1) Index Investment Data In U.S. Dollars and Futures Equivalent Contracts May 29, 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 3.2 8.3 10.1 3.4 1.2 18.0 8.7 4.2 7.5 11.7 0.9 11.0 5.9 3.4 2.8 9.6 5.6 5.5 1.7 37.6 (0.5) (1.2) (2.1) (2.7) (0.9) (0.4) (3.5) (1.5) (1.5) (2.2) (3.3) (0.3) (2.4) (1.5) (0.9) (0.8) (2.0) (1.6) (1.9) (0.5) (9.8) Subtotal (>0.5 billion US$) Subtotal (<0.5 billion US$) 162.1 0.8 (41.5) (0.1) Total Notional US Mkts Total Not'l Non-US Mkts Total All Markets 162.8 50.3 213.2 (41.6) (10.0) (51.6) (Thousands) Net L (S) 1.2 2.0 6.2 7.4 2.5 0.8 14.6 7.3 2.7 5.3 8.4 0.6 8.6 4.4 2.5 1.9 7.6 4.0 3.6 1.2 27.8 120.6 0.6 121.2 40.3 161.5 Long 53 67 122 564 107 10 152 106 131 123 433 16 132 71 112 139 209 407 230 67 617 Short (16) (25) (31) (153) (29) (4) (29) (18) (44) (36) (124) (5) (29) (18) (31) (42) (43) (117) (81) (20) (162) Net L (S) 38 42 91 411 78 7 122 88 87 87 310 12 103 53 82 97 166 290 148 47 455 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)