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Index Investment Data - October 2015

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1) Index Investment Data In U.S. Dollars and Futures Equivalent Contracts October 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 1.8 3.1 6.7 10.8 3.4 1.1 17.1 6.6 2.9 6.4 10.4 0.7 7.8 5.3 3.4 2.5 9.4 6.3 5.8 2.0 32.7 (0.7) (1.2) (2.0) (2.9) (1.0) (0.3) (3.5) (1.5) (0.9) (1.9) (3.2) (0.2) (1.4) (1.3) (0.9) (0.9) (2.6) (1.5) (1.8) (0.7) (9.3) Subtotal (>0.5 billion US$) Subtotal (<0.5 billion US$) 146.1 0.6 (39.7) (0.2) Total Notional US Mkts Total Not'l Non-US Mkts Total All Markets 146.8 41.9 188.6 (39.9) (10.4) (50.3) (Thousands) Net L (S) 1.1 1.8 4.8 7.9 2.4 0.8 13.6 5.1 1.9 4.5 7.3 0.5 6.4 4.0 2.5 1.6 6.8 4.8 3.9 1.3 23.4 106.5 0.4 106.9 31.4 138.3 Long 55 67 116 556 107 12 149 101 115 113 425 14 133 68 113 147 213 389 220 78 673 Short (22) (27) (34) (149) (31) (3) (31) (23) (39) (33) (128) (4) (23) (17) (31) (52) (60) (94) (70) (27) (194) Net L (S) 33 40 82 407 76 9 119 78 76 79 297 10 110 51 82 95 153 295 150 51 479 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)