```
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   101,752
Positions
    22,001      1,940      3,152     19,794      4,420          0     12,724     44,786      7,340     14,840      3,330        491     21,410     36,293
 
Changes from:       November 25, 2014                                Total Change is:      -641
     1,069        291       -179      1,001        -36          0     -3,087     -3,609        928        463        893         18       -854      1,053
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        1.9        3.1       19.5        4.3        0.0       12.5       44.0        7.2       14.6        3.3        0.5       21.0       35.7
 
Number of Traders in Each Category                                    Total Traders:        79
         9          .          8          7          6          0         12         26         14          9          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    63,659
Positions
    40,639      3,067      1,189      1,662      3,657        707      8,837     31,006      1,610        840          0          0      8,175     22,423
 
Changes from:       November 25, 2014                                Total Change is:     2,622
       -15          6        198          0        146          0        468       -257        929          3          0          0      1,039      1,600
 
Percent of Open Interest Represented by Each Category of Trader
      63.8        4.8        1.9        2.6        5.7        1.1       13.9       48.7        2.5        1.3        0.0        0.0       12.8       35.2
 
Number of Traders in Each Category                                    Total Traders:        48
         7          .          4          .          5          .         11         18          9          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   174,875
Positions
    88,838     15,989      1,589      9,597     46,020      3,974     40,141     48,274     10,176      4,719     14,600      1,244     14,597     33,009
 
Changes from:       November 25, 2014                                Total Change is:     3,145
     4,014         -1        139        -50      1,026        -90     -1,418         80      4,514        261        449       -552     -3,673     -2,420
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        9.1        0.9        5.5       26.3        2.3       23.0       27.6        5.8        2.7        8.3        0.7        8.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       105
         8          9          .          6         15          6         28         29         18          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   257,828
Positions
   142,745      4,499      2,397     30,081     36,740      2,261     36,986    115,410      6,703     17,659     25,232      2,962     16,034     61,624
 
Changes from:       November 25, 2014                                Total Change is:     3,852
     4,764     -1,859         93        632       -245        963     -2,768     -2,415      1,945       -994      3,166        151       -934      2,053
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        1.7        0.9       11.7       14.2        0.9       14.3       44.8        2.6        6.8        9.8        1.1        6.2       23.9
 
Number of Traders in Each Category                                    Total Traders:       133
        13          4          4         10         16          7         25         42         19         11         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   462,058
Positions
   249,872     51,923      9,496     42,491     84,206     11,729     54,669    174,780     10,123     43,969     24,485      5,463     34,246     89,853
 
Changes from:       November 25, 2014                                Total Change is:    -3,281
   -10,430        894        543       -641     -2,953       -333      2,110     -6,008      3,421       -609       -155        132      2,526      1,178
 
Percent of Open Interest Represented by Each Category of Trader
      54.1       11.2        2.1        9.2       18.2        2.5       11.8       37.8        2.2        9.5        5.3        1.2        7.4       19.4
 
Number of Traders in Each Category                                    Total Traders:       227
        20         15          9         16         28         17         29         62         19         26         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   133,675
Positions
    82,168     11,144      1,188      2,248     13,354        888     24,327     44,543      3,924        471     22,514        563     17,898     35,557
 
Changes from:       November 25, 2014                                Total Change is:     6,667
     3,473        109        369        833      1,913         -1        493      8,039      2,897       -124     -7,987         41     -1,314      1,287
 
Percent of Open Interest Represented by Each Category of Trader
      61.5        8.3        0.9        1.7       10.0        0.7       18.2       33.3        2.9        0.4       16.8        0.4       13.4       26.6
 
Number of Traders in Each Category                                    Total Traders:        93
        10          7          4          .         11          .         16         32         11          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    64,987
Positions
    34,234     29,838     19,440          0      3,332          0      5,012      6,109      1,341      1,157        896      3,365        438        666
 
Changes from:       November 25, 2014                                Total Change is:     4,873
     5,599      4,448     -1,155       -200        899          0     -2,054     -1,916        113         74         25      2,392        104         67
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       45.9       29.9        0.0        5.1        0.0        7.7        9.4        2.1        1.8        1.4        5.2        0.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         8          9          8          0          .          0          .          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   191,208
