```
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    97,308
Positions
    17,404      1,331        300     19,858      5,291          5     18,485     40,519      7,640     14,271      6,951         29     19,316     35,242
 
Changes from:       December 23, 2014                                Total Change is:    -1,169
       785       -240          0        -62        -13          5     -1,118        823       -431       -124        -11          4       -228     -1,306
 
Percent of Open Interest Represented by Each Category of Trader
      17.9        1.4        0.3       20.4        5.4        0.0       19.0       41.6        7.9       14.7        7.1        0.0       19.9       36.2
 
Number of Traders in Each Category                                    Total Traders:        77
         6          4          .          6          7          .         15         20          9         11          8          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    57,951
Positions
    37,581      2,504          0      1,409      4,429      1,082     11,060     24,121        477          0      1,729          0      6,342     23,609
 
Changes from:       December 23, 2014                                Total Change is:     2,930
     3,189        -56          0        122         -6          0        509      2,372         72          0       -460          0       -962      1,008
 
Percent of Open Interest Represented by Each Category of Trader
      64.8        4.3        0.0        2.4        7.6        1.9       19.1       41.6        0.8        0.0        3.0        0.0       10.9       40.7
 
Number of Traders in Each Category                                    Total Traders:        46
         4          .          0          .          6          .         12         16          4          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   143,660
Positions
    71,161      6,136         57      8,984     46,015      3,088     32,230     36,904      6,378      5,764     11,577        264     15,734     33,241
 
Changes from:       December 23, 2014                                Total Change is:     2,205
     1,009       -488          0      1,845       -494        -97       -898      2,127        480        387         40          0       -521        637
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        4.3        0.0        6.3       32.0        2.1       22.4       25.7        4.4        4.0        8.1        0.2       11.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        98
        11          5          .          6         16          7         26         23          9          8          .          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   226,629
Positions
    94,640      9,295          9     32,941     42,490      3,412     17,692    103,614      4,922     55,317      5,108      1,055     16,641     56,724
 
Changes from:       December 23, 2014                                Total Change is:       522
        84        586          9        453       -294       -518       -566      4,948         84       -894     -2,093         54      1,816     -2,254
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        4.1        0.0       14.5       18.7        1.5        7.8       45.7        2.2       24.4        2.3        0.5        7.3       25.0
 
Number of Traders in Each Category                                    Total Traders:       124
         9          6          .         10         18          9         16         43          8          9         12          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   386,295
Positions
   198,138     11,802      1,785     40,911     87,329     11,844     24,362    155,817      7,936     69,641     28,599      1,226     30,452     79,957
 
Changes from:       December 23, 2014                                Total Change is:     9,446
     7,477        683        -92      1,155      2,385        341        875      4,664       -113       -166      1,748        -15        -16       -155
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        3.1        0.5       10.6       22.6        3.1        6.3       40.3        2.1       18.0        7.4        0.3        7.9       20.7
 
Number of Traders in Each Category                                    Total Traders:       219
        19         12          6         17         31         19         24         62         14         20         33          6
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   120,316
Positions
    66,806      1,377          7      2,220     14,954        921     27,759     54,705        655      6,483      9,759         25     15,440     37,913
 
Changes from:       December 23, 2014                                Total Change is:     1,543
     1,756         -2        -79          0        -79        -30     -2,781     -1,403        -80      1,582      1,653          0      1,175      1,563
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        1.1        0.0        1.8       12.4        0.8       23.1       45.5        0.5        5.4        8.1        0.0       12.8       31.5
 
Number of Traders in Each Category                                    Total Traders:        90
        11          .          .          .         10          .         17         31          5          6         10          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    51,779
Positions
    33,274     31,859      6,487        100      3,995          0      5,677      3,753      1,322      1,277        334      3,248        394        781
 
Changes from:       December 23, 2014                                Total Change is:       171
        98         54          0          0          1          0        -60         91         86          0          0          0         47        -61
 
Percent of Open Interest Represented by Each Category of Trader
      64.3       61.5       12.5        0.2        7.7        0.0       11.0        7.2        2.6        2.5        0.6        6.3        0.8        1.5
 
