```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,078
COMMITMENTS
     320    2,571      704    5,621    3,154    6,645    6,429    1,432    1,649

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        369)
      -6      114       42      251      173      287      329       81       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     31.8      8.7     69.6     39.0     82.3     79.6     17.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       11        9       16       15       27       27
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       79,632
COMMITMENTS
  28,543    5,073   16,874   30,453   36,433   75,870   58,380    3,762   21,252

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,740)
   1,005      496      139      701    1,065    1,845    1,701     -106       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      6.4     21.2     38.2     45.8     95.3     73.3      4.7     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      25       24       35       39       38       83       78
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,369
COMMITMENTS
      81    1,538      768    5,055    3,904    5,903    6,210    1,466    1,159

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        242)
      -2      127       35       65      257       98      419      144     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     20.9     10.4     68.6     53.0     80.1     84.3     19.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       10       10       18       15       30       26
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,957
COMMITMENTS
   2,807       34      705    1,700    2,256    5,212    2,995      745    2,962

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        264)
     136       16       31       31       86      197      133       67      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.1      0.6     11.8     28.5     37.9     87.5     50.3     12.5     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        3        9        7       12       18       21
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,721
COMMITMENTS
  83,524   26,783   72,365   94,577  138,737  250,467  237,885   23,254   35,836

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -2,919)
 -10,822      -54    1,881    6,973   -4,382   -1,968   -2,555     -951     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      9.8     26.4     34.6     50.7     91.5     86.9      8.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      99       66       95       96       91      247      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      365,675
COMMITMENTS
 106,734   18,959  103,102  124,167  189,480  334,003  311,541   31,672   54,134

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -18,549)
 -28,288     -819    2,211    8,389  -12,802  -17,688  -11,410     -861   -7,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      5.2     28.2     34.0     51.8     91.3     85.2      8.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     130       64      123      127      167      316      316
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,846
COMMITMENTS
   1,371    2,135      256    1,158      558    2,786    2,950    1,059      896

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -551)
     -74       -2      -76     -309     -211     -459     -289      -92     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     55.5      6.7     30.1     14.5     72.5     76.7     27.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       15        9       19       14       39       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,663
COMMITMENTS
  12,611    5,031   15,322   15,526   13,137   43,459   33,490   12,204   22,173

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -4,044)
  -2,579   -2,253      394     -831       74   -3,016   -1,785   -1,029   -2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      9.0     27.5     27.9     23.6     78.1     60.2     21.9     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      55       46       56       80       92      170      168
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,463
COMMITMENTS
   4,036   27,739    4,560   34,865    9,072   43,461   41,372    1,002    3,092

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,798)
     142    1,058      512    2,064    1,103    2,718    2,674       79      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     62.4     10.3     78.4     20.4     97.7     93.0      2.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8       27       14       21       17       41       46
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,637
COMMITMENTS
   5,117    1,203      141   46,024   49,451   51,282   50,795      355      842

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,665)
   1,181     -146        8      739    1,586    1,928    1,448     -263      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.3      0.3     89.1     95.8     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        4        2       12       17       18       22
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,355
COMMITMENTS
  32,637   46,303    9,261   50,727   20,722   92,626   76,286   22,729   39,069

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -30,418)
   1,246   -2,208  -17,638  -14,323   -9,150  -30,716  -28,996      298   -1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     40.1      8.0     44.0     18.0     80.3     66.1     19.7     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       29       13       22       20       48       57
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,638
COMMITMENTS
   6,305   23,326    3,740   44,917   12,368   54,962   39,434    7,676   23,204

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      4,920)
 -12,640      780      558   16,239    2,074    4,158    3,412      762    1,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     37.2      6.0     71.7     19.7     87.7     63.0     12.3     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       14        6       12       15       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      131,569
COMMITMENTS
  17,144   80,669      420  110,693   43,371  128,257  124,459    3,312    7,110

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -6,830)
  -8,466    2,070       53    1,315   -8,468   -7,097   -6,345      266     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     61.3      0.3     84.1     33.0     97.5     94.6      2.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       61        6       15       19       41       83
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      170,838
COMMITMENTS
  36,379   52,452   15,619  100,328   68,148  152,325  136,219   18,513   34,620

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      5,487)
    -140   -1,112     -608    5,957    3,803    5,209    2,083      278    3,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     30.7      9.1     58.7     39.9     89.2     79.7     10.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      37       27       27       27       36       73       81
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      280,393
