1) Index Investment Data In U.S. Dollars and Futures Equivalent Contracts April 30, 2015 U.S. Futures Market (Notional Value > 0.5 billion US$)2 Futures Equivalent Contracts3 Notional Value 1 (Billions US$) Long Short Cocoa Coffee Copper Corn Cotton Feeder Cattle Gold Heating Oil Lean Hogs Live Cattle Natural Gas Platinum RBOB Unleaded Gas Silver Soybean Meal Soybean Oil Soybeans Sugar Wheat (CBOT) Wheat (KCBT) WTI Crude Oil 1.6 3.5 9.0 10.7 3.6 1.2 17.8 9.0 3.7 7.0 11.7 0.9 10.8 5.7 3.5 2.6 10.1 5.9 5.5 1.8 38.0 (0.5) (1.4) (2.4) (3.0) (1.1) (0.4) (3.1) (1.6) (1.4) (1.7) (2.9) (0.2) (2.2) (1.5) (1.0) (0.9) (2.3) (1.5) (2.0) (0.6) (10.0) Subtotal (>0.5 billion US$) Subtotal (<0.5 billion US$) 163.6 1.3 (41.8) (0.4) Total Notional US Mkts Total Not'l Non-US Mkts Total All Markets 164.9 51.5 216.5 (42.2) (10.8) (52.9) (Thousands) Net L (S) 1.1 2.1 6.6 7.6 2.5 0.7 14.7 7.4 2.4 5.3 8.8 0.7 8.6 4.2 2.5 1.7 7.8 4.4 3.5 1.2 28.0 121.8 0.9 122.8 40.8 163.5 Long 54 68 125 575 106 11 151 108 119 117 413 17 129 70 112 137 208 390 229 73 621 Short (18) (27) (34) (165) (31) (4) (26) (20) (42) (28) (102) (4) (26) (18) (33) (48) (46) (100) (85) (24) (164) Net L (S) 36 41 91 410 75 7 124 88 76 89 311 13 103 52 79 89 162 290 144 48 457 1 Each listed U.S. futures market includes index investment for all futures and OTC markets related to or referenced to that U.S. futures market. For example, the U.S. market listed as “WTI Crude Oil” includes (with the NYMEX’s Light “Sweet” crude oil futures market) investments held in the NYMEX “Crude Oil Financial” market and the ICE Futures-Europe WTI Light Sweet crude oil market, because both of those contracts’ settlement prices are determined by reference to the NYMEX Light “Sweet” crude oil futures contract. 2 US Futures Markets with 0.5 billion US dollars or more in reported net index investment notional value on the report date. 3 Futures Equivalent Contracts: Futures plus delta-adjusted options, estimating what Futures Contracts would have been established absent offsets. (See the Explanatory Notes for more details about this data)