BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,967:       423      1,620        189      5,417      4,200      6,029      6,009:       938        958
Old  :     6,967:       423      1,620        189      5,417      4,200      6,029      6,009:       938        958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       121:        45        -43         20         33        147         98        124:        23         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       23.3        2.7       77.8       60.3       86.5       86.2:      13.5       13.8
Old  :     100.0:       6.1       23.3        2.7       77.8       60.3       86.5       86.2:      13.5       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          9          5         17         19         24         29:
Old  :        38:         3          9          5         17         19         24         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       38.7       69.6       56.5       53.9       36.6       68.1       54.0
Old  :                 55.4       38.7       69.6       56.5       53.9       36.6       68.1       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    35,223:    16,563      6,966        711     15,614     18,119     32,888     25,796:     2,335      9,427
Old  :    35,223:    16,563      6,966        711     15,614     18,119     32,888     25,796:     2,335      9,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       357:        15       -313         56        269        684        340        427:        17        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       19.8        2.0       44.3       51.4       93.4       73.2:       6.6       26.8
Old  :     100.0:      47.0       19.8        2.0       44.3       51.4       93.4       73.2:       6.6       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        18         25         19         27         28         58         60:
Old  :        88:        18         25         19         27         28         58         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       29.4       64.9       42.1       48.4       29.4       64.8       42.0
Old  :                 48.4       29.4       64.9       42.1       48.4       29.4       64.8       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,652:        79      1,350        307      4,627      3,038      5,013      4,695:       639        957
Old  :     5,652:        79      1,350        307      4,627      3,038      5,013      4,695:       639        957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       213:       -23        221         14        182        195        173        430:        40       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       23.9        5.4       81.9       53.8       88.7       83.1:      11.3       16.9
Old  :     100.0:       1.4       23.9        5.4       81.9       53.8       88.7       83.1:      11.3       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2         12          8         17         14         26         27:
Old  :        38:         2         12          8         17         14         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       33.5       64.0       50.0       46.5       28.7       62.7       44.8
Old  :                 46.5       33.5       64.0       50.0       46.5       28.7       62.7       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     2,497:     1,128        122        195        835      1,270      2,158      1,587:       339        910
Old  :     2,497:     1,128        122        195        835      1,270      2,158      1,587:       339        910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :        20:       -65         10         36          7        -28        -22         18:        42          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        4.9        7.8       33.4       50.9       86.4       63.6:      13.6       36.4
Old  :     100.0:      45.2        4.9        7.8       33.4       50.9       86.4       63.6:      13.6       36.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          5          7          6          9         15         17:
Old  :        22:         5          5          7          6          9         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       41.5       78.2       52.1       50.2       41.4       75.4       50.9
Old  :                 52.7       41.5       78.2       52.1       50.2       41.4       75.4       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   226,296:    69,979     69,913     44,178     92,382     82,593    206,539    196,684:    19,757     29,612
Old  :   182,149:    61,613     66,558     34,602     71,479     58,935    167,694    160,095:    14,455     22,054
Other:    44,147:    16,146     11,135      1,796     20,903     23,658     38,845     36,589:     5,302      7,558
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     4,887:    -2,015      2,006        639      7,103      3,476      5,727      6,121:      -840     -1,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       30.9       19.5       40.8       36.5       91.3       86.9:       8.7       13.1
Old  :     100.0:      33.8       36.5       19.0       39.2       32.4       92.1       87.9:       7.9       12.1
Other:     100.0:      36.6       25.2        4.1       47.3       53.6       88.0       82.9:      12.0       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        86         97        109         69         68        222        223:
Old  :       280:        75        103        102         49         64        190        215:
Other:       139:        34         31         12         47         48         88         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       11.1       29.5       19.6       16.2       10.8       27.8       19.1
Old  :                 20.1       12.2       31.3       20.7       18.4       11.8       29.2       19.8
Other:                 23.7       18.5       37.3       30.5       22.9       16.8       35.3       27.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   314,748:   127,566     45,754     53,046    100,938    169,237    281,550    268,037:    33,198     46,711
Old  :   314,748:   127,566     45,754     53,046    100,938    169,237    281,550    268,037:    33,198     46,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     4,067:    -1,995        384      4,426      1,657       -171      4,088      4,639:       -21       -572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       14.5       16.9       32.1       53.8       89.5       85.2:      10.5       14.8
Old  :     100.0:      40.5       14.5       16.9       32.1       53.8       89.5       85.2:      10.5       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       132         88        148        111        165        341        346:
