         43         35         27         16         36          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 2,624,479
Positions
   232,629    131,622     18,449    672,166    905,255    341,496    491,800    508,436    118,755    367,183    145,492     34,710    347,291    420,264
 
Changes from:       January 27, 2015                                 Total Change is:   -49,064
    32,325    -12,528      2,919   -117,272     -4,528      8,379     -4,912    -21,022      9,702     14,848    -20,383     -2,676      7,623     -8,927
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        5.0        0.7       25.6       34.5       13.0       18.7       19.4        4.5       14.0        5.5        1.3       13.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       364
        24         26         11         39         84         63         49         62         59         29         51         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 1,819,318
Positions
    93,408    226,509     11,803    562,031    474,927    314,321    398,007    247,989     23,636    151,834    181,234     15,971    248,307    322,928
 
Changes from:       January 27, 2015                                 Total Change is:    -3,006
    -4,080     19,846      4,144     41,347     23,357     13,748    -28,767    -19,529    -16,067     16,590     -6,202      8,080    -38,001    -30,383
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       12.5        0.6       30.9       26.1       17.3       21.9       13.6        1.3        8.3       10.0        0.9       13.6       17.7
 
Number of Traders in Each Category                                    Total Traders:       264
        14         30         11         40         42         46         41         48         30         14         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   700,393
Positions
   260,992    140,427    240,102          0      6,212     19,467     19,214     80,549     89,712      2,297     34,436     44,608     24,001     44,880
 
Changes from:       January 27, 2015                                 Total Change is:   -35,318
   -13,826    -13,618    -17,782          0        502      8,313     -4,469     -8,741     -1,175      1,906      6,565    -10,289      2,004        907
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       20.0       34.3        0.0        0.9        2.8        2.7       11.5       12.8        0.3        4.9        6.4        3.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       104
        18         27         36          0          4          .         15         19         26          .         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 is11,144,713
Positions
 1,800,448  1,800,045  2,613,527    263,761    797,849    555,763  2,130,207  1,096,266  1,962,088    495,769    647,657    384,176    938,974  1,287,342
 
Changes from:       January 27, 2015                                 Total Change is:   125,579
       462    -34,309      6,637    -47,239     32,852     36,939    125,565     32,074    -32,983     18,968     72,708    -18,675     35,905     30,336
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       16.2       23.5        2.4        7.2        5.0       19.1        9.8       17.6        4.4        5.8        3.4        8.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       289
        31         54         78         13         25         27         42         73         86          8         34         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    53,881
Positions
    24,707      9,514          0        687     15,477      3,864     23,295     16,205          0      1,235      8,704          0         93        117
 
Changes from:       January 27, 2015                                 Total Change is:      -287
       140          0          0          2       -251        -18       -420        110          0          0        -94          0          9        -34
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       17.7        0.0        1.3       28.7        7.2       43.2       30.1        0.0        2.3       16.2        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        48
         6          4          0          .          9          .          4         10          0          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    35,435
Positions
    15,168        351         50          0     15,143        209     19,548      7,461        192        100     11,590          0        168        439
 
Changes from:       January 27, 2015                                 Total Change is:      -800
    -2,373       -334         50          0       -278        -12      1,477       -356         29          0         41          0         29         60
 
Percent of Open Interest Represented by Each Category of Trader
      42.8        1.0        0.1        0.0       42.7        0.6       55.2       21.1        0.5        0.3       32.7        0.0        0.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        46
         7          .          .          0         12          .          5          8          .          .         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   125,025
Positions
    13,891     90,154        572     10,836        140        125     34,206     29,476      1,774     42,370        527         95     21,156      2,162
 
Changes from:       January 27, 2015                                 Total Change is:    -4,470
       870       -173         65     -1,192        140         44     -3,686     -3,933        -29        693        204         27     -1,262       -815
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       72.1        0.5        8.7        0.1        0.1       27.4       23.6        1.4       33.9        0.4        0.1       16.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       219
         5          .          .         14          .          .         43         16         10        128          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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   275,773
Positions
    17,575     62,874     34,759     20,930     16,416     34,209     84,352     46,161     42,543     13,388      4,652      9,311     18,706     24,848
 
Changes from:       January 27, 2015                                 Total Change is:       301
    -8,659     -6,785     -1,302     -4,203       -515     -5,334     17,405      8,894      3,384     -2,594         -9        611        993      1,357
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       22.8       12.6        7.6        6.0       12.4       30.6       16.7       15.4        4.9        1.7        3.4        6.8        9.0
 
Number of Traders in Each Category                                    Total Traders:       152
        11         18         19          5         13          9         34         41         49          5         13         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    12,590
Positions
       119      2,900          0      4,512      1,042        541      5,418      6,759        637      1,265        684          0         98         27
 
Changes from:       January 27, 2015                                 Total Change is:       -77
         1          0          0       -699         36        -42       -229        -83          6        902          4          0        -16          2
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       23.0        0.0       35.8        8.3        4.3       43.0       53.7        5.1       10.0        5.4        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          .          5          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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    12,907
Positions
     2,776      7,409          0      8,211          0          0        869      4,999          1        400          0          0        650        498
 
Changes from:       January 27, 2015                                 Total Change is:       119
       -91          0          0        228          0          0       -193        123          1         18          0          0        156         -5
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       57.4        0.0       63.6        0.0        0.0        6.7       38.7        0.0        3.1        0.0        0.0        5.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          .          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 6, 2015