```
Traders in Financial Futures - Futures Only Positions as of December 16, 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   129,475
Positions
    27,168      6,270      5,021     21,693      4,734          0     14,868     42,724     24,386     16,675      8,184        132     19,532     38,024
 
Changes from:       December 9, 2014                                 Total Change is:    19,825
      -539       -168      2,421      1,598       -865          0        163     -1,535     17,680        162      1,652        106     -1,766        534
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        4.8        3.9       16.8        3.7        0.0       11.5       33.0       18.8       12.9        6.3        0.1       15.1       29.4
 
Number of Traders in Each Category                                    Total Traders:        80
         6          7          7          6          6          0         14         21         12         11          7          5
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Traders in Financial Futures - Futures Only Positions as of December 16, 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    51,377
Positions
    20,072      2,509          0      1,287      4,495      1,082     21,980     21,416        331          0        403          0      6,625     21,141
 
Changes from:       December 9, 2014                                 Total Change is:   -27,119
   -20,848     -1,327       -572          0        828          0     12,261     -9,332    -16,107       -160        400          0     -1,693     -1,009
 
Percent of Open Interest Represented by Each Category of Trader
      39.1        4.9        0.0        2.5        8.7        2.1       42.8       41.7        0.6        0.0        0.8        0.0       12.9       41.1
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          0          .          6          .         15         15          5          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   137,581
Positions
    65,156      6,380        416      6,229     46,923      3,848     35,739     34,603      4,862      4,456     11,134         48     16,827     29,367
 
Changes from:       December 9, 2014                                 Total Change is:   -54,523
   -31,163    -22,516     -5,990     -3,249         77        717     -1,382     -7,780    -12,621        654     -2,613       -803       -686     -2,994
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        4.6        0.3        4.5       34.1        2.8       26.0       25.2        3.5        3.2        8.1        0.0       12.2       21.3
 
Number of Traders in Each Category                                    Total Traders:        94
         9          6          .          4         17          6         26         23          8          7          .          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   227,685
Positions
    80,020      5,313          0     32,362     41,579      4,141     33,384    102,332      4,521     57,861     11,205        843     14,553     57,751
 
Changes from:       December 9, 2014                                 Total Change is:   -52,174
   -58,865    -10,402     -1,234      1,340      2,539      1,475     -1,902     -1,884     -9,757     41,945    -10,148    -20,111     -5,065     -2,652
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        2.3        0.0       14.2       18.3        1.8       14.7       44.9        2.0       25.4        4.9        0.4        6.4       25.4
 
Number of Traders in Each Category                                    Total Traders:       127
        10          5          0          9         20          8         16         46         10         11         10          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   368,171
Positions
   169,095      9,503      1,568     34,685     88,132     12,181     37,772    140,458      7,641     70,002     26,648        924     34,303     81,116
 
Changes from:       December 9, 2014                                 Total Change is:  -109,690
   -71,447    -59,534    -20,419     -7,814       -854        958    -24,527     -9,436     -8,731     26,906      1,570     -5,071        455     -8,173
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        2.6        0.4        9.4       23.9        3.3       10.3       38.2        2.1       19.0        7.2        0.3        9.3       22.0
 
Number of Traders in Each Category                                    Total Traders:       217
        21         10          5         14         30         20         24         60         15         22         35         10
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   116,787
Positions
    61,551        928          7      2,220     14,906        930     31,923     54,340        753      5,197      8,735         25     14,181     36,163
 
Changes from:       December 9, 2014                                 Total Change is:   -42,500
   -26,505     -8,164     -9,615        -59        548         35      3,060        624     -6,019      4,068    -14,159     -4,023     -3,442     -1,727
 
Percent of Open Interest Represented by Each Category of Trader
      52.7        0.8        0.0        1.9       12.8        0.8       27.3       46.5        0.6        4.4        7.5        0.0       12.1       31.0
 
Number of Traders in Each Category                                    Total Traders:        87
         9          .          .          .         10          .         18         33          7          5          7          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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    49,972
Positions
    31,990     30,708      7,487        100      3,980          0      4,574      2,362      1,228      1,277        884      2,698        618        625
 
Changes from:       December 9, 2014                                 Total Change is:   -19,871