Positions
    61,959     40,189      3,919     55,477      1,687          0     26,016     92,223     37,097      2,589      8,128          0      4,151      7,965
 
Changes from:       November 25, 2014                                Total Change is:    15,083
     7,716     -2,514        125      1,970        145          0      4,504     12,838      1,558       -782        958       -104         96      2,077
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       21.0        2.0       29.0        0.9        0.0       13.6       48.2       19.4        1.4        4.3        0.0        2.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       133
         6         10          .          5          4          0         27         55         11         12         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    63,330
Positions
     4,619     52,654      3,015        612          0          0      2,294      3,603          0     49,056        647      2,970        764        441
 
Changes from:       November 25, 2014                                Total Change is:    -9,218
    -6,208     -5,204     -1,240         39          0          0      1,403       -891     -1,802       -918        647       -491         -1       -237
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       83.1        4.8        1.0        0.0        0.0        3.6        5.7        0.0       77.5        1.0        4.7        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          .          .          0          0          .          7          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    20,448
Positions
     6,553      3,080         54      1,132        813          0      8,667      9,789        626        979      1,021          0      2,437      5,065
 
Changes from:       November 25, 2014                                Total Change is:      -648
      -717         79         -8        282          0          0       -410       -931        193        332        -15          0       -320         34
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       15.1        0.3        5.5        4.0        0.0       42.4       47.9        3.1        4.8        5.0        0.0       11.9       24.8
 
Number of Traders in Each Category                                    Total Traders:        67
         5          5          .          4          4          0         12         24          6          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    75,115
Positions
    22,208     45,366        548      5,585      1,950        271     34,009     11,246        256      3,120      4,286          0      9,121     11,194
 
Changes from:       November 25, 2014                                Total Change is:     3,294
      -297      2,704        117        -99        143         43      2,848        380        228         14        419          0        441       -739
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       60.4        0.7        7.4        2.6        0.4       45.3       15.0        0.3        4.2        5.7        0.0       12.1       14.9
 
Number of Traders in Each Category                                    Total Traders:       115
        14         18          .         11          .          4         30         18          5          7         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   150,230
Positions
    44,415     90,732      1,095     11,169      3,899        542     68,017     22,492        511      6,240      8,572          0     18,241     22,387
 
Changes from:       November 25, 2014                                Total Change is:     6,588
      -593      5,407        234       -198        285         85      5,695        760        456         28        838          0        881     -1,477
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       60.4        0.7        7.4        2.6        0.4       45.3       15.0        0.3        4.2        5.7        0.0       12.1       14.9
 
Number of Traders in Each Category                                    Total Traders:       115
        14         18          .         11          .          4         30         18          5          7         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   776,987
Positions
    40,171    206,130     47,390    324,297    123,492     48,510    126,690    173,582     48,025     38,968     50,570      6,352     96,584     72,936
 
Changes from:       November 25, 2014                                Total Change is:     4,300
      -715      5,494      1,033     -5,680       -598        843     13,488      1,963      3,177     -1,390        -33        172     -6,629     -7,752
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       26.5        6.1       41.7       15.9        6.2       16.3       22.3        6.2        5.0        6.5        0.8       12.4        9.4
 
Number of Traders in Each Category                                    Total Traders:       598
        31         43         25        130         59         77         99        129         84         54         51         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   154,699
Positions
    19,593     60,508      2,581     58,859     25,442      2,051     15,814     21,744      2,175     10,447     10,184      3,365     39,814     26,649
 
Changes from:       November 25, 2014                                Total Change is:      -757
     1,816      2,245       -100     -1,444       -109        126      1,364      2,051        607       -247        507        145     -3,024     -6,229
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       39.1        1.7       38.0       16.4        1.3       10.2       14.1        1.4        6.8        6.6        2.2       25.7       17.2
 
Number of Traders in Each Category                                    Total Traders:        85
