```
Traders in Financial Futures - Futures Only Positions as of December 9, 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   109,650
Positions
    27,707      6,438      2,600     20,095      5,599          0     14,705     44,259      6,706     16,513      6,532         26     21,298     37,490
 
Changes from:       December 2, 2014                                 Total Change is:     7,898
     5,706      4,498       -552        301      1,179          0      1,981       -527       -634      1,673      3,202       -465       -112      1,197
 
Percent of Open Interest Represented by Each Category of Trader
      25.3        5.9        2.4       18.3        5.1        0.0       13.4       40.4        6.1       15.1        6.0        0.0       19.4       34.2
 
Number of Traders in Each Category                                    Total Traders:        84
         8          5          7          6          8          0         14         25         14         10          7          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    78,496
Positions
    40,920      3,836        572      1,287      3,667      1,082      9,719     30,748     16,438        160          3          0      8,318     22,150
 
Changes from:       December 2, 2014                                 Total Change is:    14,837
       281        769       -617       -375         10        375        882       -258     14,828       -680          3          0        143       -273
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        4.9        0.7        1.6        4.7        1.4       12.4       39.2       20.9        0.2        0.0        0.0       10.6       28.2
 
Number of Traders in Each Category                                    Total Traders:        50
         7          .          .          .          5          .         13         17         12          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   192,104
Positions
    96,319     28,896      6,406      9,478     46,846      3,131     37,121     42,383     17,483      3,802     13,747        851     17,513     32,361
 
Changes from:       December 2, 2014                                 Total Change is:    17,229
     7,481     12,907      4,817       -119        826       -843     -3,020     -5,891      7,307       -917       -853       -393      2,916       -648
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       15.0        3.3        4.9       24.4        1.6       19.3       22.1        9.1        2.0        7.2        0.4        9.1       16.8
 
Number of Traders in Each Category                                    Total Traders:        96
        10          8          5          6         16          7         27         21         23          4          .          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   279,859
Positions
   138,885     15,715      1,234     31,022     39,040      2,666     35,286    104,216     14,278     15,916     21,353     20,954     19,618     60,403
 
Changes from:       December 2, 2014                                 Total Change is:    22,031
    -3,860     11,216     -1,163        941      2,300        405     -1,700    -11,194      7,575     -1,743     -3,879     17,992      3,584     -1,221
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        5.6        0.4       11.1       13.9        1.0       12.6       37.2        5.1        5.7        7.6        7.5        7.0       21.6
 
Number of Traders in Each Category                                    Total Traders:       138
        13          4          .          9         19          6         24         49         24         11          9          5
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   477,861
Positions
   240,542     69,037     21,987     42,499     88,986     11,223     62,299    149,894     16,372     43,096     25,078      5,995     33,848     89,289
 
Changes from:       December 2, 2014                                 Total Change is:    15,803
    -9,330     17,114     12,491          8      4,780       -506      7,630    -24,886      6,249       -873        593        532       -398       -564
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       14.4        4.6        8.9       18.6        2.3       13.0       31.4        3.4        9.0        5.2        1.3        7.1       18.7
 
Number of Traders in Each Category                                    Total Traders:       227
        18         15         11         16         32         17         34         59         27         19         34         10
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   159,287
Positions
    88,056      9,092      9,622      2,279     14,358        895     28,863     53,716      6,772      1,129     22,894      4,048     17,623     37,890
 
Changes from:       December 2, 2014                                 Total Change is:    25,612
     5,888     -2,052      8,434         31      1,004          7      4,536      9,173      2,848        658        380      3,485       -275      2,333
 
Percent of Open Interest Represented by Each Category of Trader
      55.3        5.7        6.0        1.4        9.0        0.6       18.1       33.7        4.3        0.7       14.4        2.5       11.1       23.8
 
Number of Traders in Each Category                                    Total Traders:        95
         7          6          5          .         10          .         19         36         14          4         10          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    69,843
Positions
    36,606     30,519     22,719          0      3,611          0      3,511      6,123      1,306      1,157        906      4,004        540        655
 
Changes from:       December 2, 2014                                 Total Change is:     4,856
     2,372        681      3,279          0        279          0     -1,501         14        -35          0         10        639        102        -11
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       43.7       32.5        0.0        5.2        0.0        5.0        8.8        1.9        1.7        1.3        5.7        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        29