Number of Traders in Each Category                                    Total Traders:        28
         9          7          8          .          .          0          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   129,467
Positions
    53,304     39,581         35     56,396      3,601          0     13,526     71,466        390      2,075      7,211          0      3,741      7,183
 
Changes from:       December 23, 2014                                Total Change is:    -1,261
      -110       -334          0       -101        -22          0     -1,655     -1,137        -18         56         48          0        567        202
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       30.6        0.0       43.6        2.8        0.0       10.4       55.2        0.3        1.6        5.6        0.0        2.9        5.5
 
Number of Traders in Each Category                                    Total Traders:       103
         .         10          .          4          4          0         15         51          4          8          8          0
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    45,821
Positions
     5,811     34,381      3,412          0        113        282      1,925      1,573      1,353     28,988        539      3,365        685        803
 
Changes from:       December 23, 2014                                Total Change is:   -19,361
         0    -20,105          1          0          0          0        461          9        526    -20,307          0          0        -42        208
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       75.0        7.4        0.0        0.2        0.6        4.2        3.4        3.0       63.3        1.2        7.3        1.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          4          .          0          .          .          .          4          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    18,071
Positions
     6,338          0          0        946        828          0      7,170      8,919        327        515      2,971          0      2,775      5,026
 
Changes from:       December 23, 2014                                Total Change is:    -1,224
      -107          0          0          3          0          0     -1,191     -1,390        -43       -621        259          0        735        -50
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        0.0        0.0        5.2        4.6        0.0       39.7       49.4        1.8        2.8       16.4        0.0       15.4       27.8
 
Number of Traders in Each Category                                    Total Traders:        59
         8          0          0          .          4          0         13         20          4          4          7          0
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    56,954
Positions
    18,386     37,252        250      5,162      1,889        312     22,839      7,460          1      1,144      3,924         62      8,799      5,807
 
Changes from:       December 23, 2014                                Total Change is:     3,599
       -49      2,633        104       -100         -4         45      3,293        601        -16        138        -21          9        176        249
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       65.4        0.4        9.1        3.3        0.5       40.1       13.1        0.0        2.0        6.9        0.1       15.4       10.2
 
Number of Traders in Each Category                                    Total Traders:        96
        16         16          .         10          .          4         25         12          .          4         11          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   113,907
Positions
    36,772     74,503        499     10,324      3,777        624     45,678     14,920          1      2,288      7,847        123     17,598     11,613
 
Changes from:       December 23, 2014                                Total Change is:     7,197
       -98      5,265        207       -199         -8         89      6,585      1,202        -31        275        -42         17        352        498
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       65.4        0.4        9.1        3.3        0.5       40.1       13.1        0.0        2.0        6.9        0.1       15.4       10.2
 
Number of Traders in Each Category                                    Total Traders:        96
        16         16          .         10          .          4         25         12          .          4         11          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   677,927
Positions
    36,214    226,369      8,535    332,974    114,021     38,957    106,312    142,369     26,312     35,847     52,115      4,716     88,061     64,535
 
Changes from:       December 23, 2014                                Total Change is:     5,500
    -1,383      2,947       -183      2,098     -2,885     -2,407       -277      2,013      1,235         13     -2,255        208      6,196      6,827
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       33.4        1.3       49.1       16.8        5.7       15.7       21.0        3.9        5.3        7.7        0.7       13.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       566
        30         35         18        124         60         76        101        111         67         50         53         12
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   127,891
Positions
     3,982     60,276      1,049     59,802     23,510      2,365      7,814      5,944      1,260      7,385     11,891      3,375     40,859     18,221
 
Changes from:       December 23, 2014                                Total Change is:     3,288
        -4       -332         -2        -12        195         54       -261      1,286         33         29         -2          0      3,451      2,056
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       47.1        0.8       46.8       18.4        1.8        6.1        4.6        1.0        5.8        9.3        2.6       31.9       14.2
 
