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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,355:       347      2,429        762      5,955      3,405      7,063      6,596:     1,292      1,759
Old  :     8,355:       347      2,429        762      5,955      3,405      7,063      6,596:     1,292      1,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       277:        26       -142         58        334        252        418        167:      -141        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       29.1        9.1       71.3       40.8       84.5       78.9:      15.5       21.1
Old  :     100.0:       4.2       29.1        9.1       71.3       40.8       84.5       78.9:      15.5       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3         10          9         16         16         27         27:
Old  :        35:         3         10          9         16         16         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       37.1       63.6       52.7       42.0       36.6       59.0       49.2
Old  :                 43.2       37.1       63.6       52.7       42.0       36.6       59.0       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    79,821:    28,600      5,216     16,962     30,578     36,480     76,141     58,658:     3,680     21,163
Old  :    79,821:    28,600      5,216     16,962     30,578     36,480     76,141     58,658:     3,680     21,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       189:        57        143         89        125         46        271        278:       -82        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        6.5       21.3       38.3       45.7       95.4       73.5:       4.6       26.5
Old  :     100.0:      35.8        6.5       21.3       38.3       45.7       95.4       73.5:       4.6       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        26         24         38         38         36         83         79:
Old  :       102:        26         24         38         38         36         83         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       20.9       49.6       32.4       34.2       20.0       47.8       29.7
Old  :                 34.4       20.9       49.6       32.4       34.2       20.0       47.8       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     7,432:        98      1,529        784      5,442      3,925      6,324      6,239:     1,108      1,193
Old  :     7,432:        98      1,529        784      5,442      3,925      6,324      6,239:     1,108      1,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :        63:        17         -9         16        388         22        421         29:      -358         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       20.6       10.6       73.2       52.8       85.1       83.9:      14.9       16.1
Old  :     100.0:       1.3       20.6       10.6       73.2       52.8       85.1       83.9:      14.9       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          9         10         18         15         30         26:
Old  :        34:         4          9         10         18         15         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       31.6       63.6       50.9       37.9       24.1       53.5       38.9
Old  :                 39.5       31.6       63.6       50.9       37.9       24.1       53.5       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     6,007:     2,825         40        699      1,709      2,261      5,233      3,000:       775      3,007
Old  :     6,007:     2,825         40        699      1,709      2,261      5,233      3,000:       775      3,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :        50:        18          6         -6          9          6         21          6:        29         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        0.7       11.6       28.4       37.6       87.1       49.9:      12.9       50.1
Old  :     100.0:      47.0        0.7       11.6       28.4       37.6       87.1       49.9:      12.9       50.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          3          9          7         12         18         21:
Old  :        26:         8          3          9          7         12         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       29.0       73.8       38.4       51.5       26.2       67.0       32.9
Old  :                 54.6       29.0       73.8       38.4       51.5       26.2       67.0       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   278,219:    83,258     30,163     73,184     97,965    138,941    254,407    242,287:    23,812     35,932
Old  :   273,718:    82,329     30,382     71,812     96,812    136,412    250,953    238,606:    22,765     35,113
Other:     4,501:     1,421        273        880      1,154      2,529      3,454      3,681:     1,046        819
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :     4,498:      -266      3,379        819      3,388        204      3,941      4,402:       557         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       10.8       26.3       35.2       49.9       91.4       87.1:       8.6       12.9
Old  :     100.0:      30.1       11.1       26.2       35.4       49.8       91.7       87.2:       8.3       12.8
Other:     100.0:      31.6        6.1       19.5       25.6       56.2       76.7       81.8:      23.3       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       114         54         98         97         91        250        217:
Old  :       293:       110         57         97         97         91        247        217:
Other:        58:        16          5         12         18         30         38         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       19.0       21.6       28.3       11.6       16.2       19.4       23.3
Old  :                 13.0       19.3       22.0       28.6       11.8       16.6       19.7       23.7
Other:                 29.5       29.3       45.5       49.5       28.6       28.4       41.7       43.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   363,021:   106,663     17,141    103,301    122,045    191,811    332,009    312,252:    31,012     50,769
