```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,866
COMMITMENTS
     147    3,663      356    5,828    3,134    6,331    7,153    1,535      713

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        501)
       7      302       51      298       99      357      452      144       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     46.6      4.5     74.1     39.8     80.5     90.9     19.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        3       16       11       21       19
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,168
COMMITMENTS
   8,267    2,685   11,150   26,390   26,549   45,807   40,384    5,360   10,783

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      4,143)
     880      212    1,328    1,418    2,094    3,626    3,634      517      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      5.2     21.8     51.6     51.9     89.5     78.9     10.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25        7       22       38       32       67       57
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,454
COMMITMENTS
     469    3,020      338    3,486    1,813    4,293    5,172    1,161      282

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        367)
     148      302       17      123       29      289      348       79       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     55.4      6.2     63.9     33.2     78.7     94.8     21.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        5       10        9       16       18
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,255
COMMITMENTS
   8,352      459    1,698    4,479    8,889   14,529   11,045      726    4,210

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,460)
     534       86      333      441      968    1,307    1,387      153       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7      3.0     11.1     29.4     58.3     95.2     72.4      4.8     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        6        9       10       18       22       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      322,458
COMMITMENTS
  96,522   23,280   91,060   94,404  156,122  281,987  270,463   40,472   51,996

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      6,823)
   2,302   -3,160    4,787   -2,418    5,618    4,671    7,244    2,152     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      7.2     28.2     29.3     48.4     87.4     83.9     12.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     119       68      128      108      118      292      268
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      451,250
COMMITMENTS
 166,448   23,602  121,886  124,909  239,123  413,244  384,612   38,007   66,638

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     27,779)
   7,983     -286   16,370    3,346    8,883   27,699   24,967       80    2,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      5.2     27.0     27.7     53.0     91.6     85.2      8.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     164       90      154      138      177      392      357
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,156
COMMITMENTS
     975    1,174      221    1,545    1,794    2,741    3,190    1,415      966

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        146)
      70      120       -7       47      -58      110       56       36       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     28.3      5.3     37.2     43.2     66.0     76.8     34.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       12       11       16       18       38       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,926
COMMITMENTS
  18,122    7,168   12,245   15,744   13,532   46,110   32,945   13,815   26,981

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,888)
     712     -330      953     -432     -280    1,234      343      654    1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     12.0     20.4     26.3     22.6     76.9     55.0     23.1     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      78       29       52       74       79      177      149
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,789
COMMITMENTS
   1,062    6,396    1,729    9,100    4,332   11,891   12,457      898      332

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,275)
     160      696      127      969      434    1,256    1,257       18       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     50.0     13.5     71.2     33.9     93.0     97.4      7.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       11       11       17       12       31       26
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,414
COMMITMENTS
   4,217    4,503    1,266   32,448   32,032   37,931   37,801      483      613

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -793)
  -2,419     -731        1    1,708     -122     -710     -852      -83       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     11.7      3.3     84.5     83.4     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       14       12       18       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      193,719
COMMITMENTS
  29,782  100,131    9,109  124,123   37,320  163,015  146,560   30,704   47,159

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        -25)
  -4,587   -2,393    1,642    3,710     -910      764   -1,662     -789    1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     51.7      4.7     64.1     19.3     84.2     75.7     15.8     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       32       17       26       24       56       70
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,447
COMMITMENTS
  11,645   13,979      313   20,303   15,707   32,261   29,999   13,186   15,448

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        131)
    -956   -2,001        4    4,189      434    3,237   -1,563   -3,106    1,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     30.8      0.7     44.7     34.6     71.0     66.0     29.0     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       12        2       13       11       23       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,142
COMMITMENTS
  26,739   30,367    4,586   83,916   80,914  115,241  115,867    5,901    5,275

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      8,144)
  -5,756   11,589    1,365   13,685   -7,800    9,294    5,154   -1,150    2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     25.1      3.8     69.3     66.8     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       42        7       16       17       56       61
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      228,602
COMMITMENTS
  56,035   47,179   11,651  120,815  143,820  188,501  202,649   40,101   25,952

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      9,844)
   2,365    5,336    1,571    5,161     -470    9,097    6,437      748    3,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     20.6      5.1     52.8     62.9     82.5     88.6     17.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      39       33       23       32       37       84       80
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      250,702
COMMITMENTS