         7         11          .         17          7          6         17         14         10          7          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,111,438
Positions
   199,051    824,274    127,881  1,378,844    541,906    180,641    658,053    862,859    125,579    143,901    203,226     13,639    283,849    231,433
 
Changes from:       November 25, 2014                                Total Change is:    25,284
    -2,743     26,156     -4,244    -21,443     -2,710      3,848     76,440     15,383     -2,971     -5,667     -2,652         87    -18,023     -7,613
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       26.5        4.1       44.3       17.4        5.8       21.1       27.7        4.0        4.6        6.5        0.4        9.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       584
        33         41         22        125         57         72         98        128         74         51         51         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    99,823
Positions
     6,805     33,711        554     43,701     46,107      2,152     22,718     11,243      1,890        468        401          0     21,535      3,765
 
Changes from:       November 25, 2014                                Total Change is:       701
      -186        188        159     -1,359        -49        176     -1,151       -944      1,187       -356       -298          0      2,231        282
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       33.8        0.6       43.8       46.2        2.2       22.8       11.3        1.9        0.5        0.4        0.0       21.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        94
         7         11          .         36         11         13         16         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    91,222
Positions
     4,910     49,295      8,238     38,017      5,884        463     23,131     12,584      3,441      2,800      3,797        101     10,120      7,420
 
Changes from:       November 25, 2014                                Total Change is:     4,238
       253      1,425        717      1,195        165       -196      1,148      1,470      1,093        -20         15         43          6       -493
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       54.0        9.0       41.7        6.4        0.5       25.4       13.8        3.8        3.1        4.2        0.1       11.1        8.1
 
Number of Traders in Each Category                                    Total Traders:       251
        18         21         12         35         18         10         63         53         17         19         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    14,856
Positions
     6,966     10,628        100        897          0          0      2,459      2,519          0        850        800          0      3,584        809
 
Changes from:       November 25, 2014                                Total Change is:     1,763
       747        691          0          1          0          0      1,317        488          0        -22        400          0       -280        184
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       71.5        0.7        6.0        0.0        0.0       16.6       17.0        0.0        5.7        5.4        0.0       24.1        5.4
 
Number of Traders in Each Category                                    Total Traders:        24
         5          8          .          .          0          0          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   381,828
Positions
    23,916    227,528      6,497    185,600     29,418      2,315    114,657     61,619      5,910      9,776     15,011        475     32,682     33,055
 
Changes from:       November 25, 2014                                Total Change is:    12,375
       653      6,795        462      5,968        823       -981      5,738     11,497     -1,122         39     -1,898        186      1,432     -3,387
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       59.6        1.7       48.6        7.7        0.6       30.0       16.1        1.5        2.6        3.9        0.1        8.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       248
        18         21          9         35         18         10         63         52         15         18         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   394,056
Positions
   107,601     65,001     21,609    117,434    138,093     27,306     81,394    106,918      8,549      7,679      9,304         98     22,386     17,178
 
Changes from:       November 25, 2014                                Total Change is:    -2,014
    -6,014     -1,448        167     -4,379       -145      2,771      1,301     -2,041       -785      1,690        197         67      3,168       -797
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       16.5        5.5       29.8       35.0        6.9       20.7       27.1        2.2        1.9        2.4        0.0        5.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       265
        24         11          5         53         42         25         40         64         18         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    72,614
Positions
     4,273     19,903      1,854     30,763          0        183     16,593     24,693        122      4,883      1,562          0     13,943     24,297
 
Changes from:       November 25, 2014                                Total Change is:       580
      -258        225          0       -387          0         68        860      1,043         72        312       -245        -24        -63       -559
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       27.4        2.6       42.4        0.0        0.3       22.9       34.0        0.2        6.7        2.2        0.0       19.2       33.5
 
Number of Traders in Each Category                                    Total Traders:        70
         6          9          .         20          0          4         17         10          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   126,605