Old  :   363,021:   106,663     17,141    103,301    122,045    191,811    332,009    312,252:    31,012     50,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -2,654:       -71     -1,818        198     -2,122      2,331     -1,994        711:      -660     -3,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        4.7       28.5       33.6       52.8       91.5       86.0:       8.5       14.0
Old  :     100.0:      29.4        4.7       28.5       33.6       52.8       91.5       86.0:       8.5       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       131         63        118        133        168        318        314:
Old  :       401:       131         63        118        133        168        318        314:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       18.2       19.7       26.6       11.1       15.0       18.9       20.2
Old  :                 11.3       18.2       19.7       26.6       11.1       15.0       18.9       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,815:     1,389      2,120        269      1,189        547      2,847      2,937:       968        878
Old  :     3,815:     1,389      2,120        269      1,189        547      2,847      2,937:       968        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       -31:        17        -16         13         30        -11         60        -13:       -91        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       55.6        7.1       31.2       14.3       74.6       77.0:      25.4       23.0
Old  :     100.0:      36.4       55.6        7.1       31.2       14.3       74.6       77.0:      25.4       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16         15          9         21         14         41         34:
Old  :        55:        16         15          9         21         14         41         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       46.5       40.4       55.9       30.5       46.5       39.9       54.1
Old  :                 30.5       46.5       40.4       55.9       30.5       46.5       39.9       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    54,974:    11,774      4,985     15,250     15,619     12,785     42,644     33,021:    12,330     21,953
Old  :    54,974:    11,774      4,985     15,250     15,619     12,785     42,644     33,021:    12,330     21,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :      -689:      -837        -46        -72         93       -352       -815       -469:       126       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        9.1       27.7       28.4       23.3       77.6       60.1:      22.4       39.9
Old  :     100.0:      21.4        9.1       27.7       28.4       23.3       77.6       60.1:      22.4       39.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        57         43         56         83         88        172        163:
Old  :       217:        57         43         56         83         88        172        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       12.3       24.1       20.3        9.4        4.0       15.3        6.4
Old  :                 14.8       12.3       24.1       20.3        9.4        4.0       15.3        6.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    44,887:     3,916     27,742      4,715     35,236      9,219     43,867     41,676:     1,020      3,212
Old  :    44,887:     3,916     27,742      4,715     35,236      9,219     43,867     41,676:     1,020      3,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       424:      -120          3        155        371        146        406        304:        18        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       61.8       10.5       78.5       20.5       97.7       92.8:       2.3        7.2
Old  :     100.0:       8.7       61.8       10.5       78.5       20.5       97.7       92.8:       2.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        10         25         15         21         17         41         47:
Old  :        65:        10         25         15         21         17         41         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       55.1       69.0       71.7       54.3       55.1       68.3       70.2
Old  :                 54.3       55.1       69.0       71.7       54.3       55.1       68.3       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    51,793:     5,048      1,176        227     46,120     49,609     51,395     51,012:       398        781
Old  :    51,793:     5,048      1,176        227     46,120     49,609     51,395     51,012:       398        781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       156:       -70        -27         86         97        158        113        217:        43        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        2.3        0.4       89.0       95.8       99.2       98.5:       0.8        1.5
Old  :     100.0:       9.7        2.3        0.4       89.0       95.8       99.2       98.5:       0.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          5          2         13         17         19         23:
Old  :        30:         5          5          2         13         17         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       68.9       84.7       85.4       58.4       64.8       71.2       73.5
Old  :                 69.3       68.9       84.7       85.4       58.4       64.8       71.2       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   113,246:    31,443     46,973      8,645     50,743     19,940     90,831     75,558:    22,415     37,688
Old  :   113,246:    31,443     46,973      8,645     50,743     19,940     90,831     75,558:    22,415     37,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -2,109:    -1,194        670       -616         16       -783     -1,794       -728:      -314     -1,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       41.5        7.6       44.8       17.6       80.2       66.7:      19.8       33.3
Old  :     100.0:      27.8       41.5        7.6       44.8       17.6       80.2       66.7:      19.8       33.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        21         30         13         23         21         48         60:
Old  :        79:        21         30         13         23         21         48         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       24.9       41.6       33.5       27.4       23.5       37.7       30.7
