```
Traders in Financial Futures - Futures Only Positions as of December 23, 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    98,477
Positions
    16,619      1,571        300     19,920      5,304          0     19,603     39,696      8,071     14,395      6,962         25     19,544     36,548
 
Changes from:       December 16, 2014                                Total Change is:   -30,998
   -10,549     -4,699     -4,721     -1,773        570          0      4,735     -3,028    -16,315     -2,280     -1,222       -107         12     -1,476
 
Percent of Open Interest Represented by Each Category of Trader
      16.9        1.6        0.3       20.2        5.4        0.0       19.9       40.3        8.2       14.6        7.1        0.0       19.8       37.1
 
Number of Traders in Each Category                                    Total Traders:        75
         6          4          .          6          7          0         16         17          8         11          8          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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    55,021
Positions
    34,392      2,560          0      1,287      4,435      1,082     10,551     21,749        405          0      2,189          0      7,304     22,601
 
Changes from:       December 16, 2014                                Total Change is:     3,644
    14,320         51          0          0        -60          0    -11,429        333         74          0      1,786          0        679      1,460
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        4.7        0.0        2.3        8.1        2.0       19.2       39.5        0.7        0.0        4.0        0.0       13.3       41.1
 
Number of Traders in Each Category                                    Total Traders:        42
         4          .          0          .          6          .          9         15          4          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   141,455
Positions
    70,152      6,624         57      7,139     46,509      3,185     33,128     34,777      5,898      5,377     11,537        264     16,255     32,604
 
Changes from:       December 16, 2014                                Total Change is:     3,874
     4,996        244       -359        910       -414       -663     -2,611        174      1,036        921        403        216       -572      3,237
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        4.7        0.0        5.0       32.9        2.3       23.4       24.6        4.2        3.8        8.2        0.2       11.5       23.0
 
Number of Traders in Each Category                                    Total Traders:        98
        11          5          .          6         17          6         29         20         10          7          .          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   226,107
Positions
    94,556      8,709          0     32,488     42,784      3,930     18,258     98,666      4,838     56,211      7,201      1,001     14,825     58,978
 
Changes from:       December 16, 2014                                Total Change is:    -1,578
    14,536      3,396          0        126      1,205       -211    -15,126     -3,666        317     -1,650     -4,004        158        272      1,227
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        3.9        0.0       14.4       18.9        1.7        8.1       43.6        2.1       24.9        3.2        0.4        6.6       26.1
 
Number of Traders in Each Category                                    Total Traders:       126
         8          6          0         11         18          9         14         45          9         11         12          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   376,849
Positions
   190,661     11,119      1,877     39,756     84,944     11,503     23,487    151,153      8,049     69,807     26,851      1,241     30,468     80,112
 
Changes from:       December 16, 2014                                Total Change is:     8,678
    21,566      1,616        309      5,071     -3,188       -678    -14,285     10,695        408       -195        203        317     -3,835     -1,004
 
Percent of Open Interest Represented by Each Category of Trader
      50.6        3.0        0.5       10.5       22.5        3.1        6.2       40.1        2.1       18.5        7.1        0.3        8.1       21.3
 
Number of Traders in Each Category                                    Total Traders:       213
        19         11          6         16         30         17         24         58         14         20         34          6
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   118,773
Positions
    65,050      1,379         86      2,220     15,033        951     30,540     56,108        735      4,901      8,106         25     14,265     36,350
 
Changes from:       December 16, 2014                                Total Change is:     1,986
     3,499        451         79          0        127         21     -1,383      1,768        -18       -296       -629          0         84        187
 
Percent of Open Interest Represented by Each Category of Trader
      54.8        1.2        0.1        1.9       12.7        0.8       25.7       47.2        0.6        4.1        6.8        0.0       12.0       30.6
 
Number of Traders in Each Category                                    Total Traders:        89
        11          .          .          .         10          .         18         33          7          5          7          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    51,608
Positions
    33,176     31,805      6,487        100      3,994          0      5,737      3,662      1,236      1,277        334      3,248        347        842
 
Changes from:       December 16, 2014                                Total Change is:     1,636
     1,186      1,097     -1,000          0         14          0      1,163      1,300          8          0       -550        550       -271        217
 
Percent of Open Interest Represented by Each Category of Trader
      64.3       61.6       12.6        0.2        7.7        0.0       11.1        7.1        2.4        2.5        0.6        6.3        0.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        26