  11,981  129,010   16,132  204,026   52,959  232,139  198,102   18,563   52,600

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,726)
   2,186     -543     -706   -2,825    1,053   -1,344     -195     -382   -1,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     51.5      6.4     81.4     21.1     92.6     79.0      7.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      25       78       29       31       36       72      127
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      314,442
COMMITMENTS
  79,729   84,162   37,761  153,658  116,889  271,148  238,813   43,293   75,629

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     19,468)
  -7,664    4,023    5,436   25,232    1,589   23,004   11,048   -3,536    8,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     26.8     12.0     48.9     37.2     86.2     75.9     13.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      42       88       63       52       55      138      162
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       12,349
COMMITMENTS
   4,970    4,432    3,453    3,400    3,201   11,823   11,086      526    1,263

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        110)
     -28      -37       87       -2       10       57       60       53       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     35.9     28.0     27.5     25.9     95.7     89.8      4.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       11        4        5        3       11       17
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,817
COMMITMENTS
  17,330    8,774      562    1,258   11,346   19,150   20,682    3,667    2,135

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        -53)
    -209      849      360      141   -1,283      292      -74     -345       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.0     38.5      2.5      5.5     49.7     83.9     90.6     16.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26       21        3        6       13       33       36
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,597,409
COMMITMENTS
 694,477  1561204  6359917  8706285  7459611 15760679 15380732  836,730  1216678

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    684,349)
   3,880   39,214  492,656  188,556  179,411  685,091  711,280     -742  -26,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      9.4     38.3     52.5     44.9     95.0     92.7      5.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      47       86      109      132      143      256      267
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      846,955
COMMITMENTS
 105,425   97,429   51,535  584,702  622,286  741,662  771,250  105,293   75,706

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    -27,339)
  -5,669    5,483  -11,488   -3,397  -16,251  -20,553  -22,256   -6,785   -5,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.5      6.1     69.0     73.5     87.6     91.1     12.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     149      102      108      251      233      450      394
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      191,286
COMMITMENTS
  10,365    5,035   12,988  116,320  142,171  139,673  160,195   51,613   31,092

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -2,158)
     709   -3,443   -1,899    6,914    3,349    5,724   -1,993   -7,883     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.6      6.8     60.8     74.3     73.0     83.7     27.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      16       14       22       48       50       77       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,278,346
COMMITMENTS
 484,805  471,475  183,226  2341911  2400573  3009943  3055275  268,403  223,071

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:   -125,901)
 -46,015   30,504  -33,820  -51,554  -98,000 -131,389 -101,316    5,488  -24,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     14.4      5.6     71.4     73.2     91.8     93.2      8.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     141       94       96      237      221      420      369
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,516
COMMITMENTS
  15,221    3,332    1,008   79,208   97,654   95,437  101,994   10,079    3,522

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,211)
   1,476      215      168       71       70    1,715      453     -504      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      3.2      1.0     75.1     92.5     90.4     96.7      9.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16        5        4       50       40       67       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,947
COMMITMENTS
  23,620    4,566    1,076   55,073   77,489   79,769   83,131    7,178    3,817

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,676)
  -1,493   -2,970      234   -1,035    1,133   -2,294   -1,603      618      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      5.3      1.2     63.3     89.1     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      82       27       15       78       62      166       98
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      434,736
COMMITMENTS
 118,100   22,828    5,382  275,363  387,443  398,845  415,653   35,891   19,083

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -8,380)
  -7,463  -14,848    1,170   -5,176    5,665  -11,469   -8,013    3,089     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      5.3      1.2     63.3     89.1     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      82       27       15       78       62      166       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      161,601
COMMITMENTS
  16,548   79,327    9,946  115,101   29,592  141,595  118,865   20,006   42,736

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     30,303)
   6,312   18,334      309   24,080    3,153   30,700   21,796     -397    8,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     49.1      6.2     71.2     18.3     87.6     73.6     12.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      23       39       21       25       24       56       76
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       77,289
COMMITMENTS
  25,236   21,738      375   39,143   49,047   64,754   71,160   12,535    6,129

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,718)
    -102    1,443      350      290      287      538    2,080    1,180     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     28.1      0.5     50.6     63.5     83.8     92.1     16.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       17        3       27       13       60       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      108,903
COMMITMENTS
  40,639    7,820      423   57,598   20,523   98,660   28,766   10,243   80,137

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      4,148)
   3,070   -3,661      304      264      409    3,638   -2,948      510    7,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      7.2      0.4     52.9     18.8     90.6     26.4      9.4     73.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      36        8        3       40       18       76       29
```

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Updated January 24, 2014