Old  :                 28.9       24.9       41.6       33.5       27.4       23.5       37.7       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    65,646:     8,298     25,087      4,069     46,486     12,275     58,853     41,431:     6,792     24,215
Old  :    65,646:     8,298     25,087      4,069     46,486     12,275     58,853     41,431:     6,792     24,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :     3,008:     1,993      1,761        329      1,569        -94      3,892      1,997:      -884      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       38.2        6.2       70.8       18.7       89.7       63.1:      10.3       36.9
Old  :     100.0:      12.6       38.2        6.2       70.8       18.7       89.7       63.1:      10.3       36.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12         15          7         12         15         27         34:
Old  :        46:        12         15          7         12         15         27         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       25.1       68.9       35.2       56.7       24.8       65.7       33.6
Old  :                 58.5       25.1       68.9       35.2       56.7       24.8       65.7       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   130,298:    15,715     79,676        381    110,322     42,913    126,418    122,970:     3,880      7,329
Old  :   130,298:    15,715     79,676        381    110,322     42,913    126,418    122,970:     3,880      7,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -1,270:    -1,429       -993        -39       -371       -458     -1,839     -1,489:       569        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       61.1        0.3       84.7       32.9       97.0       94.4:       3.0        5.6
Old  :     100.0:      12.1       61.1        0.3       84.7       32.9       97.0       94.4:       3.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        20         58          5         13         18         36         78:
Old  :       104:        20         58          5         13         18         36         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       42.4       89.3       62.6       83.1       42.4       89.3       62.6
Old  :                 83.1       42.4       89.3       62.6       83.1       42.4       89.3       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   171,304:    34,285     54,822     14,600    104,455     66,487    153,339    135,909:    17,965     35,396
Old  :   171,304:    34,285     54,822     14,600    104,455     66,487    153,339    135,909:    17,965     35,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       466:    -2,094      2,370     -1,019      4,127     -1,661      1,014       -310:      -548        776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       32.0        8.5       61.0       38.8       89.5       79.3:      10.5       20.7
Old  :     100.0:      20.0       32.0        8.5       61.0       38.8       89.5       79.3:      10.5       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        33         30         26         29         36         72         82:
Old  :       105:        33         30         26         29         36         72         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       30.9       50.2       41.6       39.7       29.8       48.8       39.1
Old  :                 40.4       30.9       50.2       41.6       39.7       29.8       48.8       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   278,890:    27,755    123,314     30,663    200,927     63,141    259,345    217,118:    19,545     61,772
Old  :   278,890:    27,755    123,314     30,663    200,927     63,141    259,345    217,118:    19,545     61,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -1,504:      -738      1,974       -689     -1,441        321     -2,868      1,606:     1,365     -3,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       44.2       11.0       72.0       22.6       93.0       77.9:       7.0       22.1
Old  :     100.0:      10.0       44.2       11.0       72.0       22.6       93.0       77.9:       7.0       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        26         67         35         29         35         76        117:
Old  :       139:        26         67         35         29         35         76        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       23.7       58.9       33.8       42.0       23.4       56.5       30.7
Old  :                 44.2       23.7       58.9       33.8       42.0       23.4       56.5       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   482,748:    44,975    188,276     64,686    335,527    140,489    445,188    393,451:    37,559     89,297
Old  :   482,748:    44,975    188,276     64,686    335,527    140,489    445,188    393,451:    37,559     89,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    11,854:     2,514      6,708      1,461      8,224      3,665     12,199     11,834:      -345         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       39.0       13.4       69.5       29.1       92.2       81.5:       7.8       18.5
Old  :     100.0:       9.3       39.0       13.4       69.5       29.1       92.2       81.5:       7.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        49        103         68         54         74        141        208:
Old  :       243:        49        103         68         54         74        141        208:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       18.7       51.4       27.7       31.9       17.9       47.4       25.1
Old  :                 34.5       18.7       51.4       27.7       31.9       17.9       47.4       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    45,821:     5,520     34,972      3,905     35,711      6,141     45,136     45,018:       685        803
Old  :    45,821:     5,520     34,972      3,905     35,711      6,141     45,136     45,018:       685        803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :   -19,361:       347    -20,105        520    -20,186         16    -19,319    -19,569:       -42        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       76.3        8.5       77.9       13.4       98.5       98.2:       1.5        1.8
Old  :     100.0:      12.0       76.3        8.5       77.9       13.4       98.5       98.2:       1.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          8          2          8          7         15         16:
Old  :        23:         6          8          2          8          7         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       90.1       94.2       95.5       75.2       77.1       79.6       78.9
Old  :                 85.8       90.1       94.2       95.5       75.2       77.1       79.6       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    18,071:     8,236     10,082        327      6,733      2,636     15,296     13,045:     2,775      5,026
Old  :    18,071:     8,236     10,082        327      6,733      2,636     15,296     13,045:     2,775      5,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -1,224:    -1,550     -1,112        -43       -366        -19     -1,959     -1,174:       735        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       55.8        1.8       37.3       14.6       84.6       72.2:      15.4       27.8
Old  :     100.0:      45.6       55.8        1.8       37.3       14.6       84.6       72.2:      15.4       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        20         27          4          8          4         30         33:
Old  :        59:        20         27          4          8          4         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       29.9       58.3       44.2       41.9       29.9       57.2       44.2
Old  :                 42.2       29.9       58.3       44.2       41.9       29.9       57.2       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :17,186,233: 1,491,119  1,403,138  7,090,280  7,774,050  7,359,442 16,355,448 15,852,859:   830,784  1,333,373
Old  :17,186,233: 1,491,119  1,403,138  7,090,280  7,774,050  7,359,442 16,355,448 15,852,859:   830,784  1,333,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :  -216,087:   -16,407       -611   -172,812    -62,715    -49,848   -251,934   -223,272:    35,846      7,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        8.2       41.3       45.2       42.8       95.2       92.2:       4.8        7.8
Old  :     100.0:       8.7        8.2       41.3       45.2       42.8       95.2       92.2:       4.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        53         92        108        136        147        254        286:
Old  :       296:        53         92        108        136        147        254        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       20.6       35.5       31.7       10.3        4.8       15.7        7.8
Old  :                 23.4       20.6       35.5       31.7       10.3        4.8       15.7        7.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   846,387:   107,134     75,907     66,257    574,179    628,477    747,570    770,641:    98,818     75,746
Old  :   846,387:   107,134     75,907     66,257    574,179    628,477    747,570    770,641:    98,818     75,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -6,240:       571     -4,366     -6,338     -6,130     -1,796    -11,897    -12,500:     5,657      6,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        9.0        7.8       67.8       74.3       88.3       91.1:      11.7        8.9
Old  :     100.0:      12.7        9.0        7.8       67.8       74.3       88.3       91.1:      11.7        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       632:       168        114        132        251        242        476        434:
Old  :       632:       168        114        132        251        242        476        434:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       12.8       21.9       22.9       11.9       11.9       18.5       19.2
Old  :                 13.5       12.8       21.9       22.9       11.9       11.9       18.5       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   192,955:    12,910      8,523     23,282    109,890    136,696    146,083    168,501:    46,872     24,453
Old  :   192,955:    12,910      8,523     23,282    109,890    136,696    146,083    168,501:    46,872     24,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -1,377:    -2,067       -634     -1,413     -1,063     -1,014     -4,543     -3,062:     3,167      1,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        4.4       12.1       57.0       70.8       75.7       87.3:      24.3       12.7
Old  :     100.0:       6.7        4.4       12.1       57.0       70.8       75.7       87.3:      24.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        20         13         28         48         46         83         75:
Old  :        98:        20         13         28         48         46         83         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       25.6       31.8       43.8       16.0       23.5       25.0       37.2
Old  :                 18.3       25.6       31.8       43.8       16.0       23.5       25.0       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,267,163:   474,160    339,965    211,830  2,321,444  2,458,905  3,007,434  3,010,700:   259,730    256,464
Old  : 3,267,163:   474,160    339,965    211,830  2,321,444  2,458,905  3,007,434  3,010,700:   259,730    256,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :   -24,317:      -523    -32,372    -10,911    -25,333     -3,908    -36,767    -47,191:    12,450     22,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       10.4        6.5       71.1       75.3       92.1       92.2:       7.9        7.8
Old  :     100.0:      14.5       10.4        6.5       71.1       75.3       92.1       92.2:       7.9        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       601:       160        105        117        241        231        446        408:
Old  :       601:       160        105        117        241        231        446        408:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       12.9       23.9       22.8       14.4       12.4       21.3       21.5
Old  :                 15.9       12.9       23.9       22.8       14.4       12.4       21.3       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    81,744:     8,621      4,965      1,118     61,570     72,353     71,309     78,436:    10,435      3,308
Old  :    81,744:     8,621      4,965      1,118     61,570     72,353     71,309     78,436:    10,435      3,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :     1,090:       137       -858        157        374      2,217        668      1,516:       422       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        6.1        1.4       75.3       88.5       87.2       96.0:      12.8        4.0
