BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,525
COMMITMENTS
     752      851      918    5,735    5,851    7,405    7,620    1,120      905

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        297)
      36      -28       41      162      278      240      292       58        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     10.0     10.8     67.3     68.6     86.9     89.4     13.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4       10       11       19       18       31       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,899
COMMITMENTS
  12,179    2,998    8,606   19,095   19,272   39,880   30,875    4,019   13,023

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,322)
     213       66      413      665      766    1,290    1,245       32       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7      6.8     19.6     43.5     43.9     90.8     70.3      9.2     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       19       26       38       31       68       61                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,375
COMMITMENTS
     107    1,020    1,697    6,459    5,353    8,263    8,070    1,112    1,305

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        807)
       5       21      208      526      547      739      776       68       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     10.9     18.1     68.9     57.1     88.1     86.1     11.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2       12        8       20       15       30       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,581
COMMITMENTS
     124      546      550    2,399    1,167    3,072    2,263      509    1,318

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        168)
     -27       97       15      271       56      259      168      -91        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     15.2     15.3     67.0     32.6     85.8     63.2     14.2     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        7        9        7       16       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      290,168
COMMITMENTS
  70,287   57,237  102,201   97,005   94,600  269,493  254,038   20,675   36,130

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -3,190)
   1,048   -3,760    3,409   -6,268   -3,300   -1,811   -3,651   -1,379      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     19.7     35.2     33.4     32.6     92.9     87.5      7.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      99      103      124       87       81      264      242                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      300,692
COMMITMENTS
  84,194   23,075   80,769  104,123  149,248  269,086  253,092   31,607   47,600

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -8,715)
 -19,300     -226      887    6,503   -8,212  -11,909   -7,550    3,195   -1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      7.7     26.9     34.6     49.6     89.5     84.2     10.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     133       75      142      117      144      319      312                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,379
COMMITMENTS
   1,460    1,549      847    1,143    1,109    3,450    3,505      929      874

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        344)
      49       51      308      -16      -23      341      336        3        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3     35.4     19.3     26.1     25.3     78.8     80.0     21.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       21       10       17       17       41       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,541
COMMITMENTS
  14,379    6,294   14,982   15,604   14,660   44,965   35,936   10,576   19,605

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        565)
  -2,077     -223    3,170      146   -1,282    1,239    1,665     -674   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     11.3     27.0     28.1     26.4     81.0     64.7     19.0     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      67       41       63       78       83      172      163                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,976
COMMITMENTS
     638    3,008      290    2,880    1,133    3,809    4,431    1,167      545

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        104)
      22      194       -1       55      -21       76      171       28      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     60.4      5.8     57.9     22.8     76.5     89.0     23.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        7        3       10        5       16       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,389
COMMITMENTS
   1,958   14,276    3,470   25,076   10,190   30,503   27,936      885    3,453

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,469)
     320      545      426      695      383    1,442    1,355       28      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     45.5     11.1     79.9     32.5     97.2     89.0      2.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9       35       22       21       17       48       56                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,570
COMMITMENTS
   2,212    4,213      536   48,514   46,197   51,262   50,946      308      624

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      3,319)
     -96    2,904       -1    3,450      373    3,353    3,276      -34       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      8.2      1.0     94.1     89.6     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        6        2       11       12       20       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      152,932
COMMITMENTS
  36,160   78,403    9,182   83,101   22,237  128,443  109,822   24,489   43,110

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     19,476)
   1,826   10,819      813   14,559    1,038   17,198   12,671    2,278    6,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     51.3      6.0     54.3     14.5     84.0     71.8     16.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       32       17       23       24       52       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       24,344
COMMITMENTS
   6,498    2,733    1,054    6,703    5,673   14,255    9,460   10,089   14,883

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -1,363)
  -2,727      327       90      853     -208   -1,784      209      421   -1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     11.2      4.3     27.5     23.3     58.6     38.9     41.4     61.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        2        9        9       15       14                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      153,870
COMMITMENTS
  19,951   92,670    9,506  121,309   43,734  150,766  145,909    3,104    7,961

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     13,232)
  -4,098   -3,829    9,143    8,574    8,254   13,620   13,568     -388     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     60.2      6.2     78.8     28.4     98.0     94.8      2.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       68       12       20       21       53       95                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      181,832
COMMITMENTS
  31,869   56,338   17,087  108,629   84,810  157,585  158,235   24,247   23,597

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:    -10,977)
  -7,534   -6,849      267   -1,817   -3,721   -9,084  -10,302   -1,893     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     31.0      9.4     59.7     46.6     86.7     87.0     13.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      30       34       22       27       35       69       79                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      275,027
COMMITMENTS
  49,042   96,953   18,198  189,685  104,971  256,925  220,122   18,102   54,905