         9          8          9          0          .          0          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   213,159
Positions
    70,435     43,477     18,585     55,793      3,486          0     28,163     97,401     34,119      2,311      7,918        303      3,450      7,870
 
Changes from:       December 2, 2014                                 Total Change is:    21,951
     8,476      3,288     14,666        316      1,799          0      2,147      5,178     -2,978       -278       -210        303       -701        -95
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       20.4        8.7       26.2        1.6        0.0       13.2       45.7       16.0        1.1        3.7        0.1        1.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       127
         8          9          6          6          4          0         25         52         14         10         11          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    63,694
Positions
     6,050     52,534      3,016        254          0        101      1,259      3,810        164     49,116        544      2,970        764        555
 
Changes from:       December 2, 2014                                 Total Change is:       364
     1,431       -120          1       -358          0        101     -1,035        207        164         60       -103          0          0        114
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       82.5        4.7        0.4        0.0        0.2        2.0        6.0        0.3       77.1        0.9        4.7        1.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5          .          .          .          0          .          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    23,550
Positions
     8,306      3,273        768      1,605        809          0      8,073     11,160      1,007      1,716        821          0      2,075      5,712
 
Changes from:       December 2, 2014                                 Total Change is:     3,102
     1,753        193        714        473         -4          0       -594      1,371        381        737       -200          0       -362        647
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       13.9        3.3        6.8        3.4        0.0       34.3       47.4        4.3        7.3        3.5        0.0        8.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        72
         6          6          .          4          4          0         14         24          6          9          5          0
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    83,767
Positions
    23,814     49,414      8,067      6,238      1,939        331     28,664      8,095      1,957      2,516      3,211        303     11,879     10,452
 
Changes from:       December 2, 2014                                 Total Change is:     8,652
     1,606      4,048      7,519        654        -11         60     -5,345     -3,152      1,702       -604     -1,076        303      2,758       -742
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       59.0        9.6        7.4        2.3        0.4       34.2        9.7        2.3        3.0        3.8        0.4       14.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       113
        14         17          8         13          .          4         33         17          8          6          9          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,805
Positions
     6,470     11,130        450        890          0          0      1,511        315          0          0        300          0      3,484        610
 
Changes from:       December 2, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       86.9        3.5        7.0        0.0        0.0       11.8        2.5        0.0        0.0        2.3        0.0       27.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8          .          .          0          0          .          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   141,923
Positions
    45,668     87,548      4,252     10,696      3,878        662     57,286     18,540        933      5,632      6,421          5     16,789     19,684
 
Changes from:       December 2, 2014                                 Total Change is:    -8,307
     1,253     -3,184      3,157       -473        -21        120    -10,731     -3,952        422       -608     -2,151          5     -1,452     -2,703
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       61.7        3.0        7.5        2.7        0.5       40.4       13.1        0.7        4.0        4.5        0.0       11.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       109
        14         15          5         12          .          4         32         18          6          6          9          .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   775,987
Positions
    36,169    211,208     52,508    325,080    124,396     51,431    124,028    160,235     49,155     38,001     51,840      6,142     93,473     69,072
 
Changes from:       December 2, 2014                                 Total Change is:      -999
    -4,002      5,077      5,118        783        904      2,920     -2,663    -13,347      1,130       -967      1,270       -209     -3,111     -3,863
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       27.2        6.8       41.9       16.0        6.6       16.0       20.6        6.3        4.9        6.7        0.8       12.0        8.9
 
Number of Traders in Each Category                                    Total Traders:       591
        28         46         29        127         63         82        100        119         85         56         50         18
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Traders in Financial Futures - Futures Only Positions as of December 9, 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   154,879
Positions
    19,661     62,000      2,581     60,278     25,605      2,461     14,023     21,618      2,616     10,381     10,869      3,425     39,453     23,704
 
Changes from:       December 2, 2014                                 Total Change is:       180
        68      1,492          0      1,419        163        410     -1,791       -126        441        -66        685         60       -361     -2,945