Number of Traders in Each Category                                    Total Traders:        77
         4         10          .         17          6          7         15         13          4          6          4          4
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,750,182
Positions
   186,235    855,539     12,354  1,378,656    465,347    170,164    538,445    728,081     79,301    142,331    201,138      6,686    236,010    231,572
 
Changes from:       December 23, 2014                                Total Change is:    11,058
    -6,526     16,764     -1,273      8,341    -17,610    -10,098      3,711      7,423      2,218        -59    -11,244      1,021     13,723     23,857
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       31.1        0.4       50.1       16.9        6.2       19.6       26.5        2.9        5.2        7.3        0.2        8.6        8.4
 
Number of Traders in Each Category                                    Total Traders:       552
        32         33         13        120         58         72        102        108         58         47         52         10
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    81,742
Positions
     4,427     17,761         23     41,586     45,598      2,153     21,046     11,298      1,118        956        485          0     10,433      3,306
 
Changes from:       December 23, 2014                                Total Change is:     1,091
      -461      2,333        -37        472         83       -836      1,370       -404        157          3        220          0        423       -425
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       21.7        0.0       50.9       55.8        2.6       25.7       13.8        1.4        1.2        0.6        0.0       12.8        4.0
 
Number of Traders in Each Category                                    Total Traders:        88
         4         10          .         32         11         16         15         11          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    66,939
Positions
     3,368     40,914        139     33,213      5,568        745     18,491     13,664      1,147      2,521      1,676         43      7,271      3,043
 
Changes from:       December 23, 2014                                Total Change is:    -1,101
       540       -307        -94     -1,356       -103         39       -696       -729        -88        200         85          1        353         93
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       61.1        0.2       49.6        8.3        1.1       27.6       20.4        1.7        3.8        2.5        0.1       10.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       207
        17         20          5         34         14          9         53         39         10         15         15          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   334,697
Positions
    16,841    204,569        697    166,063     27,838      3,726     92,457     68,320      5,737     12,607      8,380        214     36,355     15,216
 
Changes from:       December 23, 2014                                Total Change is:    -5,507
     2,698     -1,533       -469     -6,780       -513        195     -3,479     -3,643       -441      1,001        427          4      1,764        466
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       61.1        0.2       49.6        8.3        1.1       27.6       20.4        1.7        3.8        2.5        0.1       10.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       207
        17         20          5         34         14          9         53         39         10         15         15          .
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Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   342,765
Positions
    82,958     57,407      8,926    118,774    135,852     18,921     78,708     91,993      5,995      8,358      8,496          0     20,125     15,175
 
Changes from:       December 23, 2014                                Total Change is:       940
    -5,274      4,014         44        785     -1,081       -626      4,932     -1,017        504       -507       -567         -8      1,090       -323
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       16.7        2.6       34.7       39.6        5.5       23.0       26.8        1.7        2.4        2.5        0.0        5.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       254
        15         14          5         49         41         24         49         53         12         15         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,607
Positions
     3,336     25,634        161     31,059          0         42     10,975     19,393        473      3,863      9,460          0     11,698      6,444
 
Changes from:       December 23, 2014                                Total Change is:       609
      -207     -1,990          0        793          0          3       -544      1,912         75       -406         23          0        895        586
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       41.6        0.3       50.4        0.0        0.1       17.8       31.5        0.8        6.3       15.4        0.0       19.0       10.5
 
Number of Traders in Each Category                                    Total Traders:        61
         .          7          .         18          0          .         12         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   103,940
Positions
    28,007      4,790        202     14,498      4,971        396     43,504      3,961        746      5,815        409         67     10,705     88,398
 
Changes from:       December 23, 2014                                Total Change is:     4,040
    -1,291        262       -277       -523          0         69      3,452        -81        237        412        145         67      1,894      3,618
 
Percent of Open Interest Represented by Each Category of Trader