    -4,616        189    -15,232        100        369          0      1,063     -3,761        -78        120        -22     -1,306         78        -30
 
Percent of Open Interest Represented by Each Category of Trader
      64.0       61.5       15.0        0.2        8.0        0.0        9.2        4.7        2.5        2.6        1.8        5.4        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        27
         8          7          8          .          .          0          4          4          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   137,628
Positions
    53,468     48,707          0     55,302      3,486          0     23,498     70,198        331      2,120      7,442          0      2,909      7,464
 
Changes from:       December 9, 2014                                 Total Change is:   -75,531
   -16,967      5,230    -18,585       -491          0          0     -4,665    -27,203    -33,788       -191       -476       -303       -541       -406
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       35.4        0.0       40.2        2.5        0.0       17.1       51.0        0.2        1.5        5.4        0.0        2.1        5.4
 
Number of Traders in Each Category                                    Total Traders:       114
         4         10          0          4          4          0         21         51          .         10         10          0
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Traders in Financial Futures - Futures Only Positions as of December 16, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    63,770
Positions
     6,024     53,952      3,075          0        267        128      1,140      1,725        766     48,931        428      2,970        736        459
 
Changes from:       December 9, 2014                                 Total Change is:        76
       -26      1,418         59       -254        267         27       -119     -2,085        602       -185       -116          0        -28        -96
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       84.6        4.8        0.0        0.4        0.2        1.8        2.7        1.2       76.7        0.7        4.7        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          4          .          0          .          .          .          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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    18,447
Positions
     5,207          0          0      1,054        820          0      8,275      9,483        353      1,187      2,812          0      2,371      4,979
 
Changes from:       December 9, 2014                                 Total Change is:    -5,103
    -3,099     -3,273       -768       -551         11          0        202     -1,677       -654       -529      1,991          0        296       -733
 
Percent of Open Interest Represented by Each Category of Trader
      28.2        0.0        0.0        5.7        4.4        0.0       44.9       51.4        1.9        6.4       15.2        0.0       12.9       27.0
 
Number of Traders in Each Category                                    Total Traders:        57
         7          0          0          .          4          0         13         17          .          7          6          0
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Traders in Financial Futures - Futures Only Positions as of December 16, 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    99,154
Positions
    25,168     55,273     15,089      6,090      2,183        194     29,146      6,718      4,493      2,238      2,560      1,211     15,528     11,436
 
Changes from:       December 9, 2014                                 Total Change is:    15,388
     1,355      5,860      7,022       -149        244       -137        483     -1,377      2,536       -279       -651        908      3,649        984
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       55.7       15.2        6.1        2.2        0.2       29.4        6.8        4.5        2.3        2.6        1.2       15.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       106
        15         15         14         11          .          4         35         11          9          .          8          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    15,724
Positions
     5,720     13,480      1,028        880          0          0      1,472          0         44          0        500          0      6,580        672
 
Changes from:       December 9, 2014                                 Total Change is:     2,919
      -750      2,350        578        -10          0          0        -39       -315         44          0        200          0      3,096         62
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       85.7        6.5        5.6        0.0        0.0        9.4        0.0        0.3        0.0        3.2        0.0       41.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          8          .          .          0          0          .          0          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   166,860
Positions
    48,753     93,443     18,264     10,419      4,365        388     58,292     16,379      5,953      5,262      4,906      1,634     17,895     21,528
 
Changes from:       December 9, 2014                                 Total Change is:    24,937
     3,085      5,895     14,012       -277        487       -274      1,006     -2,161      5,020       -370     -1,515      1,629      1,106      1,844
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       56.0       10.9        6.2        2.6        0.2       34.9        9.8        3.6        3.2        2.9        1.0       10.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       105
        16         13         11         10          .          4         35         12          8          4          7          .
