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Index Investment Data - February 2015

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1) Index Investment Data In U.S. Dollars and Futures Equivalent Contracts February 27, 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 Palladium Platinum RBOB Unleaded Gas Silver Soybean Meal Soybean Oil Soybeans Sugar Wheat (CBOT) Wheat (KCBT) WTI Crude Oil 1.6 3.4 8.1 11.2 3.2 1.0 17.7 8.9 3.2 6.6 11.9 0.5 0.9 10.0 5.4 3.7 2.6 10.7 5.9 6.0 1.8 30.4 (0.5) (1.3) (2.4) (3.0) (1.2) (0.4) (3.6) (1.9) (1.2) (1.7) (3.3) (0.1) (0.2) (1.8) (1.3) (1.3) (0.9) (2.6) (1.5) (2.2) (0.6) (7.7) Subtotal (>0.5 billion US$) Subtotal (<0.5 billion US$) 154.7 0.4 (40.6) (0.1) Total Notional US Mkts Total Not'l Non-US Mkts Total All Markets 155.0 46.9 202.0 (40.7) (10.4) (51.1) (Thousands) Net L (S) 1.1 2.1 5.8 8.2 2.1 0.6 14.1 7.0 2.1 4.9 8.6 0.5 0.6 8.2 4.1 2.5 1.7 8.0 4.4 3.7 1.3 22.7 114.0 0.3 114.3 36.5 150.8 Long 53 64 121 562 100 10 146 107 112 111 422 6 15 123 65 109 130 208 374 231 68 569 Short (17) (25) (35) (154) (36) (4) (30) (23) (41) (29) (119) (1) (4) (22) (16) (37) (46) (51) (96) (86) (21) (143) Net L (S) 35 39 86 409 64 6 116 84 71 83 303 6 11 102 49 72 84 157 278 144 47 425 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)