BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,842
COMMITMENTS
     910      590      250    4,751    5,286    5,911    6,126      931      716

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -483)
      24     -155      -21     -319     -179     -316     -355     -167     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      8.6      3.7     69.4     77.3     86.4     89.5     13.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        7       15       16       25       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,291
COMMITMENTS
  12,532    4,678      621   12,488   15,022   25,641   20,321    2,650    7,970

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,052)
  -1,635     -806     -369   -1,970   -1,895   -3,974   -3,070      -78     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     16.5      2.2     44.1     53.1     90.6     71.8      9.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       21       19       23       22       50       48                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,186
COMMITMENTS
     537    1,045      368    4,357    3,567    5,262    4,980      924    1,206

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -660)
     -27     -196     -133     -618     -403     -778     -732      118       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     16.9      5.9     70.4     57.7     85.1     80.5     14.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       12        9       19       12       30       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,018
COMMITMENTS
     211    1,437      173    2,338      730    2,722    2,340      296      678

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -197)
     -74       44      -64      -21      -95     -159     -115      -38      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     47.6      5.7     77.5     24.2     90.2     77.5      9.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        6        9        7       17       14                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      203,456
COMMITMENTS
  74,100   77,180   36,553   76,115   62,712  186,768  176,445   16,688   27,011

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,943)
  -1,753    2,550   -1,073   -1,793   -5,305   -4,619   -3,828     -324   -1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     37.9     18.0     37.4     30.8     91.8     86.7      8.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      98       98       90       63       65      221      205                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,259
COMMITMENTS
  71,597   57,985   36,903   89,953   99,875  198,453  194,763   30,806   34,496

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -13,081)
  -1,596   -6,126   -3,449   -9,172   -3,595  -14,217  -13,170    1,136       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     25.3     16.1     39.2     43.6     86.6     85.0     13.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     122       93      115      103      112      285      266                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,076
COMMITMENTS
   1,524    3,131      781    2,434      751    4,739    4,663    1,337    1,413

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        114)
      63      163      -64      280      -59      279       40     -165       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     51.5     12.9     40.1     12.4     78.0     76.7     22.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       23        9       25       17       46       45                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,074
COMMITMENTS
  15,616    9,458    5,548   11,647   12,232   32,811   27,238    9,263   14,836

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -419)
    -108      397     -688      293     -240     -503     -531       84      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     22.5     13.2     27.7     29.1     78.0     64.7     22.0     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      52       45       53       53       63      139      143                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,043
COMMITMENTS
   1,141    3,020       36    2,123      512    3,300    3,568      743      475

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -584)
     -33     -498        0     -381      -61     -414     -559     -170      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     74.7      0.9     52.5     12.7     81.6     88.3     18.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        8        3       10        5       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       25,587
COMMITMENTS
   2,489   13,703      775   21,721    9,033   24,985   23,511      602    2,076

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,590)
    -377   -2,823       54   -3,148     -518   -3,471   -3,287     -119     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     53.6      3.0     84.9     35.3     97.6     91.9      2.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       28       14       17       18       39       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       50,707
COMMITMENTS
   2,815    3,505      535   46,752   46,000   50,102   50,040      605      667

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      1,831)
     150     -185        0    1,568    2,000    1,718    1,815      113       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      6.9      1.1     92.2     90.7     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        4        1       12       11       19       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,252
COMMITMENTS
  28,546   95,951    3,743  118,620   28,840  150,909  128,534   21,343   43,718

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      2,165)
  -5,447   -2,222      160    6,395    4,335    1,108    2,273    1,057     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     55.7      2.2     68.9     16.7     87.6     74.6     12.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      24       40       16       21       23       50       75                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,677
COMMITMENTS
   9,668   16,680      123   26,623    2,835   36,414   19,638    7,263   24,039

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      6,278)
  -1,696    3,850       15    7,261   -1,798    5,580    2,067      698    4,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     38.2      0.3     61.0      6.5     83.4     45.0     16.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        3       10        6       20       20                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      173,781
COMMITMENTS
  18,163   88,732   18,745  133,951   57,530  170,859  165,007    2,922    8,774

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -17,306)
  -4,427  -15,906   -1,285  -11,485       60  -17,197  -17,131     -109     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     51.1     10.8     77.1     33.1     98.3     95.0      1.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       77       10       23       22       55      105                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      158,247
COMMITMENTS
  41,751   52,122    1,559   91,311   83,243  134,621  136,924   23,626   21,323

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,977)
  -3,997     -183     -520   -6,919   -8,591  -11,436   -9,294      459   -1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     32.9      1.0     57.7     52.6     85.1     86.5     14.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      30       32        7       22       34       56       69                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      264,608
COMMITMENTS
  45,768  150,994    3,300  199,520   51,445  248,588  205,739   16,020   58,869

