1) Index Investment Data In U.S. Dollars and Futures Equivalent Contracts January 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 1.4 3.9 7.5 10.4 2.9 1.0 19.4 7.8 3.5 7.0 11.8 0.9 8.3 5.5 3.5 2.3 9.8 6.7 5.6 1.8 27.6 (0.4) (1.4) (2.0) (2.6) (1.0) (0.3) (4.9) (1.9) (1.3) (2.1) (3.5) (0.2) (1.6) (1.3) (1.1) (0.7) (2.2) (1.9) (1.9) (0.5) (6.8) Subtotal (>0.5 billion US$) Subtotal (<0.5 billion US$) 148.5 0.8 (39.8) (0.1) Total Notional US Mkts Total Not'l Non-US Mkts Total All Markets 149.3 43.8 193.1 (39.9) (10.0) (49.9) (Thousands) Net L (S) 0.9 2.5 5.5 7.8 1.9 0.7 14.5 5.9 2.2 4.9 8.3 0.6 6.7 4.2 2.4 1.5 7.5 4.8 3.7 1.3 20.8 108.7 0.7 109.4 33.8 143.2 Long 50 63 120 550 99 10 152 109 118 116 430 14 127 64 106 125 203 396 221 66 553 Short (16) (22) (32) (139) (35) (3) (38) (27) (46) (35) (128) (4) (24) (15) (33) (41) (46) (116) (76) (18) (135) Net L (S) 34 41 89 410 64 7 114 82 72 82 303 10 103 49 72 85 157 280 146 48 418 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)