Old  :       447:       132         88        148        111        165        341        346:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       20.1       22.7       27.5       13.4       20.1       22.2       27.1
Old  :                 13.4       20.1       22.7       27.5       13.4       20.1       22.2       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,065:     2,062      2,921        726      1,803      1,074      4,591      4,721:     1,474      1,344
Old  :     6,065:     2,062      2,921        726      1,803      1,074      4,591      4,721:     1,474      1,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       -32:       -56       -560        304       -409        165       -161        -91:       129         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       48.2       12.0       29.7       17.7       75.7       77.8:      24.3       22.2
Old  :     100.0:      34.0       48.2       12.0       29.7       17.7       75.7       77.8:      24.3       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        18         26         11         22         19         49         51:
Old  :        75:        18         26         11         22         19         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       27.0       35.8       42.7       23.5       26.7       31.4       37.2
Old  :                 25.1       27.0       35.8       42.7       23.5       26.7       31.4       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    41,208:    17,948      9,031      3,014     10,912     13,136     31,874     25,181:     9,334     16,027
Old  :    41,208:    17,948      9,031      3,014     10,912     13,136     31,874     25,181:     9,334     16,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     2,578:     1,804        872         98        230      1,359      2,132      2,329:       446        249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       21.9        7.3       26.5       31.9       77.3       61.1:      22.7       38.9
Old  :     100.0:      43.6       21.9        7.3       26.5       31.9       77.3       61.1:      22.7       38.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        66         47         31         38         66        121        131:
Old  :       209:        66         47         31         38         66        121        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       12.4       27.9       19.9       17.6       12.3       26.5       19.7
Old  :                 18.1       12.4       27.9       19.9       17.6       12.3       26.5       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,005:       876      4,014         56      3,202        499      4,134      4,569:       871        436
Old  :     5,005:       876      4,014         56      3,202        499      4,134      4,569:       871        436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :        36:        24         10         -4          8         23         28         29:         8          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       80.2        1.1       64.0       10.0       82.6       91.3:      17.4        8.7
Old  :     100.0:      17.5       80.2        1.1       64.0       10.0       82.6       91.3:      17.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          7          4         10          5         17         13:
Old  :        21:         4          7          4         10          5         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       71.5       68.4       88.5       44.7       71.4       68.2       86.9
Old  :                 44.9       71.5       68.4       88.5       44.7       71.4       68.2       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    28,511:     2,401     17,181        436     24,931      8,696     27,768     26,313:       743      2,198
Old  :    28,511:     2,401     17,181        436     24,931      8,696     27,768     26,313:       743      2,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       106:      -162        127         81        153       -154         72         54:        34         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       60.3        1.5       87.4       30.5       97.4       92.3:       2.6        7.7
Old  :     100.0:       8.4       60.3        1.5       87.4       30.5       97.4       92.3:       2.6        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        13         30         10         22         16         40         51:
Old  :        73:        13         30         10         22         16         40         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       48.3       76.5       65.0       57.7       48.2       76.5       65.0
Old  :                 57.7       48.3       76.5       65.0       57.7       48.2       76.5       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    58,909:     6,984      4,849        997     50,596     52,173     58,577     58,019:       332        890
Old  :    58,909:     6,984      4,849        997     50,596     52,173     58,577     58,019:       332        890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :      -293:       910       -932       -324       -981        473       -395       -783:       102        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        8.2        1.7       85.9       88.6       99.4       98.5:       0.6        1.5
Old  :     100.0:      11.9        8.2        1.7       85.9       88.6       99.4       98.5:       0.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          5          2         12         11         18         17:
Old  :        27:         5          5          2         12         11         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       76.3       88.4       92.6       67.8       76.3       85.2       90.0
Old  :                 68.1       76.3       88.4       92.6       67.8       76.3       85.2       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   123,127:    30,095     31,120      5,289     66,197     53,863    101,581     90,272:    21,546     32,855
Old  :   123,127:    30,095     31,120      5,289     66,197     53,863    101,581     90,272:    21,546     32,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     1,219:      -600      7,758      2,104      2,540    -10,159      4,044       -297:    -2,825      1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       25.3        4.3       53.8       43.7       82.5       73.3:      17.5       26.7
Old  :     100.0:      24.4       25.3        4.3       53.8       43.7       82.5       73.3:      17.5       26.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         26         11         15         20         40         54:
Old  :        75:        21         26         11         15         20         40         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       40.2       58.5       48.0       46.5       40.2       57.3       46.7
Old  :                 46.6       40.2       58.5       48.0       46.5       40.2       57.3       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    32,449:    12,514      4,155        276     10,247     15,120     23,037     19,551:     9,412     12,898
Old  :    32,449:    12,514      4,155        276     10,247     15,120     23,037     19,551:     9,412     12,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     2,017:     1,312      1,283         75        548       -860      1,935        498:        82      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       12.8        0.9       31.6       46.6       71.0       60.3:      29.0       39.7
Old  :     100.0:      38.6       12.8        0.9       31.6       46.6       71.0       60.3:      29.0       39.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        10          7          6          9         10         21         21:
Old  :        29:        10          7          6          9         10         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       43.9       57.0       52.3       41.0       43.8       56.4       51.5
Old  :                 41.6       43.9       57.0       52.3       41.0       43.8       56.4       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   152,809:    33,983     79,110     14,245    101,105     52,866    149,333    146,221:     3,476      6,588
Old  :   152,809:    33,983     79,110     14,245    101,105     52,866    149,333    146,221:     3,476      6,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    23,779:    10,040     22,651     -4,011     17,010      4,824     23,039     23,464:       740        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       51.8        9.3       66.2       34.6       97.7       95.7:       2.3        4.3
Old  :     100.0:      22.2       51.8        9.3       66.2       34.6       97.7       95.7:       2.3        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        27         50         10         20         21         55         77:
Old  :       117:        27         50         10         20         21         55         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       33.4       80.0       54.6       58.7       26.6       66.3       44.0
Old  :                 65.2       33.4       80.0       54.6       58.7       26.6       66.3       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   175,291:    32,769     58,427      2,560    117,608     89,094    152,937    150,081:    22,354     25,210
Old  :   175,291:    32,769     58,427      2,560    117,608     89,094    152,937    150,081:    22,354     25,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -1,506:    -1,927     -1,808        689       -220     -1,869     -1,458     -2,988:       -48      1,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       33.3        1.5       67.1       50.8       87.2       85.6:      12.8       14.4
Old  :     100.0:      18.7       33.3        1.5       67.1       50.8       87.2       85.6:      12.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        27         39          9         27         34         59         77:
Old  :       110:        27         39          9         27         34         59         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       38.6       63.1       50.1       52.5       38.3       62.6       49.6
Old  :                 52.5       38.6       63.1       50.1       52.5       38.3       62.6       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   260,104:    46,681    132,374      3,981    193,122     52,276    243,784    188,631:    16,320     71,473
Old  :   260,104:    46,681    132,374      3,981    193,122     52,276    243,784    188,631:    16,320     71,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     8,360:    -3,529     19,940      1,738      9,932    -12,956      8,141      8,722:       219       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       50.9        1.5       74.2       20.1       93.7       72.5:       6.3       27.5
Old  :     100.0:      17.9       50.9        1.5       74.2       20.1       93.7       72.5:       6.3       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        25         79         13         31         31         63        116:
Old  :       154:        25         79         13         31         31         63        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       25.6       67.7       34.8       54.2       25.6       67.7       34.7
Old  :                 54.2       25.6       67.7       34.8       54.2       25.6       67.7       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   428,403:    49,471    214,983     13,086    326,452    119,316    389,009    347,385:    39,394     81,018
Old  :   428,403:    49,471    214,983     13,086    326,452    119,316    389,009    347,385:    39,394     81,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -3,524:     5,250       -978      1,376     -9,574     -8,267     -2,948     -7,869:      -576      4,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       50.2        3.1       76.2       27.9       90.8       81.1:       9.2       18.9
Old  :     100.0:      11.5       50.2        3.1       76.2       27.9       90.8       81.1:       9.2       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        58         93         40         54         65        133        177:
Old  :       241:        58         93         40         54         65        133        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       19.6       54.7       29.2       43.6       19.6       54.6       29.1
Old  :                 43.7       19.6       54.7       29.2       43.6       19.6       54.6       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    16,770:     7,577      8,828      2,975      5,372      3,940     15,924     15,743:       846      1,027
Old  :    16,770:     7,577      8,828      2,975      5,372      3,940     15,924     15,743:       846      1,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -1,353:    -1,713      3,414        -22        462     -4,474     -1,273     -1,082:       -80       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       52.6       17.7       32.0       23.5       95.0       93.9:       5.0        6.1
Old  :     100.0:      45.2       52.6       17.7       32.0       23.5       95.0       93.9:       5.0        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          6          1          5          4         13         10:
Old  :        20:         7          6          1          5          4         13         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       85.8       86.2       93.2       42.7       55.2       57.4       59.1