         8          7          8          .          .          0          .          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   130,728
Positions
    53,414     39,915         35     56,497      3,623          0     15,181     72,603        408      2,019      7,163          0      3,174      6,981
 
Changes from:       December 16, 2014                                Total Change is:    -6,900
       -54     -8,792         35      1,195        137          0     -8,317      2,405         77       -101       -279          0        265       -483
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       30.5        0.0       43.2        2.8        0.0       11.6       55.5        0.3        1.5        5.5        0.0        2.4        5.3
 
Number of Traders in Each Category                                    Total Traders:       111
         4         10          .          4          4          0         18         54          4          8          9          0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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    65,182
Positions
     5,811     54,486      3,411          0        113        282      1,464      1,564        827     49,295        539      3,365        727        595
 
Changes from:       December 16, 2014                                Total Change is:     1,412
      -213        534        336          0       -154        154        324       -161         61        364        111        395         -9        136
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       83.6        5.2        0.0        0.2        0.4        2.2        2.4        1.3       75.6        0.8        5.2        1.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        23
         5          4          .          0          .          .          .          4          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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    19,295
Positions
     6,445          0          0        943        828          0      8,361     10,309        370      1,136      2,712          0      2,040      5,076
 
Changes from:       December 16, 2014                                Total Change is:       848
     1,238          0          0       -111          8          0         86        826         17        -51       -100          0       -331         97
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        0.0        0.0        4.9        4.3        0.0       43.3       53.4        1.9        5.9       14.1        0.0       10.6       26.3
 
Number of Traders in Each Category                                    Total Traders:        61
         8          0          0          .          4          0         11         23          .          7          5          0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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    53,355
Positions
    18,435     34,619        146      5,262      1,893        268     19,547      6,859         16      1,007      3,945         53      8,623      5,558
 
Changes from:       December 16, 2014                                Total Change is:   -45,799
    -6,733    -20,654    -14,943       -828       -290         74     -9,600        142     -4,477     -1,231      1,385     -1,158     -6,905     -5,879
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       64.9        0.3        9.9        3.5        0.5       36.6       12.9        0.0        1.9        7.4        0.1       16.2       10.4
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          .         10          .          4         22         13          .          .         10          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   106,710
Positions
    36,870     69,238        292     10,523      3,785        535     39,093     13,718         32      2,013      7,889        106     17,246     11,115
 
Changes from:       December 16, 2014                                Total Change is:   -60,150
   -11,883    -24,205    -17,972        104       -580        147    -19,199     -2,661     -5,921     -3,249      2,983     -1,528       -649    -10,413
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       64.9        0.3        9.9        3.5        0.5       36.6       12.9        0.0        1.9        7.4        0.1       16.2       10.4
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          .         10          .          4         22         13          .          .         10          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   672,428
Positions
    37,597    223,421      8,718    330,876    116,906     41,364    106,588    140,356     25,077     35,834     54,369      4,508     81,865     57,708
 
Changes from:       December 16, 2014                                Total Change is:  -160,088
     2,126        483    -62,074     21,031    -12,697    -27,666    -32,645     -9,326    -27,219     -4,222      4,002     -7,763    -21,658    -17,830
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       33.2        1.3       49.2       17.4        6.2       15.9       20.9        3.7        5.3        8.1        0.7       12.2        8.6
 
Number of Traders in Each Category                                    Total Traders:       568
        30         34         18        121         63         75         99        112         72         46         60         12
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   124,603
Positions
     3,986     60,608      1,051     59,814     23,315      2,311      8,075      4,658      1,227      7,356     11,893      3,375     37,408     16,165
 
Changes from:       December 16, 2014                                Total Change is:   -48,756
   -11,612    -13,870     -8,362     -6,870     -2,398     -1,292     -5,554    -16,203     -1,766     -2,860      1,947       -168    -10,272     -6,644
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.6        0.8       48.0       18.7        1.9        6.5        3.7        1.0        5.9        9.5        2.7       30.0       13.0
 
Number of Traders in Each Category                                    Total Traders:        79