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   832,516
Positions
    35,471    222,938     70,792    309,845    129,603     69,030    139,234    149,682     52,296     40,056     50,367     12,271    103,523     75,538
 
Changes from:       December 9, 2014                                 Total Change is:    56,528
      -699     11,730     18,284    -15,235      5,207     17,599     15,206    -10,553      3,140      2,054     -1,473      6,128     10,050      6,465
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       26.8        8.5       37.2       15.6        8.3       16.7       18.0        6.3        4.8        6.1        1.5       12.4        9.1
 
Number of Traders in Each Category                                    Total Traders:       595
        33         43         49        122         68         84        110        107         99         51         57         30
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   173,359
Positions
    15,598     74,478      9,413     66,684     25,713      3,603     13,629     20,861      2,993     10,216      9,946      3,543     47,680     22,809
 
Changes from:       December 9, 2014                                 Total Change is:    18,480
    -4,063     12,478      6,832      6,406        108      1,142       -394       -757        377       -165       -923        118      8,227       -895
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       43.0        5.4       38.5       14.8        2.1        7.9       12.0        1.7        5.9        5.7        2.0       27.5       13.2
 
Number of Traders in Each Category                                    Total Traders:        87
         7         14          7         17          7          9         18         13         16          5          4          4
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Traders in Financial Futures - Futures Only Positions as of December 16, 2014               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,295,783
Positions
   170,690    813,628    235,566  1,292,526    596,170    250,414    707,002    723,084    167,534    153,497    206,405     39,339    279,215    263,643
 
Changes from:       December 9, 2014                                 Total Change is:   190,242
    -1,910    -22,470     75,992    -83,200     50,499     57,281     64,978    -62,000     26,838     14,139        292     27,009      9,115     36,801
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       24.7        7.1       39.2       18.1        7.6       21.5       21.9        5.1        4.7        6.3        1.2        8.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       582
        34         42         44        117         66         78        109        107         91         47         58         27
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   111,421
Positions
    10,428     30,189     10,304     43,105     52,222      2,818     19,318     10,052      1,478        468        722          0     23,502      3,636
 
Changes from:       December 9, 2014                                 Total Change is:    11,516
     3,283     -2,601      9,294     -1,295      3,878        646     -2,887        403       -257       -225        321          0      2,957       -168
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       27.1        9.2       38.7       46.9        2.5       17.3        9.0        1.3        0.4        0.6        0.0       21.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        88
         8         10         11         31         12         16         15          8          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 16, 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   109,225
Positions
     4,478     48,170     18,483     34,471      6,431      9,654     26,837     15,081      4,586      2,737      3,083      1,272      6,706      2,464
 
Changes from:       December 9, 2014                                 Total Change is:    17,532
        76     -1,735     10,229     -3,397        278      9,161      3,183      2,387      1,562         70        161        847     -4,199     -5,358
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       44.1       16.9       31.6        5.9        8.8       24.6       13.8        4.2        2.5        2.8        1.2        6.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       246
        17         20         19         33         19         12         70         44         30         16         27          7
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Traders in Financial Futures - Futures Only Positions as of December 16, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    19,672
Positions
     8,062     12,729      1,500        898          0      1,370      1,686      2,153        226        807      1,000          0      5,123        694
 
Changes from:       December 9, 2014                                 Total Change is:     4,956
     1,560      1,672      1,400          0          0      1,370       -138          0        226        -79        200          0        617         88
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       64.7        7.6        4.6        0.0        7.0        8.6       10.9        1.1        4.1        5.1        0.0       26.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          4          .          0          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 2014               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   447,764
Positions
    21,364    216,489     45,633    167,865     32,155     41,419    127,328     66,211     20,228     13,636     14,404      2,374      7,917      8,851
 
Changes from:       December 9, 2014                                 Total Change is:    62,881
    -2,048    -11,663     38,777    -16,984      1,391     38,953     10,058      5,387     13,230      3,109      2,170      1,868    -24,082    -27,232
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       48.3       10.2       37.5        7.2        9.3       28.4       14.8        4.5        3.0        3.2        0.5        1.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       243
        18         19         15         33         19         12         68         45         29         15         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   404,530
Positions
   103,275     61,582     28,035    115,338    143,816     37,025     82,318     96,723     13,366      9,227      9,194      1,345     14,601     13,444
 
Changes from:       December 9, 2014                                 Total Change is:    13,708
     1,572     -4,052      5,997     -4,492      5,075     10,884       -287     -2,525      2,147      1,330     -1,302        927     -4,370     -3,443