Positions
    32,861     21,570      6,243     14,828      2,306        574     49,499     21,172      1,775      9,345      1,912          5     11,475     71,048
 
Changes from:       November 25, 2014                                Total Change is:     2,608
    -2,466        783      2,073      2,995        110        -70        801        424       -786        -11         92          3         69        -21
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       17.0        4.9       11.7        1.8        0.5       39.1       16.7        1.4        7.4        1.5        0.0        9.1       56.1
 
Number of Traders in Each Category                                    Total Traders:        99
        14         15          5          9          .          .         34         11          9         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   125,690
Positions
     5,597     74,624      1,783     76,878     28,401      5,740     25,980      8,769      2,711      1,021        917        164      5,816      2,581
 
Changes from:       November 25, 2014                                Total Change is:       628
       -11      1,302      1,309        344        573       -722       -770     -2,042         70       -136        137        164        380       -163
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       59.4        1.4       61.2       22.6        4.6       20.7        7.0        2.2        0.8        0.7        0.1        4.6        2.1
 
Number of Traders in Each Category                                    Total Traders:       107
         6         13          4         42         19         16         14          6          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   336,597
Positions
    51,139    189,694      4,792    120,702     53,615     39,170     81,792     33,573      5,551     16,312      7,613      1,444     15,695      1,145
 
Changes from:       November 25, 2014                                Total Change is:       783
     4,348      5,407      2,451     -2,011      3,313     -3,851      3,076     -5,653      1,061     -2,807         84        -82     -1,402     -1,947
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       56.4        1.4       35.9       15.9       11.6       24.3       10.0        1.6        4.8        2.3        0.4        4.7        0.3
 
Number of Traders in Each Category                                    Total Traders:       206
        25         17         12         57         24         30         39         16         12         22          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   880,794
Positions
     7,044    121,938      5,086    376,406    150,094    112,068    122,488    224,394     57,497     22,027     37,794        826    177,352    171,097
 
Changes from:       November 25, 2014                                Total Change is:  -109,679
        74     -7,558     -9,591        626      1,689    -19,336      7,639      6,281    -33,268     -1,922      2,985       -540    -53,361    -50,341
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       13.8        0.6       42.7       17.0       12.7       13.9       25.5        6.5        2.5        4.3        0.1       20.1       19.4
 
Number of Traders in Each Category                                    Total Traders:       161
         4         16          5         36         31         35         30         23         22          7         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   558,122
Positions
    31,460     68,179      5,249    255,888     36,340     79,764     31,555    236,731     30,832      7,057     10,574         59    116,258     90,394
 
Changes from:       November 25, 2014                                Total Change is:   -29,630
     8,772    -11,604      2,853      4,094      4,511     -3,368      3,956     12,331    -16,164          0      1,570          0    -29,773    -19,759
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       12.2        0.9       45.8        6.5       14.3        5.7       42.4        5.5        1.3        1.9        0.0       20.8       16.2
 
Number of Traders in Each Category                                    Total Traders:        93
         .          7          6         39         11         27         11         16         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,378,098
Positions
    75,043    149,980     11,807    267,177    469,076     79,948    658,133    218,628     51,500    110,912    233,154     12,206    111,372    151,799
 
Changes from:       November 25, 2014                                Total Change is:   -72,486
      -628     -4,213    -12,286     25,762    -22,230    -15,303    -66,762      9,478    -18,147      7,698     -9,193     -7,107     14,287      6,515
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       10.9        0.9       19.4       34.0        5.8       47.8       15.9        3.7        8.0       16.9        0.9        8.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       253
        11         33         11         38         43         33         45         30         29         17         36         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,670,284
Positions
   129,834    102,205     23,156    913,120    777,779    322,604    486,125    720,648     81,120    365,606    169,471     40,443    308,276    432,858
 
Changes from:       November 25, 2014                                Total Change is:  -362,451
    18,331    -63,632    -32,021    -61,440        348    -40,511    -27,222     -6,870    -78,379      2,125     14,338        894   -144,228   -156,618
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        3.8        0.9       34.2       29.1       12.1       18.2       27.0        3.0       13.7        6.3        1.5       11.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       354
        24         20         18         35         81         64         54         71         49         25         44         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,874,885