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       40.0        1.7       38.9       16.5        1.6        9.1       14.0        1.7        6.7        7.0        2.2       25.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        88
         7         11          .         18          7          8         18         15          9          7          .          4
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 3,105,541
Positions
   172,600    836,098    159,574  1,375,726    545,671    193,133    642,024    785,084    140,696    139,358    206,113     12,330    270,100    226,842
 
Changes from:       December 2, 2014                                 Total Change is:    -5,897
   -26,451     11,824     31,693     -3,118      3,765     12,492    -16,029    -77,775     15,117     -4,543      2,887     -1,309    -13,749     -4,591
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       26.9        5.1       44.3       17.6        6.2       20.7       25.3        4.5        4.5        6.6        0.4        8.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       577
        30         44         28        122         61         77         98        119         76         53         50         15
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Traders in Financial Futures - Futures Only Positions as of December 9, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    99,905
Positions
     7,145     32,790      1,010     44,400     48,344      2,172     22,205      9,649      1,735        693        401          0     20,545      3,804
 
Changes from:       December 2, 2014                                 Total Change is:        82
       340       -921        456        699      2,237         20       -513     -1,594       -155        225          0          0       -990         39
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       32.8        1.0       44.4       48.4        2.2       22.2        9.7        1.7        0.7        0.4        0.0       20.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          7         37         10         13         17          8          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 9, 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    91,693
Positions
     4,402     49,905      8,254     37,868      6,153        493     23,654     12,694      3,024      2,667      2,923        425     10,906      7,823
 
Changes from:       December 2, 2014                                 Total Change is:       471
      -508        610         15       -149        269         30        523        110       -417       -132       -874        325        785        403
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       54.4        9.0       41.3        6.7        0.5       25.8       13.8        3.3        2.9        3.2        0.5       11.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       246
        19         23         16         32         17          7         63         53         18         17         21          4
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    14,716
Positions
     6,502     11,057        100        898          0          0      1,824      2,153          0        886        800          0      4,506        606
 
Changes from:       December 2, 2014                                 Total Change is:      -140
      -464        429          0          1          0          0       -635       -366          0         36          0          0        922       -203
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       75.1        0.7        6.1        0.0        0.0       12.4       14.6        0.0        6.0        5.4        0.0       30.6        4.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          .          .          0          0          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   384,883
Positions
    23,412    228,152      6,856    184,849     30,764      2,466    117,270     60,824      6,998     10,527     12,234        506     31,999     36,083
 
Changes from:       December 2, 2014                                 Total Change is:     3,055
      -504        624        359       -751      1,346        151      2,613       -795      1,088        751     -2,777         31       -683      3,028
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       59.3        1.8       48.0        8.0        0.6       30.5       15.8        1.8        2.7        3.2        0.1        8.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       244
        18         24         13         32         17          7         63         53         15         16         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   390,822
Positions
   101,703     65,634     22,038    119,830    138,741     26,141     82,605     99,248     11,219      7,897     10,496        418     18,971     16,887
 
Changes from:       December 2, 2014                                 Total Change is:    -3,234
    -5,898        633        429      2,396        648     -1,165      1,211     -7,670      2,670        218      1,192        320     -3,415       -291
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       16.8        5.6       30.7       35.5        6.7       21.1       25.4        2.9        2.0        2.7        0.1        4.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       272
        19         17          7         52         43         23         46         58         18         13         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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    82,427
Positions
     3,969     20,287      3,709     29,968          0        153     15,919     25,233      3,710      3,200        811      7,109     14,690     21,415
 
Changes from:       December 2, 2014                                 Total Change is:     9,813
      -304        384      1,855       -795          0        -30       -674        540      3,588     -1,683       -751      7,109        747     -2,882
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       24.6        4.5       36.4        0.0        0.2       19.3       30.6        4.5        3.9        1.0        8.6       17.8       26.0
 
