BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,030
COMMITMENTS
     928      814    1,013    5,825    6,188    7,766    8,015    1,264    1,015

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        505)
     175      -37       95       90      337      361      395      144      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      9.0     11.2     64.5     68.5     86.0     88.8     14.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        8       10       18       18       30       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,236
COMMITMENTS
  13,685    3,361    9,202   20,028   21,031   42,915   33,593    4,321   13,643

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      3,337)
   1,506      363      597      932    1,758    3,035    2,718      302      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      7.1     19.5     42.4     44.5     90.9     71.1      9.1     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      18       21       30       38       32       73       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,760
COMMITMENTS
     330    1,173    2,102    7,140    6,201    9,572    9,476    1,189    1,285

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,385)
     223      152      405      681      848    1,309    1,406       76      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     10.9     19.5     66.4     57.6     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       15        9       22       14       33       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,174
COMMITMENTS
     115      955      590    2,870    1,278    3,575    2,823      599    1,351

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        593)
      -9      409       40      471      111      503      561       90       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     22.9     14.1     68.8     30.6     85.6     67.6     14.4     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        7        7       10        8       17       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      266,727
COMMITMENTS
  69,043   54,227   87,990   90,463   88,552  247,496  230,769   19,231   35,959

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    -23,440)
  -1,244   -3,010  -14,211   -6,542   -6,048  -21,997  -23,269   -1,443     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     20.3     33.0     33.9     33.2     92.8     86.5      7.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      97       92      113       79       80      243      226                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      307,792
COMMITMENTS
  76,444   31,948   86,819  110,261  140,228  273,525  258,995   34,267   48,797

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      7,099)
  -7,749    8,873    6,050    6,139   -9,020    4,439    5,903    2,660    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     10.4     28.2     35.8     45.6     88.9     84.1     11.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     133       74      136      129      139      325      304                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,754
COMMITMENTS
   1,439    1,726      908    1,360    1,087    3,707    3,721    1,047    1,033

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        375)
     -21      177       61      217      -22      256      216      119      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     36.3     19.1     28.6     22.9     78.0     78.3     22.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      21       19       11       22       17       47       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,833
COMMITMENTS
  15,303    6,908   15,041   15,849   15,208   46,194   37,157   10,639   19,676

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,292)
     924      613       60      245      548    1,229    1,221       63       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     12.2     26.5     27.9     26.8     81.3     65.4     18.7     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      80       45       75       74       86      187      178                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,203
COMMITMENTS
     691    3,319      271    3,001    1,044    3,963    4,635    1,240      568

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        227)
      53      311      -19      120      -89      154      204       72       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     63.8      5.2     57.7     20.1     76.2     89.1     23.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        3       10        5       17       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,683
COMMITMENTS
   2,161   16,147    3,778   27,808   10,891   33,747   30,817      936    3,867

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      3,295)
     203    1,871      308    2,732      701    3,244    2,881       51      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     46.6     10.9     80.2     31.4     97.3     88.9      2.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       33       26       21       17       54       58                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       49,064
COMMITMENTS
   2,313    3,970      536   45,883   43,991   48,732   48,497      332      567

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -2,506)
     101     -243        0   -2,631   -2,206   -2,530   -2,449       24      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      8.1      1.1     93.5     89.7     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5        2       10       12       20       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,563
COMMITMENTS
  40,222   84,346   12,925   94,849   28,195  147,996  125,467   24,567   47,097

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     19,631)
   4,062    5,943    3,743   11,748    5,958   19,553   15,644       78    3,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     48.9      7.5     55.0     16.3     85.8     72.7     14.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       35       19       24       26       55       74                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       30,772
COMMITMENTS
   9,881    5,664    1,348   10,793    5,079   22,022   12,090    8,750   18,682

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      6,429)
   3,383    2,930      294    4,091     -594    7,768    2,630   -1,339    3,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     18.4      4.4     35.1     16.5     71.6     39.3     28.4     60.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        7        3        9        8       21       16                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,958
COMMITMENTS
  21,370  102,822   23,576  141,819   54,868  186,765  181,265    3,193    8,693

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     36,088)
   1,419   10,152   14,070   20,510   11,134   35,999   35,356       89      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     54.1     12.4     74.7     28.9     98.3     95.4      1.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      23       77       10       22       23       52      104                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,476
COMMITMENTS
  35,331   56,698   15,839  113,023   93,365  164,193  165,902   24,283   22,574

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      6,644)
   3,463      360   -1,248    4,393    8,555    6,608    7,667       36   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     30.1      8.4     60.0     49.5     87.1     88.0     12.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      33       35       25       27       39       73       86                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      279,599
COMMITMENTS
  50,970  112,832   19,261  192,201   91,918  262,431  224,012   17,168   55,588

