BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,239
COMMITMENTS
     537    2,646      729    5,126    3,712    6,392    7,087    1,847    1,152

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        279)
      89      263       -9      250      126      330      380      -51     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     32.1      8.8     62.2     45.1     77.6     86.0     22.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       12        7       15       14       24       26
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       73,321
COMMITMENTS
  25,106    6,476   15,840   27,975   30,405   68,922   52,722    4,400   20,600

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        594)
  -1,300   -1,433      609    1,007      989      316      165      278      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      8.8     21.6     38.2     41.5     94.0     71.9      6.0     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      15       33       37       40       36       82       80
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,553
COMMITMENTS
     263    1,264      671    5,470    4,576    6,404    6,512    1,149    1,041

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        342)
     146      212       55      211      204      412      471      -70     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     16.7      8.9     72.4     60.6     84.8     86.2     15.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        8        6       21       17       28       26
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,498
COMMITMENTS
   2,277      120      330    1,472    2,110    4,079    2,560      418    1,938

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        315)
     177      -18       38       84      149      299      169       15      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.6      2.7      7.3     32.7     46.9     90.7     56.9      9.3     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        6        6       11       14       18
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,227
COMMITMENTS
  75,603   40,012   79,325   88,356  109,806  243,284  229,143   23,943   38,084

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:    -33,993)
    -654      -87  -30,892     -929   -3,520  -32,475  -34,499   -1,518      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     15.0     29.7     33.1     41.1     91.0     85.7      9.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     100       78      103       87       77      239      220
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      340,317
COMMITMENTS
  86,616   25,184   99,487  124,070  164,792  310,174  289,463   30,143   50,855

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     11,307)
     -55   -1,243    8,396    3,413    2,531   11,754    9,685     -447    1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      7.4     29.2     36.5     48.4     91.1     85.1      8.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     107       82      114      127      155      296      298
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,691
COMMITMENTS
   1,823    3,288      419    2,135      431    4,377    4,138    1,314    1,553

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        440)
     171      411       36       87     -238      294      209      146      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     57.8      7.4     37.5      7.6     76.9     72.7     23.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       32        9       23        8       46       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,108
COMMITMENTS
   9,874    5,794   16,173   17,415   10,965   43,462   32,932   11,646   22,176

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,647)
     265     -482    1,199      163      455    1,627    1,172    1,020    1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.5     29.3     31.6     19.9     78.9     59.8     21.1     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      58       48       58       81       82      172      162
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       46,447
COMMITMENTS
   3,175   28,356    4,975   37,152    9,621   45,302   42,951    1,145    3,496

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        877)
      -6      577        8      916      302      918      888      -41      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     61.0     10.7     80.0     20.7     97.5     92.5      2.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       32       20       22       18       47       57
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       46,861
COMMITMENTS
   4,874    1,901      233   41,261   43,985   46,368   46,119      493      742

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -921)
   1,439     -158      100   -2,390     -292     -851     -350      -70     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      4.1      0.5     88.0     93.9     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        2       12       15       20       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      144,244
COMMITMENTS
  20,129   57,589   15,005   84,500   31,906  119,633  104,499   24,611   39,745

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      7,295)
   2,325    5,070       33    4,349    2,677    6,707    7,780      587     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     39.9     10.4     58.6     22.1     82.9     72.4     17.1     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       31       13       23       25       50       65
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,891
COMMITMENTS
   5,389    8,132    5,380   25,033   15,190   35,802   28,702    9,089   16,189

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,170)
     334     -677      652    1,162     -840    2,147     -865     -978    2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     18.1     12.0     55.8     33.8     79.8     63.9     20.2     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        5        6       12       13       23       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      180,828
COMMITMENTS
  34,096   82,449   11,777  130,941   79,906  176,814  174,132    4,014    6,695

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,769)
   5,232    8,131   -1,092      160   -2,029    4,301    5,010      468     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     45.6      6.5     72.4     44.2     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      27       54       10       20       24       52       86
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      210,040
COMMITMENTS
  41,592   70,232   23,177  124,905   84,223  189,673  177,632   20,367   32,408

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,697)
   2,701   -2,769    2,303   -3,280    3,259    1,724    2,792      973      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     33.4     11.0     59.5     40.1     90.3     84.6      9.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      29       40       24       28       38       73       86
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      239,603
COMMITMENTS
  30,834   79,818   24,534  166,591   76,362  221,959  180,714   17,645   58,889

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -3,055)
     334   -2,145      252   -4,309    2,621   -3,724      728      669   -3,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     33.3     10.2     69.5     31.9     92.6     75.4      7.4     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      25       65       29       28       35       72      111
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      544,362
COMMITMENTS
  41,400  214,901   71,846  389,221  162,650  502,467  449,398   41,895   94,964