Number of Traders in Each Category                                    Total Traders:        71
         6          9          5         19          0          .         15         15          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   145,725
Positions
    37,670     21,652      8,321     15,478      2,321        577     49,639     28,725      6,484      9,442        864        863     17,251     75,918
 
Changes from:       December 2, 2014                                 Total Change is:    19,120
     4,809         82      2,078        650         15          3        140      7,553      4,709         97     -1,048        858      5,776      4,870
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       14.9        5.7       10.6        1.6        0.4       34.1       19.7        4.4        6.5        0.6        0.6       11.8       52.1
 
Number of Traders in Each Category                                    Total Traders:       104
        15         15         13          9          .          .         35         16         11         10          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   132,340
Positions
     8,492     81,950      2,046     79,743     29,538      5,776     25,789      6,615      2,882      1,656      1,084          0      5,956      2,449
 
Changes from:       December 2, 2014                                 Total Change is:     6,650
     2,895      7,326        263      2,865      1,137         36       -191     -2,154        171        635        167       -164        140       -132
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       61.9        1.5       60.3       22.3        4.4       19.5        5.0        2.2        1.3        0.8        0.0        4.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       110
         8         12          4         42         20         16         15          5          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   348,536
Positions
    57,195    188,225     10,301    122,048     54,377     39,078     77,809     34,250      9,353     16,641      7,914      1,389     14,722      3,649
 
Changes from:       December 2, 2014                                 Total Change is:    11,939
     6,056     -1,469      5,509      1,346        762        -92     -3,983        677      3,802        329        301        -55       -973      2,504
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       54.0        3.0       35.0       15.6       11.2       22.3        9.8        2.7        4.8        2.3        0.4        4.2        1.0
 
Number of Traders in Each Category                                    Total Traders:       214
        24         19         11         59         25         29         37         20         16         22          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   890,464
Positions
    11,719    121,741      9,054    422,651    160,897    111,629    108,469    247,952     29,502     23,958     36,605      1,099    172,383    171,985
 
Changes from:       December 2, 2014                                 Total Change is:     9,670
     4,675       -197      3,968     46,245     10,803       -439    -14,019     23,558    -27,995      1,931     -1,189        273     -4,969        888
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       13.7        1.0       47.5       18.1       12.5       12.2       27.8        3.3        2.7        4.1        0.1       19.4       19.3
 
Number of Traders in Each Category                                    Total Traders:       162
         6         18          4         36         30         38         27         25         19          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   568,563
Positions
    38,903     87,343      4,892    261,390     40,730     83,845     32,010    231,386     22,227      7,057     10,531         59    118,180     87,550
 
Changes from:       December 2, 2014                                 Total Change is:    10,441
     7,443     19,164       -357      5,502      4,390      4,081        455     -5,345     -8,605          0        -43          0      1,922     -2,844
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.4        0.9       46.0        7.2       14.7        5.6       40.7        3.9        1.2        1.9        0.0       20.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        96
         .          9          9         41         11         29         10         16         15          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 1,322,937
Positions
    76,571    139,882     12,669    269,213    445,545     76,239    665,463    226,748     35,291     79,148    227,354      8,831     99,512    150,378
 
Changes from:       December 2, 2014                                 Total Change is:   -55,161
     1,528    -10,098        862      2,036    -23,531     -3,709      7,330      8,120    -16,209    -31,764     -5,800     -3,375    -11,860     -1,421
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       10.6        1.0       20.3       33.7        5.8       50.3       17.1        2.7        6.0       17.2        0.7        7.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       254
        15         30          8         40         44         35         43         31         26         17         34         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 2,628,838
Positions
   112,124     89,926     22,896    907,231    801,577    343,644    485,537    644,771     85,767    342,912    164,730     41,020    287,707    434,507
 
Changes from:       December 2, 2014                                 Total Change is:   -41,446
   -17,710    -12,279       -260     -5,889     23,798     21,040       -588    -75,877      4,647    -22,694     -4,741        577    -20,569      1,649
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        3.4        0.9       34.5       30.5       13.1       18.5       24.5        3.3       13.0        6.3        1.6       10.9       16.5
 
Number of Traders in Each Category                                    Total Traders:       358