Old  :     100.0:      10.5        6.1        1.4       75.3       88.5       87.2       96.0:      12.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        14          8          4         47         37         63         47:
Old  :        88:        14          8          4         47         37         63         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       38.0       51.6       59.4       37.9       37.8       49.8       58.9
Old  :                 39.0       38.0       51.6       59.4       37.9       37.8       49.8       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    69,267:    16,070      7,700      2,017     43,771     56,358     61,858     66,074:     7,410      3,194
Old  :    69,267:    16,070      7,700      2,017     43,771     56,358     61,858     66,074:     7,410      3,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -1,109:       394        383        -58     -1,801     -1,535     -1,465     -1,210:       355        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       11.1        2.9       63.2       81.4       89.3       95.4:      10.7        4.6
Old  :     100.0:      23.2       11.1        2.9       63.2       81.4       89.3       95.4:      10.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        57         36         18         72         67        135        115:
Old  :       210:        57         36         18         72         67        135        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       29.4       46.5       46.0       37.0       29.3       46.5       45.8
Old  :                 37.0       29.4       46.5       46.0       37.0       29.3       46.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   346,337:    80,351     38,499     10,083    218,855    281,788    309,289    330,369:    37,048     15,968
Old  :   346,337:    80,351     38,499     10,083    218,855    281,788    309,289    330,369:    37,048     15,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :    -5,547:     1,971      1,914       -290     -9,005     -7,673     -7,325     -6,049:     1,777        502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       11.1        2.9       63.2       81.4       89.3       95.4:      10.7        4.6
Old  :     100.0:      23.2       11.1        2.9       63.2       81.4       89.3       95.4:      10.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        57         36         18         72         67        135        115:
Old  :       210:        57         36         18         72         67        135        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       29.4       46.5       46.0       37.0       29.3       46.5       45.8
Old  :                 37.0       29.4       46.5       46.0       37.0       29.3       46.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   143,285:    24,657     66,827     10,147     90,841     26,001    125,646    102,975:    17,640     40,310
Old  :   143,285:    24,657     66,827     10,147     90,841     26,001    125,646    102,975:    17,640     40,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       300:    -1,604       -317       -674      2,234        178        -44       -814:       344      1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       46.6        7.1       63.4       18.1       87.7       71.9:      12.3       28.1
Old  :     100.0:      17.2       46.6        7.1       63.4       18.1       87.7       71.9:      12.3       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        23         45         20         20         23         55         76:
Old  :        96:        23         45         20         20         23         55         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       23.5       53.8       31.8       40.4       23.0       52.4       31.3
Old  :                 41.5       23.5       53.8       31.8       40.4       23.0       52.4       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    61,607:    19,056     16,985        473     30,380     37,705     49,909     55,163:    11,698      6,444
Old  :    61,607:    19,056     16,985        473     30,380     37,705     49,909     55,163:    11,698      6,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :       609:      -952      1,846         75        591     -1,898       -286         23:       895        586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       27.6        0.8       49.3       61.2       81.0       89.5:      19.0       10.5
Old  :     100.0:      30.9       27.6        0.8       49.3       61.2       81.0       89.5:      19.0       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        16         15          1         20         12         37         27:
Old  :        61:        16         15          1         20         12         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       58.7       55.2       75.2       42.5       58.7       55.2       75.2
Old  :                 42.5       58.7       55.2       75.2       42.5       58.7       55.2       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :   103,940:    49,278      3,974        789     43,168     10,779     93,235     15,542:    10,705     88,398
Old  :   103,940:    49,278      3,974        789     43,168     10,779     93,235     15,542:    10,705     88,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :     4,040:     5,452         98         -6     -3,300        330      2,146        422:     1,894      3,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4        3.8        0.8       41.5       10.4       89.7       15.0:      10.3       85.0
Old  :     100.0:      47.4        3.8        0.8       41.5       10.4       89.7       15.0:      10.3       85.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        40          6          5         29         18         70         28:
Old  :        85:        40          6          5         29         18         70         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2        6.5       43.6        9.9       28.8        6.4       43.2        9.7
Old  :                 29.2        6.5       43.6        9.9       28.8        6.4       43.2        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 2, 2015