      26.9        4.6        0.2       13.9        4.8        0.4       41.9        3.8        0.7        5.6        0.4        0.1       10.3       85.0
 
Number of Traders in Each Category                                    Total Traders:        85
        17          7          4          8          .          .         33          7          5          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   129,170
Positions
     7,602     74,048        224     79,810     30,056      6,315     24,258      9,206      3,346      1,246      1,269          0      6,369      4,706
 
Changes from:       December 23, 2014                                Total Change is:     1,330
      -287      1,846        -42      1,521        301        -11        334       -794        -32          0        -39          0       -153        101
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       57.3        0.2       61.8       23.3        4.9       18.8        7.1        2.6        1.0        1.0        0.0        4.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       105
         6         13          .         42         19         17         13          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   332,758
Positions
    44,725    155,454      5,416    142,959     69,463     29,623     68,586     53,667      5,310     16,493      8,822        753     18,893      4,250
 
Changes from:       December 23, 2014                                Total Change is:     4,784
    -2,248      1,953        114      7,714      1,274     -3,068     -1,810      6,980       -638        707       -408       -243      4,256     -1,180
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       46.7        1.6       43.0       20.9        8.9       20.6       16.1        1.6        5.0        2.7        0.2        5.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       216
        19         23          9         59         28         28         28         26         10         25          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   877,411
Positions
    19,846    109,015      3,290    442,589    168,917    118,339     88,612    264,898     17,553     15,967     38,046      1,918    169,297    155,435
 
Changes from:       December 23, 2014                                Total Change is:    -5,561
      -953      2,150     -1,715     -3,066      5,609     -4,461      2,769     -3,334     -3,237     -3,534     -1,181        -96      8,732        704
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       12.4        0.4       50.4       19.3       13.5       10.1       30.2        2.0        1.8        4.3        0.2       19.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       161
         5         15          .         38         31         36         26         29         18          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   523,482
Positions
    25,397     79,170        494    263,364     37,395     77,474     24,080    206,608     12,630      5,550     22,464         59    114,434     87,188
 
Changes from:       December 23, 2014                                Total Change is:    -2,826
      -176      1,289       -593     -1,736       -205      1,048       -488        779       -131          0     -1,720          0       -750     -3,293
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       15.1        0.1       50.3        7.1       14.8        4.6       39.5        2.4        1.1        4.3        0.0       21.9       16.7
 
Number of Traders in Each Category                                    Total Traders:        97
         .          8          .         41         11         27          9         18         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,243,240
Positions
    74,777    109,601      7,991    278,347    442,883     85,108    580,199    182,561     19,791    100,728    238,313      6,396     89,903    150,596
 
Changes from:       December 23, 2014                                Total Change is:     6,646
     7,072        782     -1,309      6,947     -2,246     -2,422     -8,880     11,989       -745      8,574        400     -1,477     -1,114      1,674
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        8.8        0.6       22.4       35.6        6.8       46.7       14.7        1.6        8.1       19.2        0.5        7.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       254
        14         29          6         38         45         38         43         28         24         19         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,606,841
Positions
   133,064    109,227     18,588    867,064    822,137    339,001    515,016    611,242     69,054    347,698    172,919     35,483    281,873    429,190
 
Changes from:       December 23, 2014                                Total Change is:    21,254
   -22,458     11,975      3,104     20,926    -31,741     -3,523      2,917     50,394    -12,610     20,692     -6,091        539     11,667      9,207
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.2        0.7       33.3       31.5       13.0       19.8       23.4        2.6       13.3        6.6        1.4       10.8       16.5
 
Number of Traders in Each Category                                    Total Traders:       346
        18         26          6         35         85         64         46         67         36         24         45         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,833,644
Positions
    79,105    164,696     18,026    445,525    537,941    257,991    547,727    242,798     36,570    188,543    177,445     27,404    232,753    370,773
 
Changes from:       December 23, 2014                                Total Change is:    -4,976
    -5,969    -10,067      5,274     10,502    -14,465     -5,704     -8,478    -17,782     -1,370      9,015      3,194      2,056    -10,302     33,888
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        9.0        1.0       24.3       29.3       14.1       29.9       13.2        2.0       10.3        9.7        1.5       12.7       20.2
 