        24         19         15         38         83         64         55         68         47         26         45         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 1,821,567
Positions
   108,506    143,096     12,622    417,785    506,205    291,984    535,550    234,911     64,897    129,589    167,955     19,259    241,375    380,638
 
Changes from:       December 2, 2014                                 Total Change is:   -53,318
    49,304     12,276       -631     -5,838     15,433    -21,643     -4,417       -845    -37,860      5,000    -23,637     -1,604    -35,629      5,193
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        7.9        0.7       22.9       27.8       16.0       29.4       12.9        3.6        7.1        9.2        1.1       13.3       20.9
 
Number of Traders in Each Category                                    Total Traders:       258
        11         29         12         34         48         42         36         52         28         15         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   711,164
Positions
   280,648    135,720    196,229      1,436      8,039     13,698     34,954    139,668     95,216      5,712     13,171     52,998     30,273     56,425
 
Changes from:       December 2, 2014                                 Total Change is:    12,924
    -6,895    -16,247     17,821      1,436      2,732     -3,941     -3,691      4,072      7,898         32       -770      1,053       -789        306
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       19.1       27.6        0.2        1.1        1.9        4.9       19.6       13.4        0.8        1.9        7.5        4.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       100
        20         23         37          .          .          .         14         24         27          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 is11,588,504
Positions
 2,390,110  1,446,529  2,674,814    422,016    670,136    434,583  1,827,490  1,937,015  2,205,093    525,053    612,061    350,271    759,074  1,258,002
 
Changes from:       December 2, 2014                                 Total Change is:    -5,856
   155,414   -444,005    133,374   -598,833    -10,194     88,812     73,253     99,472     88,938     58,642    -10,124     20,798    -26,254     27,073
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       12.5       23.1        3.6        5.8        3.8       15.8       16.7       19.0        4.5        5.3        3.0        6.6       10.9
 
Number of Traders in Each Category                                    Total Traders:       305
        29         56         82         13         28         26         35         84         91         12         37         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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    71,182
Positions
    37,056      6,166      7,819        814     13,086      4,937      9,007     21,947      9,699      1,767      7,362          0         83        166
 
Changes from:       December 2, 2014                                 Total Change is:    18,573
     1,048       -121      7,783     -1,565        493          2        806        951      9,699        836       -248          0        -36         14
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        8.7       11.0        1.1       18.4        6.9       12.7       30.8       13.6        2.5       10.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        47
         5          6          4          .         10          4          6          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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    63,264
Positions
    40,206     15,934      3,213          0     15,434        221      7,775      7,742     10,211      1,554     10,457          0         84         52
 
Changes from:       December 2, 2014                                 Total Change is:    10,591
       449       -400      3,213          0        656       -485     -1,049        252      7,448      1,036        -33          0        -21        -60
 
Percent of Open Interest Represented by Each Category of Trader
      63.6       25.2        5.1        0.0       24.4        0.3       12.3       12.2       16.1        2.5       16.5        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        47
         4          5          .          0         15          .          6          6          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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    94,289
Positions
    16,719     57,027        807      9,570          0        117     30,515     31,280      3,636     18,194        106         87     14,644      1,229
 
Changes from:       December 2, 2014                                 Total Change is:    -3,165
       613        -58          0       -865          0         25       -618     -2,882        502     -3,223       -632         36        365       -156
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       60.5        0.9       10.1        0.0        0.1       32.4       33.2        3.9       19.3        0.1        0.1       15.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       169
         7          .          .         15          0          .         45         19         11         78          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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   361,415
Positions
    64,992     59,382     37,867     54,410     31,758     40,699     49,437     75,974     49,870     13,371      6,826     28,208     22,561     30,831
 
Changes from:       December 2, 2014                                 Total Change is:   -12,439
     2,477     -5,534        331      6,491        858     -4,744    -12,504        335       -482        246       -267     -2,873     -1,381        -63
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       16.4       10.5       15.1        8.8       11.3       13.7       21.0       13.8        3.7        1.9        7.8        6.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       178
        20          9         23          7         18         10         35         47         51         12         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 12, 2014