Old  :                 63.3       85.8       86.2       93.2       42.7       55.2       57.4       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    33,005:     9,432     19,971      1,195     19,500      6,313     30,127     27,479:     2,878      5,526
Old  :    33,005:     9,432     19,971      1,195     19,500      6,313     30,127     27,479:     2,878      5,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     4,491:      -994      4,458        480      4,575       -952      4,061      3,986:       430        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       60.5        3.6       59.1       19.1       91.3       83.3:       8.7       16.7
Old  :     100.0:      28.6       60.5        3.6       59.1       19.1       91.3       83.3:       8.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        14         38          7         13         12         30         55:
Old  :        73:        14         38          7         13         12         30         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       33.6       63.0       49.4       46.0       33.6       62.9       49.4
Old  :                 46.1       33.6       63.0       49.4       46.0       33.6       62.9       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,694,909: 1,931,465  1,737,937  2,100,815  6,891,258  6,627,644 10,923,538 10,466,396:   771,371  1,228,513
Old  :11,694,909: 1,931,465  1,737,937  2,100,815  6,891,258  6,627,644 10,923,538 10,466,396:   771,371  1,228,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :   131,248:    80,122    181,966    -26,038    163,518     11,408    217,602    167,336:   -86,354    -36,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.9       18.0       58.9       56.7       93.4       89.5:       6.6       10.5
Old  :     100.0:      16.5       14.9       18.0       58.9       56.7       93.4       89.5:       6.6       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        48        100        101        125        153        246        287:
Old  :       312:        48        100        101        125        153        246        287:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       22.3       32.3       32.1       14.0       14.6       22.5       18.3
Old  :                 17.7       22.3       32.3       32.1       14.0       14.6       22.5       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   699,436:    82,536     80,201     19,680    479,815    494,626    582,031    594,508:   117,405    104,928
Old  :   699,436:    82,536     80,201     19,680    479,815    494,626    582,031    594,508:   117,405    104,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    14,421:     3,724     -4,335     -3,541     10,978     21,674     11,161     13,798:     3,260        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.5        2.8       68.6       70.7       83.2       85.0:      16.8       15.0
Old  :     100.0:      11.8       11.5        2.8       68.6       70.7       83.2       85.0:      16.8       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       571:       101        122         61        232        248        363        401:
Old  :       571:       101        122         61        232        248        363        401:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       12.5       25.7       20.6       14.8       11.4       22.2       18.4
Old  :                 17.2       12.5       25.7       20.6       14.8       11.4       22.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   129,592:    11,018      3,717        257     80,800     71,694     92,075     75,668:    37,517     53,924
Old  :   129,592:    11,018      3,717        257     80,800     71,694     92,075     75,668:    37,517     53,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     1,040:      -223        596       -292        243       -307       -272         -3:     1,312      1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        2.9        0.2       62.3       55.3       71.0       58.4:      29.0       41.6
Old  :     100.0:       8.5        2.9        0.2       62.3       55.3       71.0       58.4:      29.0       41.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        11          7          3         32         32         44         41:
Old  :        69:        11          7          3         32         32         44         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       23.1       46.0       34.9       32.9       22.1       45.8       33.6
Old  :                 32.9       23.1       46.0       34.9       32.9       22.1       45.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,849,220:   362,278    387,109     92,428  1,995,076  2,114,661  2,449,782  2,594,198:   399,438    255,022
Old  : 2,849,220:   362,278    387,109     92,428  1,995,076  2,114,661  2,449,782  2,594,198:   399,438    255,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    66,906:    13,313    -31,076     -9,823     53,677    109,906     57,167     69,007:     9,739     -2,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.6        3.2       70.0       74.2       86.0       91.0:      14.0        9.0
Old  :     100.0:      12.7       13.6        3.2       70.0       74.2       86.0       91.0:      14.0        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:        97        121         57        219        239        344        389:
Old  :       557:        97        121         57        219        239        344        389:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       13.5       29.2       22.6       17.1       13.4       25.2       21.6
Old  :                 19.9       13.5       29.2       22.6       17.1       13.4       25.2       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    91,272:     8,605      4,794      1,367     70,152     80,468     80,124     86,629:    11,148      4,643
Old  :    91,272:     8,605      4,794      1,367     70,152     80,468     80,124     86,629:    11,148      4,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     1,885:      -838     -2,616       -363      3,595      3,287      2,394        308:      -509      1,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.3        1.5       76.9       88.2       87.8       94.9:      12.2        5.1
Old  :     100.0:       9.4        5.3        1.5       76.9       88.2       87.8       94.9:      12.2        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        16          6          3         50         41         67         49:
Old  :        97:        16          6          3         50         41         67         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       31.6       50.7       50.4       38.4       31.6       49.9       50.3