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      4,573)
   1,928   15,879    1,063    2,516  -13,053    5,507    3,890     -934      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     40.4      6.9     68.7     32.9     93.9     80.1      6.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      27       63       26       31       38       71      114                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      450,039
COMMITMENTS
  61,690  175,476   60,336  284,037  127,158  406,062  362,970   43,976   87,068

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     14,004)
   2,860    9,111    2,322    8,835   -2,232   14,017    9,202      -13    4,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     39.0     13.4     63.1     28.3     90.2     80.7      9.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      52      108       73       53       63      152      198                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,552
COMMITMENTS
  14,347    8,141    3,726    3,647    9,334   21,720   21,201      832    1,351

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      4,428)
   3,900    1,236      686       30    2,413    4,616    4,335     -188       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.6     36.1     16.5     16.2     41.4     96.3     94.0      3.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        8        4        2        5       13       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       38,544
COMMITMENTS
  13,200   29,154      270   22,843    2,306   36,313   31,730    2,231    6,814

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -3,767)
    -304   -4,004      -95   -3,064      -64   -3,463   -4,163     -304      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     75.6      0.7     59.3      6.0     94.2     82.3      5.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       51        6       11        9       27       63                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,833,339
COMMITMENTS
 1748114  1479357  6706383  8512666  8301325 16967164 16487065  866,175  1346274

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    228,793)
 -37,206  -29,712  208,433   69,216   60,865  240,443  239,586  -11,649  -10,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      8.3     37.6     47.7     46.5     95.1     92.5      4.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      58       95      118      138      148      270      290                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      792,396
COMMITMENTS
  83,459   90,717   69,873  520,941  516,383  674,272  676,973  118,124  115,424

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    -14,005)
   5,898   -3,093   -5,172  -11,926   -1,797  -11,200  -10,062   -2,805   -3,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     11.4      8.8     65.7     65.2     85.1     85.4     14.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     141      133      145      242      251      457      456                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      163,616
COMMITMENTS
  10,570    2,508   22,607   91,423   83,349  124,600  108,464   39,016   55,152

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -1,947)
  -1,938     -315      636   -1,542    3,179   -2,844    3,499      898   -5,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.5     13.8     55.9     50.9     76.2     66.3     23.8     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       14       25       44       40       77       65                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,143,902
COMMITMENTS
 372,525  449,124  228,249  2147587  2165170  2748361  2842543  395,541  301,359

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    -60,291)
  32,514  -20,553  -22,374  -51,920  -24,879  -41,779  -67,805  -18,512    7,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     14.3      7.3     68.3     68.9     87.4     90.4     12.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     134      126      134      231      242      430      437                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,842
COMMITMENTS
   8,293    3,681    1,576   60,331   72,068   70,200   77,325   10,642    3,517

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        897)
   1,436    1,106      276     -776   -1,018      936      364      -39      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      4.6      1.9     74.6     89.1     86.8     95.6     13.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14        5        3       50       35       64       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,507
COMMITMENTS
  23,674    6,571    1,353   39,408   57,708   64,435   65,632    6,072    4,876

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      8,130)
   7,311    1,070     -221      562    6,801    7,651    7,649      479      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      9.3      1.9     55.9     81.8     91.4     93.1      8.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      71       47       18       72       67      151      124                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      352,537
COMMITMENTS
 118,370   32,855    6,764  197,041  288,538  322,175  328,158   30,362   24,380

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     40,650)
  36,553    5,349   -1,106    2,809   34,004   38,256   38,247    2,395    2,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      9.3      1.9     55.9     81.8     91.4     93.1      8.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      71       47       18       72       67      151      124                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      177,187
COMMITMENTS
  51,391   92,256    9,994  100,075   29,000  161,459  131,250   15,727   45,936

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     12,814)
  -3,582    3,786    1,611   15,825    4,571   13,855    9,968   -1,041    2,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     52.1      5.6     56.5     16.4     91.1     74.1      8.9     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       46       18       21       23       51       76                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,757
COMMITMENTS
  15,244   14,129      400   29,570   36,467   45,214   50,996   10,543    4,761

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -368)
  -1,401      442      400      221      362     -780    1,204      412   -1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     25.3      0.7     53.0     65.4     81.1     91.5     18.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       11        2       25        9       44       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      115,359
COMMITMENTS
  42,445   10,694      544   63,166    8,317  106,155   19,555    9,204   95,804

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      5,063)
   2,477    2,081      151    1,523      355    4,151    2,587      912    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8      9.3      0.5     54.8      7.2     92.0     17.0      8.0     83.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       14        5       32       17       67       33                  



Updated July 25, 2015