         .         12          4         17          6          7         14         15          4          6          4          4
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Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,739,124
Positions
   192,761    838,775     13,627  1,370,315    482,957    180,262    534,734    720,658     77,083    142,390    212,382      5,665    222,287    207,715
 
Changes from:       December 16, 2014                                Total Change is:  -556,659
    22,071     25,147   -221,939     77,789   -113,213    -70,152   -172,268     -2,426    -90,451    -11,107      5,977    -33,674    -56,928    -55,928
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       30.6        0.5       50.0       17.6        6.6       19.5       26.3        2.8        5.2        7.8        0.2        8.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       554
        32         32         13        117         61         71        101        108         64         43         59         10
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Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    80,651
Positions
     4,888     15,428         60     41,114     45,515      2,989     19,676     11,702        961        953        265          0     10,010      3,731
 
Changes from:       December 16, 2014                                Total Change is:   -30,770
    -5,540    -14,761    -10,244     -1,991     -6,707        171        358      1,650       -517        485       -457          0    -13,492         95
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       19.1        0.1       51.0       56.4        3.7       24.4       14.5        1.2        1.2        0.3        0.0       12.4        4.6
 
Number of Traders in Each Category                                    Total Traders:        84
         4          8          .         33         11         16         14         10          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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    68,041
Positions
     2,829     41,220        233     34,569      5,670        706     19,187     14,393      1,236      2,321      1,591         42      6,918      2,950
 
Changes from:       December 16, 2014                                Total Change is:   -41,184
    -1,650     -6,950    -18,250         98       -761     -8,948     -7,650       -688     -3,350       -416     -1,493     -1,230        212        486
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       60.6        0.3       50.8        8.3        1.0       28.2       21.2        1.8        3.4        2.3        0.1       10.2        4.3
 
Number of Traders in Each Category                                    Total Traders:       206
        16         19          6         33         14          9         56         38         11         17         13          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   340,204
Positions
    14,143    206,102      1,166    172,843     28,351      3,531     95,936     71,963      6,178     11,606      7,953        210     34,591     14,750
 
Changes from:       December 16, 2014                                Total Change is:  -107,560
    -7,221    -10,387    -44,467      4,978     -3,804    -37,888    -31,392      5,752    -14,050     -2,030     -6,451     -2,164     26,674      5,899
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       60.6        0.3       50.8        8.3        1.0       28.2       21.2        1.8        3.4        2.3        0.1       10.2        4.3
 
Number of Traders in Each Category                                    Total Traders:       206
        16         19          6         33         14          9         56         38         11         17         13          .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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   341,825
Positions
    88,232     53,393      8,882    117,989    136,933     19,547     73,776     93,010      5,491      8,865      9,063          8     19,035     15,498
 
Changes from:       December 16, 2014                                Total Change is:   -62,705
   -15,043     -8,189    -19,153      2,651     -6,883    -17,478     -8,542     -3,713     -7,875       -362       -131     -1,337      4,434      2,054
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       15.6        2.6       34.5       40.1        5.7       21.6       27.2        1.6        2.6        2.7        0.0        5.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       260
        15         14          5         50         43         23         46         56          9         17         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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    60,998
Positions
     3,543     27,624        161     30,266          0         39     11,519     17,481        398      4,269      9,437          0     10,803      5,858
 
Changes from:       December 16, 2014                                Total Change is:       524
       409       -211          0        -25          0         -4        955        437         25     -1,032        212          0        196         65
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       45.3        0.3       49.6        0.0        0.1       18.9       28.7        0.7        7.0       15.5        0.0       17.7        9.6
 
Number of Traders in Each Category                                    Total Traders:        62
         4          7          .         18          0          .         13         13          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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    99,900
Positions
    29,298      4,528        479     15,021      4,971        327     40,052      4,042        509      5,403        264          0      8,811     84,780
 
Changes from:       December 16, 2014                                Total Change is:     1,399
     1,981     -2,501         12     -2,807      1,706       -159      4,634        544       -480        771        264          0     -2,553      2,013
 
Percent of Open Interest Represented by Each Category of Trader