Old  :                 38.6       31.6       50.7       50.4       38.4       31.6       49.9       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    75,510:    19,200      5,681      2,389     45,268     61,927     66,857     69,997:     8,652      5,513
Old  :    75,510:    19,200      5,681      2,389     45,268     61,927     66,857     69,997:     8,652      5,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    12,196:     2,426     -1,247        946      5,980     11,658      9,352     11,357:     2,843        838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.5        3.2       60.0       82.0       88.5       92.7:      11.5        7.3
Old  :     100.0:      25.4        7.5        3.2       60.0       82.0       88.5       92.7:      11.5        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        74         36         13         73         63        151        108:
Old  :       227:        74         36         13         73         63        151        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       39.0       40.3       60.1       31.1       36.2       39.5       55.3
Old  :                 31.5       39.0       40.3       60.1       31.1       36.2       39.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :     9,357:       779        923          0      5,979      8,065      6,758      8,988:     2,599        369
Old  :     9,357:       779        923          0      5,979      8,065      6,758      8,988:     2,599        369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        9.9        0.0       63.9       86.2       72.2       96.1:      27.8        3.9
Old  :     100.0:       8.3        9.9        0.0       63.9       86.2       72.2       96.1:      27.8        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          0          8          9         10         11:
Old  :        21:         2          2          0          8          9         10         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       68.3       67.2       87.3       51.2       68.3       67.2       87.3
Old  :                 51.2       68.3       67.2       87.3       51.2       68.3       67.2       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   330,764:    97,731     29,416      6,320    196,446    269,309    300,497    305,045:    30,267     25,719
Old  :   330,764:    97,731     29,416      6,320    196,446    269,309    300,497    305,045:    30,267     25,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    14,193:    13,862     -5,224       -895          4     17,966     12,971     11,847:     1,222      2,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        8.9        1.9       59.4       81.4       90.8       92.2:       9.2        7.8
Old  :     100.0:      29.5        8.9        1.9       59.4       81.4       90.8       92.2:       9.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        74         35         11         69         60        146        103:
Old  :       225:        74         35         11         69         60        146        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       37.7       44.6       58.4       35.0       37.6       44.6       58.0
Old  :                 35.0       37.7       44.6       58.4       35.0       37.6       44.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   156,474:    63,386     76,642        919     76,618     43,107    140,923    120,668:    15,551     35,806
Old  :   156,474:    63,386     76,642        919     76,618     43,107    140,923    120,668:    15,551     35,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    11,979:    -1,859     17,819        141     14,384     -7,229     12,666     10,731:      -687      1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       49.0        0.6       49.0       27.5       90.1       77.1:       9.9       22.9
Old  :     100.0:      40.5       49.0        0.6       49.0       27.5       90.1       77.1:       9.9       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        22         38          9         17         16         42         60:
Old  :        86:        22         38          9         17         16         42         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       37.7       75.9       51.0       64.5       37.5       75.7       50.9
Old  :                 64.6       37.7       75.9       51.0       64.5       37.5       75.7       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    61,538:    21,612      9,087        612     27,538     42,903     49,762     52,602:    11,776      8,936
Old  :    61,538:    21,612      9,087        612     27,538     42,903     49,762     52,602:    11,776      8,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :      -221:      -355       -854        149       -374          1       -580       -704:       359        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       14.8        1.0       44.7       69.7       80.9       85.5:      19.1       14.5
Old  :     100.0:      35.1       14.8        1.0       44.7       69.7       80.9       85.5:      19.1       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        23         11          3         22         11         47         24:
Old  :        64:        23         11          3         22         11         47         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       62.2       46.7       76.0       32.9       62.2       46.7       76.0
Old  :                 32.9       62.2       46.7       76.0       32.9       62.2       46.7       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 2, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :   122,561:    40,620      9,113      2,100     69,384     20,835    112,104     32,048:    10,457     90,513
Old  :   122,561:    40,620      9,113      2,100     69,384     20,835    112,104     32,048:    10,457     90,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     5,867:       525     -1,614        116      5,933      2,063      6,574        565:      -707      5,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        7.4        1.7       56.6       17.0       91.5       26.1:       8.5       73.9
Old  :     100.0:      33.1        7.4        1.7       56.6       17.0       91.5       26.1:       8.5       73.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        38         11          8         37         24         80         38:
Old  :        95:        38         11          8         37         24         80         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9        8.9       47.6       14.1       34.7        8.8       47.4       12.5
Old  :                 34.9        8.9       47.6       14.1       34.7        8.8       47.4       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 5, 2015