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -6,727)
  -2,768   -8,440       59   -4,639    4,297   -7,347   -4,084      621   -2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     39.5     13.2     71.5     29.9     92.3     82.6      7.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      42      102       64       62       70      145      196
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,681
COMMITMENTS
  18,149   13,588    5,509    7,302   11,486   30,960   30,583      721    1,098

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,922)
   7,109    8,908      -92    1,926      131    8,943    8,947      -21      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.3     42.9     17.4     23.0     36.3     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        4        4        6       14       14
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,329
COMMITMENTS
  11,107   15,437      875   13,392    4,561   25,374   20,873    1,955    6,456

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -372)
   1,086     -337       96   -1,310       18     -128     -223     -244     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     56.5      3.2     49.0     16.7     92.8     76.4      7.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       30        4       11       10       28       42
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,722,097
COMMITMENTS
 1571292  1497828  8050599  8235577  7852868 17857469 17401294  864,629  1320803

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:   -397,542)
-126,352  -73,662  -23,120 -229,104 -277,424 -378,576 -374,206  -18,965  -23,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      8.0     43.0     44.0     41.9     95.4     92.9      4.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      54       93      114      140      153      266      290
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      896,168
COMMITMENTS
  97,898   92,693   65,618  592,099  620,066  755,615  778,376  140,553  117,792

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,420)
  -7,646    8,093   -6,984   10,654   -5,024   -3,976   -3,916    8,396    8,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     10.3      7.3     66.1     69.2     84.3     86.9     15.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     151      128      133      252      245      472      439
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      229,097
COMMITMENTS
  11,934   10,473   24,065  144,231  128,606  180,229  163,144   48,867   65,953

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,922)
  -1,908      784   -2,332    5,735   -1,777    1,495   -3,325    1,427    6,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.6     10.5     63.0     56.1     78.7     71.2     21.3     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      16       12       20       47       42       75       64
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,335,355
COMMITMENTS
 440,653  421,929  196,934  2239342  2457297  2876929  3076160  458,426  259,195

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      7,492)
 -23,221   42,014  -28,730   24,596  -16,235  -27,355   -2,952   34,848   10,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.7      5.9     67.1     73.7     86.3     92.2     13.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     146      119      123      239      236      443      420
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,295
COMMITMENTS
  10,464    7,581    1,728   69,785   75,431   81,977   84,740   11,318    8,555

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,603)
   2,292    1,833     -290    3,679    2,750    5,681    4,293      -78    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      8.1      1.9     74.8     80.9     87.9     90.8     12.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      15       10        3       50       40       66       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,216
COMMITMENTS
  20,822    8,819    2,557   54,681   70,458   78,060   81,834   10,156    6,382

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,502)
   1,304      736     -584      961    1,824    1,680    1,975     -178     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     10.0      2.9     62.0     79.9     88.5     92.8     11.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      69       39       18       69       71      145      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,711
COMMITMENTS
   1,172        0        0   14,560   15,165   15,732   15,165    1,979    2,546

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -167)
    -367        0        0      100      546     -267      546      100     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     82.2     85.6     88.8     85.6     11.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       11        6       14        6
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      352,527
COMMITMENTS
  98,250   44,094   12,787  200,605  276,466  311,642  333,347   40,884   19,179

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,346)
   6,510    1,834   -1,077    4,303    6,388    9,736    7,145   -1,390    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     12.5      3.6     56.9     78.4     88.4     94.6     11.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      67       39       18       63       69      137      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,917
COMMITMENTS
  15,669   79,364   12,510  121,672   28,865  149,851  120,739   15,066   44,178

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      8,567)
  -1,513    7,893      661   10,792    1,482    9,939   10,035   -1,372   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     48.1      7.6     73.8     17.5     90.9     73.2      9.1     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       54       23       20       24       56       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,282
COMMITMENTS
  17,915   15,902      433   25,756   31,374   44,104   47,709   12,178    8,573

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,201)
     687      269     -426      622      581      883      424    1,318    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     28.3      0.8     45.8     55.7     78.4     84.8     21.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22        8        1       23       13       45       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      120,512
COMMITMENTS
  56,168    8,384    2,510   50,471   20,123  109,149   31,017   11,363   89,495

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,015)
   1,556    3,283     -485    2,806    1,552    3,877    4,350    1,138      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6      7.0      2.1     41.9     16.7     90.6     25.7      9.4     74.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39        9        7       36       20       76       35



Updated February 27, 2015