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       15.2        6.9       28.5       35.6        9.2       20.3       23.9        3.3        2.3        2.3        0.3        3.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       263
        19         14         18         46         44         27         43         62         22         13         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    60,474
Positions
     3,134     27,835        161     30,291          0         43     10,564     17,044        373      5,301      9,225          0     10,607      5,793
 
Changes from:       December 9, 2014                                 Total Change is:   -21,953
      -835      7,548     -3,548        323          0       -110     -5,355     -8,189     -3,337      2,101      8,414     -7,109     -4,083    -15,622
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       46.0        0.3       50.1        0.0        0.1       17.5       28.2        0.6        8.8       15.3        0.0       17.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        65
         5          7          .         19          0          .         12         12          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    98,501
Positions
    27,317      7,029        467     17,828      3,265        486     35,418      3,498        989      4,632          0          0     11,364     82,767
 
Changes from:       December 9, 2014                                 Total Change is:   -47,224
   -10,353    -14,623     -7,854      2,350        944        -91    -14,221    -25,227     -5,495     -4,810       -864       -863     -5,887      6,849
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        7.1        0.5       18.1        3.3        0.5       36.0        3.6        1.0        4.7        0.0        0.0       11.5       84.0
 
Number of Traders in Each Category                                    Total Traders:        76
        15          8          4          9          4          .         26          8          5          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   145,634
Positions
    10,121     80,519      7,712     72,979     34,890      5,987     33,152      4,736      5,004      1,456      1,171        190      9,033      5,425
 
Changes from:       December 9, 2014                                 Total Change is:    13,294
     1,629     -1,431      5,666     -6,764      5,352        211      7,363     -1,879      2,122       -200         87        190      3,077      2,976
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       55.3        5.3       50.1       24.0        4.1       22.8        3.3        3.4        1.0        0.8        0.1        6.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       106
         9         10         10         36         21         16         17          4          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   413,832
Positions
    82,567    197,843     29,662    112,342     71,480     43,474     87,548     35,521     12,580     17,455     11,579      1,638     26,566     10,055
 
Changes from:       December 9, 2014                                 Total Change is:    65,296
    25,372      9,618     19,361     -9,706     17,103      4,396      9,739      1,271      3,227        814      3,665        249     11,844      6,406
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       47.8        7.2       27.1       17.3       10.5       21.2        8.6        3.0        4.2        2.8        0.4        6.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       215
        23         22         15         53         31         30         36         18         15         24          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   899,485
Positions
    19,739     98,538      4,700    445,315    166,849    109,616    100,186    285,810     27,480     18,664     42,938      1,629    172,156    161,925
 
Changes from:       December 9, 2014                                 Total Change is:     9,021
     8,020    -23,203     -4,354     22,664      5,952     -2,013     -8,283     37,858     -2,022     -5,294      6,333        530       -227    -10,060
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.0        0.5       49.5       18.5       12.2       11.1       31.8        3.1        2.1        4.8        0.2       19.1       18.0
 
Number of Traders in Each Category                                    Total Traders:       171
         5         14          .         37         32         36         29         31         18          6         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   528,628
Positions
    22,842     77,790        297    266,529     36,637     80,418     28,243    209,207     12,867      5,550     20,144        859    111,023     90,409
 
Changes from:       December 9, 2014                                 Total Change is:   -39,935
   -16,061     -9,553     -4,595      5,139     -4,093     -3,427     -3,767    -22,179     -9,360     -1,507      9,613        800     -7,157      2,859
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       14.7        0.1       50.4        6.9       15.2        5.3       39.6        2.4        1.0        3.8        0.2       21.0       17.1
 
Number of Traders in Each Category                                    Total Traders:        95
         .          7          .         41         10         28          9         18         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 1,270,979
Positions
    75,576    111,133      6,822    267,976    458,264     79,959    629,026    195,233     23,842     84,354    237,811      6,330     97,094    151,585
 
Changes from:       December 9, 2014                                 Total Change is:   -51,958
      -995    -28,749     -5,847     -1,237     12,719      3,720    -36,437    -31,515    -11,449      5,206     10,457     -2,501     -2,418      1,207
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        8.7        0.5       21.1       36.1        6.3       49.5       15.4        1.9        6.6       18.7        0.5        7.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       260
        16         31          9         40         47         38         43         30         25         18         35         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 2,693,428
Positions
   103,417    113,816     27,436    968,860    835,395    358,251    498,561    643,566     81,262    326,872    170,812     40,862    287,907    422,028
 
Changes from:       December 9, 2014                                 Total Change is:    64,590
    -8,707     23,890      4,540     61,629     33,818     14,607     13,024     -1,205     -4,505    -16,040      6,082       -158        200    -12,479
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        4.2        1.0       36.0       31.0       13.3       18.5       23.9        3.0       12.1        6.3        1.5       10.7       15.7
 