      29.3        4.5        0.5       15.0        5.0        0.3       40.1        4.0        0.5        5.4        0.3        0.0        8.8       84.9
 
Number of Traders in Each Category                                    Total Traders:        82
        16          7          4          9          .          .         31          7          5          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   127,840
Positions
     7,889     72,202        266     78,289     29,755      6,326     23,924     10,000      3,378      1,246      1,308          0      6,522      4,605
 
Changes from:       December 16, 2014                                Total Change is:   -17,794
    -2,232     -8,317     -7,446      5,310     -5,135        339     -9,228      5,264     -1,626       -210        137       -190     -2,511       -820
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       56.5        0.2       61.2       23.3        4.9       18.7        7.8        2.6        1.0        1.0        0.0        5.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       105
         6         14          .         40         20         17         12          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   327,974
Positions
    46,973    153,501      5,302    135,245     68,189     32,691     70,396     46,687      5,948     15,786      9,230        996     14,637      5,430
 
Changes from:       December 16, 2014                                Total Change is:   -85,858
   -35,594    -44,342    -24,360     22,903     -3,291    -10,783    -17,152     11,166     -6,632     -1,669     -2,349       -642    -11,929     -4,625
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       46.8        1.6       41.2       20.8       10.0       21.5       14.2        1.8        4.8        2.8        0.3        4.5        1.7
 
Number of Traders in Each Category                                    Total Traders:       215
        19         23          7         58         31         30         29         23         10         24          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   882,972
Positions
    20,799    106,865      5,005    445,655    163,308    122,800     85,843    268,232     20,790     19,501     39,227      2,014    160,565    154,731
 
Changes from:       December 16, 2014                                Total Change is:   -16,513
     1,060      8,327        305        340     -3,541     13,184    -14,343    -17,578     -6,690        837     -3,711        385    -11,591     -7,194
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       12.1        0.6       50.5       18.5       13.9        9.7       30.4        2.4        2.2        4.4        0.2       18.2       17.5
 
Number of Traders in Each Category                                    Total Traders:       172
         5         16          .         38         32         37         29         32         20          7         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   526,308
Positions
    25,573     77,881      1,087    265,100     37,600     76,426     24,568    205,829     12,761      5,550     24,184         59    115,184     90,481
 
Changes from:       December 16, 2014                                Total Change is:    -2,320
     2,731         91        790     -1,429        963     -3,992     -3,675     -3,378       -106          0      4,040       -800      4,161         72
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       14.8        0.2       50.4        7.1       14.5        4.7       39.1        2.4        1.1        4.6        0.0       21.9       17.2
 
Number of Traders in Each Category                                    Total Traders:        97
         .          8          .         41         11         27          9         18         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 1,236,594
Positions
    67,705    108,819      9,300    271,400    445,129     87,530    589,079    170,572     20,536     92,154    237,913      7,873     91,017    148,922
 
Changes from:       December 16, 2014                                Total Change is:   -34,385
    -7,871     -2,314      2,478      3,424    -13,135      7,571    -39,947    -24,661     -3,306      7,800        102      1,543     -6,077     -2,663
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        8.8        0.8       21.9       36.0        7.1       47.6       13.8        1.7        7.5       19.2        0.6        7.4       12.0
 
Number of Traders in Each Category                                    Total Traders:       253
        14         26          9         38         46         39         44         30         24         17         38         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 2,585,587
Positions
   155,522     97,252     15,484    846,138    853,878    342,524    512,099    560,848     81,664    327,006    179,010     34,944    270,206    419,983
 
Changes from:       December 16, 2014                                Total Change is:  -107,841
    52,105    -16,564    -11,952   -122,722     18,483    -15,727     13,538    -82,718        402        134      8,198     -5,918    -17,701     -2,045
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        3.8        0.6       32.7       33.0       13.2       19.8       21.7        3.2       12.6        6.9        1.4       10.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       354
        25         23         10         37         83         63         53         62         40         25         46         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 1,838,620
Positions
    85,074    174,763     12,752    435,023    552,406    263,695    556,205    260,580     37,940    179,528    174,251     25,348    243,055    336,885
 
Changes from:       December 16, 2014                                Total Change is:    19,312
    15,995      8,510     -2,067    -24,304     42,659    -16,812      3,561      4,385    -10,510     50,467     -3,035      5,002     -2,020     -8,820
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        9.5        0.7       23.7       30.0       14.3       30.3       14.2        2.1        9.8        9.5        1.4       13.2       18.3
 
Number of Traders in Each Category                                    Total Traders:       271