COMMITMENTS
  28,493  121,340   31,352  202,368   62,821  262,213  215,513   18,180   64,881

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -857)
 -16,097  -10,055      424   13,849    6,815   -1,824   -2,816      967    1,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     43.3     11.2     72.2     22.4     93.5     76.9      6.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      28       65       35       29       34       77      115
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      470,894
COMMITMENTS
  42,461  181,568   63,225  327,304  136,824  432,990  381,617   37,904   89,277

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     22,514)
 -11,868    5,097    6,245   29,973   11,853   24,351   23,196   -1,837     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     38.6     13.4     69.5     29.1     92.0     81.0      8.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      51       94       65       53       70      139      195
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       65,182
COMMITMENTS
   5,173   55,077    3,385   55,897    6,125   64,455   64,587      727      595

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,412)
     688      432     -342    1,075    1,186    1,421    1,276       -9      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     84.5      5.2     85.8      9.4     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        2        8        7       15       16
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,295
COMMITMENTS
   9,786   11,194      370    7,099    2,655   17,255   14,219    2,040    5,076

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        848)
     -79      690       17    1,241       44    1,179      751     -331       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     58.0      1.9     36.8     13.8     89.4     73.7     10.6     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       28        3        9        4       30       34
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,402,320
COMMITMENTS
 1507526  1403749  7263092  7836764  7409290 16607382 16076131  794,938  1326189

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    577,216)
 121,030  -75,532  384,404   94,272  290,693  599,705  599,564  -22,489  -22,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      8.1     41.7     45.0     42.6     95.4     92.4      4.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      57       90      112      137      147      259      290
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      852,627
COMMITMENTS
 106,562   80,273   72,596  580,309  630,272  759,467  783,141   93,161   69,486

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -254,433)
 -12,501   -3,002  -41,797 -169,192 -184,640 -223,490 -229,439  -30,943  -24,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      9.4      8.5     68.1     73.9     89.1     91.9     10.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     160      124      136      250      238      475      436
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      194,331
COMMITMENTS
  14,977    9,157   24,696  110,953  137,710  150,626  171,563   43,705   22,768

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -81,557)
  -1,426     -787   -7,501  -57,952  -63,160  -66,879  -71,448  -14,679  -10,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.7     12.7     57.1     70.9     77.5     88.3     22.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      17       16       25       48       45       83       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,291,481
COMMITMENTS
 474,684  372,337  222,741  2346776  2462813  3044201  3057891  247,280  233,590

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -864,379)
 -83,574  -39,272 -143,282 -556,200 -607,400 -783,056 -789,954  -81,324  -74,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     11.3      6.8     71.3     74.8     92.5     92.9      7.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     155      112      122      240      228      445      412
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,654
COMMITMENTS
   8,484    5,823      961   61,196   70,136   70,641   76,920   10,013    3,734

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -30,772)
     425    1,567     -516  -17,187  -31,916  -17,278  -30,865  -13,494       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      7.2      1.2     75.9     87.0     87.6     95.4     12.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14        7        4       47       34       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,377
COMMITMENTS
  15,676    7,317    2,075   45,572   57,892   63,323   67,284    7,054    3,093

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:    -44,982)
  -6,940   -1,828   -1,719  -36,183  -41,791  -44,842  -45,339     -140      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     10.4      2.9     64.8     82.3     90.0     95.6     10.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      61       33       19       72       67      138      114
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      351,884
COMMITMENTS
  78,380   36,585   10,373  227,861  289,461  316,614  336,418   35,270   15,466

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:   -126,456)
 -33,644   -8,310   -4,426 -113,396 -119,067 -151,466 -131,803   25,010    5,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     10.4      2.9     64.8     82.3     90.0     95.6     10.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      61       33       19       72       67      138      114
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,986
COMMITMENTS
  26,262   67,144   10,822   88,607   25,823  125,690  103,789   17,296   39,197

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      4,628)
    -447    4,694    1,259    3,389   -1,579    4,201    4,374      427      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     47.0      7.6     62.0     18.1     87.9     72.6     12.1     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       43       18       20       23       51       75
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       60,998
COMMITMENTS
  20,008   15,139      398   29,789   39,603   50,195   55,140   10,803    5,858

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        524)
     239      595       25       64     -161      328      459      196       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     24.8      0.7     48.8     64.9     82.3     90.4     17.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       13        1       21       12       39       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       99,900
COMMITMENTS
  43,826    3,876      795   46,468   10,449   91,089   15,120    8,811   84,780

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,399)
   3,276     -307       10      666     -317    3,952     -614   -2,553    2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      3.9      0.8     46.5     10.5     91.2     15.1      8.8     84.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      36        7        4       30       16       68       25
```

----

Updated December 30, 2014