Positions
    59,202    130,820     13,253    423,623    490,772    313,627    539,967    235,756    102,757    124,589    191,592     20,863    277,004    375,445
 
Changes from:       November 25, 2014                                Total Change is:  -205,037
   -33,271     -1,493    -33,163     -9,739     26,750     -3,340    -26,088       -139    -30,211     -2,438    -11,946     -5,844    -60,943   -145,651
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        7.0        0.7       22.6       26.2       16.7       28.8       12.6        5.5        6.6       10.2        1.1       14.8       20.0
 
Number of Traders in Each Category                                    Total Traders:       260
        10         31         11         36         46         42         38         51         27         13         35         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   698,240
Positions
   287,543    151,967    178,408          0      5,307     17,639     38,645    135,596     87,318      5,680     13,941     51,945     31,062     56,119
 
Changes from:       November 25, 2014                                Total Change is:   -34,153
    -8,308    -13,398    -18,465          0        249     -1,318     -1,635       -797      2,952     -4,374     -1,138     -1,251     -1,754       -987
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       21.8       25.6        0.0        0.8        2.5        5.5       19.4       12.5        0.8        2.0        7.4        4.4        8.0
 
Number of Traders in Each Category                                    Total Traders:        99
        18         25         34          0          .          .         16         22         25          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,594,360
Positions
 2,234,696  1,890,534  2,541,440  1,020,849    680,330    345,771  1,754,237  1,837,543  2,116,155    466,411    622,185    329,473    785,328  1,230,929
 
Changes from:       November 25, 2014                                Total Change is:    33,337
   111,778    -38,909     19,868    -76,775    -11,269    -50,481     -2,822     32,286     80,961    -10,470     47,149     23,480    -62,202    -69,748
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       16.3       21.9        8.8        5.9        3.0       15.1       15.8       18.3        4.0        5.4        2.8        6.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       302
        24         62         83         13         26         23         37         83         83         12         37         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    52,609
Positions
    36,008      6,287         36      2,379     12,593      4,935      8,201     20,996          0        931      7,610          0        119        152
 
Changes from:       November 25, 2014                                Total Change is:       949
       884        190         26       -827        515          0      1,311      1,058        -45       -398       -499          0         -2       -296
 
Percent of Open Interest Represented by Each Category of Trader
      68.4       12.0        0.1        4.5       23.9        9.4       15.6       39.9        0.0        1.8       14.5        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        49
         5          9          .          .         10          4          6          9          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    52,673
Positions
    39,757     16,334          0          0     14,778        706      8,824      7,490      2,763        518     10,490          0        105        112
 
Changes from:       November 25, 2014                                Total Change is:       -67
      -770         -5          0          0        149       -146        574        -48        -39        335         48          0        -21        -26
 
Percent of Open Interest Represented by Each Category of Trader
      75.5       31.0        0.0        0.0       28.1        1.3       16.8       14.2        5.2        1.0       19.9        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44
         .          5          0          0         14          .          6          6          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    97,454
Positions
    16,106     57,085        807     10,435          0         92     31,133     34,162      3,134     21,417        738         51     14,279      1,385
 
Changes from:       November 25, 2014                                Total Change is:      -551
      -204        122        -39       -914        -86         19        937        -84      1,333       -401        327        -38     -1,244     -2,105
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       58.6        0.8       10.7        0.0        0.1       31.9       35.1        3.2       22.0        0.8        0.1       14.7        1.4
 
Number of Traders in Each Category                                    Total Traders:       178
         7          .          .         15          0          .         49         16          7         86          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   373,854
Positions
    62,515     64,916     37,536     47,919     30,900     45,443     61,941     75,639     50,352     13,125      7,093     31,081     23,942     30,894
 
Changes from:       November 25, 2014                                Total Change is:     4,110
     6,118     -7,225      1,985      1,824      1,882     -1,470    -10,099      4,407      2,596       -236       -341        942      2,450      1,334
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       17.4       10.0       12.8        8.3       12.2       16.6       20.2       13.5        3.5        1.9        8.3        6.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       175
        17         10         20          6         18          9         39         46         49         12         12         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 6, 2014