Number of Traders in Each Category                                    Total Traders:       369
        20         29         15         38         85         62         57         69         45         25         46         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 1,819,308
Positions
    69,079    166,253     14,819    459,327    509,747    280,507    552,644    256,195     48,450    129,061    177,286     20,346    245,075    345,705
 
Changes from:       December 9, 2014                                 Total Change is:    -2,259
   -39,427     23,157      2,197     41,542      3,542    -11,477     17,094     21,284    -16,447       -528      9,331      1,087      3,700    -34,933
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        9.1        0.8       25.2       28.0       15.4       30.4       14.1        2.7        7.1        9.7        1.1       13.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       277
        15         32         13         35         51         44         43         52         24         12         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   745,558
Positions
   294,753    138,446    209,696      4,891     12,505     12,196     35,826    139,648     99,694      6,703     25,805     52,523     29,276     55,045
 
Changes from:       December 9, 2014                                 Total Change is:    34,394
    14,105      2,726     13,467      3,455      4,466     -1,502        872        -20      4,478        991     12,634       -475       -997     -1,380
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       18.6       28.1        0.7        1.7        1.6        4.8       18.7       13.4        0.9        3.5        7.0        3.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       100
        23         19         37          .          .          .         15         22         28          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 is10,367,197
Positions
 1,855,374  1,102,908  2,624,573    242,223    643,543    466,058  1,613,019  1,380,474  2,041,901    424,151    490,177    360,372    739,526  1,257,191
 
Changes from:       December 9, 2014                                 Total Change is:-1,221,307
  -534,736   -343,621    -50,241   -179,793    -26,593     31,475   -214,471   -556,541   -163,192   -100,902   -121,884     10,101    -19,548       -811
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       10.6       25.3        2.3        6.2        4.5       15.6       13.3       19.7        4.1        4.7        3.5        7.1       12.1
 
Number of Traders in Each Category                                    Total Traders:       276
        27         53         76          9         25         26         35         73         75         10         30         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    49,888
Positions
    21,897        802          0        879     16,659      3,916     21,087     21,759          0      2,022      6,638          0         87        114
 
Changes from:       December 9, 2014                                 Total Change is:   -21,294
   -15,159     -5,364     -7,819         65      3,573     -1,021     12,080       -188     -9,699        255       -724          0          4        -52
 
Percent of Open Interest Represented by Each Category of Trader
      43.9        1.6        0.0        1.8       33.4        7.8       42.3       43.6        0.0        4.1       13.3        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        45
         6          .          0          .         10          4          5         11          0          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    32,850
Positions
    11,709         70          0          0     15,485        221     19,403      7,808          0      1,442      9,197          0         75         69
 
Changes from:       December 9, 2014                                 Total Change is:   -30,414
   -28,497    -15,864     -3,213          0         51          0     11,628         66    -10,211       -112     -1,260          0         -9         17
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        0.2        0.0        0.0       47.1        0.7       59.1       23.8        0.0        4.4       28.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        47
         7          .          0          0         16          .          5          7          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    87,377
Positions
    15,407     54,405        788      9,240          0         96     26,206     28,998      1,623     18,553        338          1     15,463      1,128
 
Changes from:       December 9, 2014                                 Total Change is:    -6,912
    -1,312     -2,622        -19       -330          0        -21     -4,309     -2,282     -2,013        359        232        -86        819       -101
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       62.3        0.9       10.6        0.0        0.1       30.0       33.2        1.9       21.2        0.4        0.0       17.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       150
         8          .          .         13          0          .         43         12          5         68          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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   324,703
Positions
    58,605     38,901     39,548     35,285     22,698     29,374     50,323     84,297     52,635     16,150      7,487     23,249     19,534     26,514
 
Changes from:       December 9, 2014                                 Total Change is:   -36,712
    -6,387    -20,481      1,681    -19,125     -9,060    -11,325        886      8,323      2,765      2,779        661     -4,959     -3,027     -4,317
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       12.0       12.2       10.9        7.0        9.0       15.5       26.0       16.2        5.0        2.3        7.2        6.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       173
        17         13         22          7         12          8         39         45         54         12         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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    13,660
Positions
       149      3,138          0      3,489        425        612      7,342      7,322      2,000         25        140          0         43         23
 
Changes from:       December 9, 2014                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       23.0        0.0       25.5        3.1        4.5       53.7       53.6       14.6        0.2        1.0        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          5          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 19, 2014