```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      368,598
COMMITMENTS
 132,356  110,203   40,593  163,316  176,033  336,265  326,829   32,333   41,769

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -5,250)
   7,872   -7,280   -6,276   -6,649    8,184   -5,053   -5,372     -197      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     29.9     11.0     44.3     47.8     91.2     88.7      8.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     120      101      104       77      101      257      260
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      128,499
COMMITMENTS
  42,546   28,833    9,395   60,005   68,370  111,946  106,598   16,553   21,901

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -2,661)
  -1,092   -1,332   -1,704   -2,976      447   -5,772   -2,589    3,111      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     22.4      7.3     46.7     53.2     87.1     83.0     12.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       50       43       58       70      134      139
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,224,374
COMMITMENTS
 432,568  164,245  142,754  539,859  683,181  1115181  990,180  109,193  234,194

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     15,137)
  -4,918   -7,629   10,722   11,923   19,103   17,727   22,196   -2,590   -7,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     13.4     11.7     44.1     55.8     91.1     80.9      8.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      723)
     163      146      150      196      341      448      563
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,108
COMMITMENTS
   2,714    1,387      117    3,386    5,247    6,217    6,751    1,891    1,357

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:         27)
    -168       25       37      256        3      125       65      -98      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     17.1      1.4     41.8     64.7     76.7     83.3     23.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        2        6       12       10       30       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      695,296
COMMITMENTS
 187,246  164,970  121,046  338,422  287,220  646,714  573,236   48,582  122,060

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      1,896)
   5,428    5,654    3,409   -7,157   -6,245    1,680    2,818      216     -922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     23.7     17.4     48.7     41.3     93.0     82.4      7.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     140      206      211      144      197      419      522
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      366,139
COMMITMENTS
 114,113   69,707   63,888  155,354  200,421  333,355  334,016   32,784   32,123

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -6,859)
  -7,577   -7,018     -532     -517      953   -8,626   -6,597    1,767     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     19.0     17.4     42.4     54.7     91.0     91.2      9.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      89       80       99       77       65      225      212
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      899,485
COMMITMENTS
 111,067  135,018   10,760  605,502  591,782  727,329  737,560  172,156  161,925

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      9,021)
  -8,261   34,606      977   16,532  -16,502    9,248   19,081     -227  -10,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.0      1.2     67.3     65.8     80.9     82.0     19.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      32       38       18       66       78      111      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      528,628
COMMITMENTS
  66,406   63,182   10,441  340,758  364,596  417,605  438,219  111,023   90,409

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -39,935)
     501    6,165   -6,907  -26,372  -42,052  -32,778  -42,794   -7,157    2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     12.0      2.0     64.5     69.0     79.0     82.9     21.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       16       10       52       49       73       69
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,545
COMMITMENTS
   1,929      213      434    2,568    4,663    4,931    5,310      614      235

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:         84)
     201       11       16     -132       64       85       91       -1       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      3.8      7.8     46.3     84.1     88.9     95.8     11.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        4        8       13       14       33       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      355,086
COMMITMENTS
 118,059   53,113   35,289  150,384  232,961  303,732  321,363   51,354   33,723

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      3,023)
  -6,164      694    1,122    6,633      289    1,591    2,105    1,432      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     15.0      9.9     42.4     65.6     85.5     90.5     14.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      82       69       74       85       86      217      193
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,353
COMMITMENTS
   1,063    4,060    2,068    5,520    2,445    8,651    8,573    1,702    1,780

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:        187)
     128     -267      134      -63      245      199      112      -12       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     39.2     20.0     53.3     23.6     83.6     82.8     16.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       19       13       16       16       40       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,270,979
COMMITMENTS
 248,970  314,211   18,603  906,312  786,580  1173885  1119394   97,094  151,585

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -51,958)
 -16,653  -24,209   -4,231  -28,656  -24,725  -49,540  -53,165   -2,418    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     24.7      1.5     71.3     61.9     92.4     88.1      7.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      41       54       25       94      129      146      197
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,693,428
COMMITMENTS
 273,398  531,648   47,681  2084442  1692071  2405521  2271400  287,907  422,028

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     64,590)
 -32,335   24,580    2,476   94,249   50,013   64,390   77,069      200  -12,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     19.7      1.8     77.4     62.8     89.3     84.3     10.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      60       90       41      141      174      227      279
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,819,308
COMMITMENTS
 275,091  317,872   45,396  1253746  1110335  1574233  1473603  245,075  345,705

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     -2,259)
  22,263   23,462   -7,758  -20,464   16,970   -5,959   32,674    3,700  -34,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     17.5      2.5     68.9     61.0     86.5     81.0     13.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      37       67       26      103      133      157      210
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      745,558
COMMITMENTS
  35,617  181,645  140,946  539,719  367,922  716,282  690,513   29,276   55,045

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     34,394)
   3,656     -989    3,514   28,221   33,249   35,391   35,774     -997   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     24.4     18.9     72.4     49.3     96.1     92.6      3.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       28       35       42       49       79       96
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       99,154
COMMITMENTS
  22,853    9,442    3,033   57,741   75,244   83,627   87,718   15,528   11,436

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     15,388)
   1,252      271    1,198    9,289   12,936   11,739   14,404    3,649      984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      9.5      3.1     58.2     75.9     84.3     88.5     15.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       18       10       50       25       87       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       15,724
COMMITMENTS
   2,352      500       44    6,748   14,508    9,144   15,052    6,580      672

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:      2,919)
     -49     -115       44     -172    2,928     -177    2,857    3,096       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      3.2      0.3     42.9     92.3     58.2     95.7     41.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1        7       10       11       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      166,860
COMMITMENTS
  44,733   21,614    2,247  101,985  121,471  148,965  145,332   17,895   21,528

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:     24,937)
   2,752      921    2,157   18,922   20,015   23,831   23,093    1,106    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     13.0      1.3     61.1     72.8     89.3     87.1     10.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      30       18        9       48       24       83       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,660
COMMITMENTS
  11,005    8,745    1,989      623    2,903   13,617   13,637       43       23

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.6     64.0     14.6      4.6     21.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        6        4        2        2       17        9
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       49,888
COMMITMENTS
  22,284   22,115        4   27,513   27,655   49,801   49,774       87      114

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -21,294)
  12,172    1,124  -11,540  -21,930  -10,826  -21,298  -21,242        4      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     44.3      0.0     55.1     55.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       16        1       10       14       19       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 12/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,850
COMMITMENTS
  21,144   12,500        0   11,631   20,281   32,775   32,781       75       69

CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST:    -30,414)
  11,288   -6,873  -10,211  -31,482  -13,347  -30,405  -30,431       -9       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     38.1      0.0     35.4     61.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       15        0        6       18       15       33
```

----

Updated December 19, 2014