Number of Traders in Each Category                                    Total Traders:       268
        13         25          7         35         48         43         44         52         27         15         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   749,504
Positions
   286,725    154,405    223,333      6,064     10,190     12,144     38,107    125,066     95,501      6,228     20,955     59,049     22,353     48,861
 
Changes from:       December 23, 2014                                Total Change is:     8,659
     9,153     11,815     -2,898          0       -245       -365      1,273     -2,304      2,254     -1,215        558       -116        573        -40
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       20.6       29.8        0.8        1.4        1.6        5.1       16.7       12.7        0.8        2.8        7.9        3.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       103
        21         22         38          .          .          .         14         26         24          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,339,025
Positions
 1,891,779  1,284,747  2,558,394    216,086    763,820    549,199  1,578,657  1,118,768  1,912,671    470,487    510,977    391,193    770,559  1,249,256
 
Changes from:       December 23, 2014                                Total Change is:     1,282
    19,543     87,750        522      3,836      7,827    -12,175     16,846    -64,394    -15,869    -34,286      1,580    -15,916     38,781     11,957
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       12.4       24.7        2.1        7.4        5.3       15.3       10.8       18.5        4.6        4.9        3.8        7.5       12.1
 
Number of Traders in Each Category                                    Total Traders:       269
        29         53         73          8         22         25         29         73         78         10         29         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    51,245
Positions
    23,954        802          0        968     17,322      3,865     20,481     22,198          0      1,829      6,922          0        148        136
 
Changes from:       December 23, 2014                                Total Change is:       421
       774       -110          0         14        122          0       -179        380          0       -205         14          0         17         15
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        1.6        0.0        1.9       33.8        7.5       40.0       43.3        0.0        3.6       13.5        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        44
         4          .          0          .          9          .          5         12          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    32,485
Positions
    13,485         60         56          0     15,696        221     18,032      7,129        136        429      9,128          0        126         59
 
Changes from:       December 23, 2014                                Total Change is:        -3
     1,219       -365         40          0        154          0     -1,358         32        136        -30          0          0        -10          0
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        0.2        0.2        0.0       48.3        0.7       55.5       21.9        0.4        1.3       28.1        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        48
         6          .          .          0         16          .          5          7          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is   106,538
Positions
    17,324     55,751        572      9,837          0         94     32,297     47,498        936     29,385        174         50     16,043      1,463
 
Changes from:       December 23, 2014                                Total Change is:    12,217
       684        -79         65          2          0          0      1,875     12,641       -660      8,716       -100         50      1,485        300
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       52.3        0.5        9.2        0.0        0.1       30.3       44.6        0.9       27.6        0.2        0.0       15.1        1.4
 
Number of Traders in Each Category                                    Total Traders:       178
         8          .          .         15          0          .         47         17          4         86          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   308,318
Positions
    66,206     70,157     25,840     16,544     24,088     45,085     62,780     52,156     42,342     16,231      5,356     15,227     18,063     28,067
 
Changes from:       December 23, 2014                                Total Change is:   -16,958
     2,951       -294     -1,443      6,918      1,066     -2,963     -8,395       -518     -2,921     -1,953     -1,352     -2,676     -6,476     -5,857
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       22.8        8.4        5.4        7.8       14.6       20.4       16.9       13.7        5.3        1.7        4.9        5.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       150
        15         14         18          5         15         10         30         40         44          6         15         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,046
Positions
       111      2,900          0      3,268        232        701      5,046      5,531        405        427        268          0         88          9
 
Changes from:       December 23, 2014                                Total Change is:       584
         0          0          0        674       -193        214         95        396         55       -473        111          0         19          1
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       28.9        0.0       32.5        2.3        7.0       50.2       55.1        4.0        4.3        2.7        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          .          .          .          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated January 3, 2015