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     11,953)
  -4,138   21,372     -636   14,441  -13,653    9,667    7,083    2,286    4,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     57.1      1.2     75.4     19.4     93.9     77.8      6.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      21       59       11       27       31       54       95                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      361,334
COMMITMENTS
  67,373  182,583    6,105  248,825   96,502  322,303  285,190   39,031   76,144

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,551)
  -3,247   -1,431       82   -5,821   -6,121   -8,986   -7,470    2,435      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     50.5      1.7     68.9     26.7     89.2     78.9     10.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      57       95       39       49       56      127      171                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,003
COMMITMENTS
   8,866   14,071    3,274   10,786    4,889   22,926   22,234    1,077    1,769

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      1,644)
     470    1,211      293      670       70    1,433    1,574      211       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     58.6     13.6     44.9     20.4     95.5     92.6      4.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       14        3        6        4       13       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,861
COMMITMENTS
  13,931   24,503      192   20,282    5,906   34,405   30,601    2,456    6,260

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,669)
    -460   -1,787      -27   -1,081      484   -1,568   -1,330     -101     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     66.5      0.5     55.0     16.0     93.3     83.0      6.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       37        4       12       12       29       51                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        9,128
COMMITMENTS
   2,790    6,706       23    5,733      890    8,546    7,619      582    1,509

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        209)
     -36      244        0      166       12      130      256       79      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     73.5      0.3     62.8      9.8     93.6     83.5      6.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3       14        1        4        3        8       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,960,881
COMMITMENTS
 1604058  1651000  2262417  7320540  6777414 11187015 10690831  773,866  1270050

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     50,350)
 -40,209   -5,595   47,588  115,181    5,648  122,560   47,641  -72,210    2,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     13.8     18.9     61.2     56.7     93.5     89.4      6.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      34      102      100      122      148      232      280                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      671,573
COMMITMENTS
  77,345  101,554   22,029  453,152  436,736  552,526  560,319  119,047  111,254

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     19,619)
    -957    7,509    1,287   15,397    6,064   15,726   14,860    3,893    4,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     15.1      3.3     67.5     65.0     82.3     83.4     17.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      99      125       59      228      240      355      397                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      115,656
COMMITMENTS
  11,998    3,724    1,296   66,867   53,256   80,161   58,276   35,495   57,380

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      6,077)
   1,409      722       -2    5,574    1,497    6,981    2,217     -904    3,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.2      1.1     57.8     46.0     69.3     50.4     30.7     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      11        8        3       32       31       44       42                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,779,583
COMMITMENTS
 346,560  508,975   83,841  1931424  1917398  2361825  2510214  417,758  269,369

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     67,711)
 -14,080   31,686    8,694   49,113   22,834   43,727   63,214   23,984    4,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.3      3.0     69.5     69.0     85.0     90.3     15.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
      96      124       53      216      229      338      380                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,784
COMMITMENTS
   8,603    2,733      845   61,634   73,336   71,082   76,914    9,702    3,870

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        417)
     -69     -618     -598    1,097    1,485      430      269      -13      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      3.4      1.0     76.3     90.8     88.0     95.2     12.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13        5        3       53       34       66       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,902
COMMITMENTS
  18,343    5,983    2,307   42,209   56,684   62,860   64,975    6,043    3,928

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,732)
  -3,723     -287    1,184      874   -2,821   -1,665   -1,925      -67      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      8.7      3.3     61.3     82.3     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      69       45       12       73       68      150      119                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      344,511
COMMITMENTS
  91,715   29,915   11,537  211,046  283,421  314,298  324,873   30,213   19,638

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -8,660)
 -18,614   -1,435    5,919    4,370  -14,107   -8,325   -9,623     -335      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      8.7      3.3     61.3     82.3     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      69       45       12       73       68      150      119                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,751
COMMITMENTS
  48,017   99,287      444  101,106   22,371  149,567  122,102   15,184   42,649

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,653)
  -1,384      474     -191   -3,037     -321   -4,612      -38      959   -3,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     60.3      0.3     61.4     13.6     90.8     74.1      9.2     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       47        5       18       15       38       63                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,867
COMMITMENTS
  15,867   14,344      446   29,030   36,684   45,343   51,474   10,524    4,393

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        673)
   1,394      786      -14     -196       -1    1,184      771     -511      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     25.7      0.8     52.0     65.7     81.2     92.1     18.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      21       13        2       22       10       44       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      120,234
COMMITMENTS
  43,943    9,964      725   66,990    9,015  111,658   19,704    8,576  100,530

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,544)
  -3,509   -2,212      312      386    1,029   -2,811     -871      267   -1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      8.3      0.6     55.7      7.5     92.9     16.4      7.1     83.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      31       12        5       32       18       66       32                  



Updated August 14, 2015