        13         27          8         34         50         45         46         51         24         15         35          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   740,845
Positions
   277,572    142,590    226,231      6,064     10,435     12,509     36,834    127,370     93,247      7,443     20,397     59,165     21,780     48,901
 
Changes from:       December 16, 2014                                Total Change is:    -4,713
   -17,181      4,144     16,535      1,173     -2,070        313      1,008    -12,278     -6,447        740     -5,408      6,642     -7,496     -6,144
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       19.2       30.5        0.8        1.4        1.7        5.0       17.2       12.6        1.0        2.8        8.0        2.9        6.6
 
Number of Traders in Each Category                                    Total Traders:       103
        21         21         38          .          .          .         15         25         25          .          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,337,743
Positions
 1,872,236  1,196,997  2,557,872    212,250    755,993    561,374  1,561,811  1,183,162  1,928,540    504,773    509,397    407,109    731,778  1,237,299
 
Changes from:       December 16, 2014                                Total Change is:   -29,454
    16,862     94,089    -66,701    -29,973    112,450     95,316    -51,208   -197,312   -113,361     80,622     19,220     46,737     -7,748    -19,892
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       11.6       24.7        2.1        7.3        5.4       15.1       11.4       18.7        4.9        4.9        3.9        7.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       272
        30         51         75          9         22         25         29         74         77         10         29         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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    50,824
Positions
    23,180        912          0        954     17,200      3,865     20,660     21,818          0      2,034      6,908          0        131        121
 
Changes from:       December 16, 2014                                Total Change is:       936
     1,283        110          0         75        541        -51       -427         59          0         12        270          0         44          7
 
Percent of Open Interest Represented by Each Category of Trader
      45.6        1.8        0.0        1.9       33.8        7.6       40.7       42.9        0.0        4.0       13.6        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        45
         5          .          0          .          9          .          5         11          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    32,488
Positions
    12,266        425         16          0     15,542        221     19,390      7,097          0        459      9,128          0        136         59
 
Changes from:       December 16, 2014                                Total Change is:      -362
       557        355         16          0         57          0        -13       -711          0       -983        -69          0         61        -10
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        1.3        0.0        0.0       47.8        0.7       59.7       21.8        0.0        1.4       28.1        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        48
         6          .          .          0         16          .          6          6          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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    94,321
Positions
    16,640     55,830        507      9,835          0         94     30,422     34,857      1,596     20,669        274          0     14,558      1,163
 
Changes from:       December 16, 2014                                Total Change is:     6,944
     1,233      1,425       -281        595          0         -2      4,216      5,859        -27      2,116        -64         -1       -905         35
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       59.2        0.5       10.4        0.0        0.1       32.3       37.0        1.7       21.9        0.3        0.0       15.4        1.2
 
Number of Traders in Each Category                                    Total Traders:       166
         7          .          .         15          0          .         47         15          5         75          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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   325,276
Positions
    63,255     70,451     27,283      9,626     23,022     48,048     71,175     52,674     45,263     18,184      6,708     17,903     24,539     33,924
 
Changes from:       December 16, 2014                                Total Change is:       573
     4,650     31,550    -12,265    -25,659        324     18,674     20,852    -31,623     -7,372      2,034       -779     -5,346      5,005      7,410
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       21.7        8.4        3.0        7.1       14.8       21.9       16.2       13.9        5.6        2.1        5.5        7.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       158
        14         16         20          6         15         12         30         43         47          9         16         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,462
Positions
       111      2,900          0      2,594        425        487      4,951      5,135        350        900        157          0         69          8
 
Changes from:       December 16, 2014                                Total Change is:    -4,198
       -38       -238          0       -895          0       -125     -2,391     -2,187     -1,650        875         17          0         26        -15
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       30.6        0.0       27.4        4.5        5.1       52.3       54.3        3.7        9.5        1.7        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          .          .          .          8          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 30, 2014