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -3,476)
   3,264  -14,160      201   -5,727   12,587   -2,261   -1,372   -1,215   -2,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     35.3      6.6     69.0     38.2     93.4     80.0      6.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      26       52       25       29       37       66      103                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      436,035
COMMITMENTS
  58,830  166,365   58,014  275,202  129,390  392,045  353,769   43,990   82,266

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -1,517)
  -3,514    4,007     -604    1,856      548   -2,262    3,952      744   -5,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     38.2     13.3     63.1     29.7     89.9     81.1     10.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      61       97       70       53       66      152      196                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,124
COMMITMENTS
  10,447    6,905    3,040    3,617    6,921   17,104   16,866    1,020    1,258

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,141)
   1,804      542      -24     -690      655    1,090    1,173       51      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.6     38.1     16.8     20.0     38.2     94.4     93.1      5.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7        3        2        6       12       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,311
COMMITMENTS
  13,504   33,158      365   25,907    2,370   39,776   35,893    2,535    6,418

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:       -562)
  -1,175      131     -348    1,372       -1     -151     -218     -411     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     78.4      0.9     61.2      5.6     94.0     84.8      6.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       50        5       13        7       30       60                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,604,546
COMMITMENTS
 1785320  1509069  6497951  8443451  8240460 16726721 16247479  877,824  1357066

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:   -391,284)
 112,974   79,833 -401,569 -105,963 -112,996 -394,559 -434,731    3,275   43,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      8.6     36.9     48.0     46.8     95.0     92.3      5.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      57       98      120      138      144      273      286                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      806,401
COMMITMENTS
  77,561   93,810   75,045  532,867  518,180  685,473  687,034  120,929  119,367

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -4,265)
     -58   -8,984    7,222     -925    4,724    6,239    2,961  -10,503   -7,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     11.6      9.3     66.1     64.3     85.0     85.2     15.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     139      150      162      247      256      477      478                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      165,563
COMMITMENTS
  12,508    2,823   21,972   92,965   80,170  127,445  104,965   38,118   60,598

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,866)
   1,703    1,167    1,147     -238    6,719    2,612    9,032     -746   -7,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      1.7     13.3     56.2     48.4     77.0     63.4     23.0     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      20       16       27       46       42       82       71                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,204,193
COMMITMENTS
 340,011  469,676  250,623  2199506  2190049  2790140  2910348  414,053  293,845

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:    -30,655)
   1,968  -39,981   19,603   -3,437   -9,975   18,133  -30,354  -48,788     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     14.7      7.8     68.6     68.3     87.1     90.8     12.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      608)
     132      141      151      236      245      450      455                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,945
COMMITMENTS
   6,857    2,575    1,300   61,107   73,086   69,264   76,961   10,681    2,984

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -4,340)
  -1,851   -1,558       13   -2,306   -2,592   -4,144   -4,137     -196     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      3.2      1.6     76.4     91.4     86.6     96.3     13.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12        3        3       49       35       61       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,377
COMMITMENTS
  16,363    5,501    1,574   38,847   50,907   56,784   57,982    5,594    4,395

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,296)
   3,418   -1,646     -278   -1,962    2,502    1,178      578      119      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      8.8      2.5     62.3     81.6     91.0     93.0      9.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      63       41       18       75       66      144      119                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      311,887
COMMITMENTS
  81,817   27,506    7,870  194,233  254,534  283,920  289,910   27,968   21,977

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      6,482)
  17,088   -8,231   -1,389   -9,811   12,508    5,888    2,888      595    3,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      8.8      2.5     62.3     81.6     91.0     93.0      9.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      63       41       18       75       66      144      119                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,373
COMMITMENTS
  54,973   88,470    8,382   84,250   24,430  147,605  121,282   16,768   43,091

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     11,949)
  -1,089   11,427        3   14,553    1,128   13,467   12,559   -1,517     -609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     53.8      5.1     51.3     14.9     89.8     73.8     10.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       45       17       20       20       50       73                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,125
COMMITMENTS
  16,645   13,687        0   29,349   36,105   45,994   49,792   10,131    6,333

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,095)
     691   -1,468        0      120    1,843      811      375      284      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     24.4      0.0     52.3     64.3     81.9     88.7     18.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       12        0       26       10       40       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      110,296
COMMITMENTS
  39,968    8,613      393   61,643    7,962  102,004   16,968    8,292   93,328

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     -2,988)
  -4,878     -218     -396    4,134   -4,309   -1,140   -4,923   -1,848    1,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2      7.8      0.4     55.9      7.2     92.5     15.4      7.5     84.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      33       12        5       30       19       65       34                  



Updated July 17, 2015