BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 30, 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  :     6,913:       409      1,207        231      5,398      4,655      6,038      6,093:       875        820
Old  :     6,913:       409      1,207        231      5,398      4,655      6,038      6,093:       875        820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       236:        -3         -1         23        190        230        210        252:        26        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       17.5        3.3       78.1       67.3       87.3       88.1:      12.7       11.9
Old  :     100.0:       5.9       17.5        3.3       78.1       67.3       87.3       88.1:      12.7       11.9
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  :        40:         5          9          9         19         19         30         31:
Old  :        40:         5          9          9         19         19         30         31:
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  :                 54.7       41.6       69.2       60.5       53.1       41.6       67.3       58.8
Old  :                 54.7       41.6       69.2       60.5       53.1       41.6       67.3       58.8
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 30, 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  :    32,661:    14,566      6,447        650     15,228     16,137     30,444     23,234:     2,217      9,427
Old  :    32,661:    14,566      6,447        650     15,228     16,137     30,444     23,234:     2,217      9,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       530:       125        278        116        366       -108        607        286:       -77        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       19.7        2.0       46.6       49.4       93.2       71.1:       6.8       28.9
Old  :     100.0:      44.6       19.7        2.0       46.6       49.4       93.2       71.1:       6.8       28.9
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  :        82:        15         26         19         25         25         56         55:
Old  :        82:        15         26         19         25         25         56         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  :                 48.7       28.3       65.5       41.3       48.7       28.3       65.4       41.3
Old  :                 48.7       28.3       65.5       41.3       48.7       28.3       65.4       41.3
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 30, 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  :     5,749:       149      1,383        301      4,574      3,025      5,024      4,709:       725      1,040
Old  :     5,749:       149      1,383        301      4,574      3,025      5,024      4,709:       725      1,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       236:        19         66         33        172        137        224        236:        12          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       24.1        5.2       79.6       52.6       87.4       81.9:      12.6       18.1
Old  :     100.0:       2.6       24.1        5.2       79.6       52.6       87.4       81.9:      12.6       18.1
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  :        39:         3         11          7         18         14         26         27:
Old  :        39:         3         11          7         18         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  :                 46.6       36.8       65.5       51.1       46.6       32.2       63.8       45.5
Old  :                 46.6       36.8       65.5       51.1       46.6       32.2       63.8       45.5
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 30, 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  :     2,200:       512        214        247      1,089        932      1,848      1,393:       352        807
Old  :     2,200:       512        214        247      1,089        932      1,848      1,393:       352        807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :        35:        17         26          4         20          5         41         35:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        9.7       11.2       49.5       42.4       84.0       63.3:      16.0       36.7
Old  :     100.0:      23.3        9.7       11.2       49.5       42.4       84.0       63.3:      16.0       36.7
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  :        20:         7          2          7          7          6         15         14:
Old  :        20:         7          2          7          7          6         15         14:
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  :                 44.3       44.5       70.5       57.3       43.1       43.1       63.7       51.5
Old  :                 44.3       44.5       70.5       57.3       43.1       43.1       63.7       51.5
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 30, 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  :   220,415:    73,695     82,422     37,593     89,729     72,026    201,017    192,041:    19,398     28,374
Old  :   152,932:    64,446     71,967     25,764     50,342     36,952    140,552    134,683:    12,380     18,249
Other:    67,483:    19,418     20,624      1,660     39,387     35,074     60,465     57,358:     7,018     10,125
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     1,252:      -674      2,940       -729      2,512      1,569      1,109      3,780:       143     -2,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       37.4       17.1       40.7       32.7       91.2       87.1:       8.8       12.9
Old  :     100.0:      42.1       47.1       16.8       32.9       24.2       91.9       88.1:       8.1       11.9
Other:     100.0:      28.8       30.6        2.5       58.4       52.0       89.6       85.0:      10.4       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        83        108        108         62         69        222        229:
Old  :       285:        83        107         88         46         56        185        206:
Other:       164:        45         40         24         41         54        105        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       12.3       30.6       20.4       16.6       12.3       28.5       20.2
Old  :                 17.4       13.5       27.7       22.8       17.4       13.2       27.6       22.3
Other:                 33.9       19.2       49.4       30.2       33.9       19.2       49.4       29.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 30, 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  :   250,887:   108,174     41,848     32,228     85,962    137,209    226,364    211,285:    24,523     39,602
Old  :   250,887:   108,174     41,848     32,228     85,962    137,209    226,364    211,285:    24,523     39,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -25,369:    -9,909     -2,216     -5,003     -6,384    -15,219    -21,296    -22,438:    -4,073     -2,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       16.7       12.8       34.3       54.7       90.2       84.2:       9.8       15.8
Old  :     100.0:      43.1       16.7       12.8       34.3       54.7       90.2       84.2:       9.8       15.8
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  :       383:       114         89        105         85        132        266        279:
Old  :       383:       114         89        105         85        132        266        279:
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  :                 14.1       20.8       24.7       28.2       14.1       20.4       24.7       27.5
Old  :                 14.1       20.8       24.7       28.2       14.1       20.4       24.7       27.5
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 30, 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  :     4,004:     1,715      1,564        157      1,237      1,308      3,109      3,029:       895        975
Old  :     4,004:     1,715      1,564        157      1,237      1,308      3,109      3,029:       895        975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -305:      -211       -186        106         25       -247        -80       -327:      -225         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       39.1        3.9       30.9       32.7       77.6       75.6:      22.4       24.4
Old  :     100.0:      42.8       39.1        3.9       30.9       32.7       77.6       75.6:      22.4       24.4
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  :        65:        15         22          4         20         18         39         41:
Old  :        65:        15         22          4         20         18         39         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  :                 27.7       27.1       39.5       38.9       27.7       27.1       39.3       37.3
Old  :                 27.7       27.1       39.5       38.9       27.7       27.1       39.3       37.3
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 30, 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  :    43,410:    17,078      8,830      3,888     12,224     12,811     33,190     25,529:    10,220     17,881
Old  :    43,410:    17,078      8,830      3,888     12,224     12,811     33,190     25,529:    10,220     17,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -3,294:    -2,650     -2,169        671       -444       -843     -2,423     -2,341:      -871       -953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       20.3        9.0       28.2       29.5       76.5       58.8:      23.5       41.2
Old  :     100.0:      39.3       20.3        9.0       28.2       29.5       76.5       58.8:      23.5       41.2
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  :       205:        64         48         44         41         68        133        137:
Old  :       205:        64         48         44         41         68        133        137:
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  :                 17.0       11.8       26.2       18.7       16.5       11.7       25.6       17.6
Old  :                 17.0       11.8       26.2       18.7       16.5       11.7       25.6       17.6
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 30, 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  :     4,682:       991      3,482         34      2,771        621      3,796      4,137:       886        545
Old  :     4,682:       991      3,482         34      2,771        621      3,796      4,137:       886        545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :        45:        32        -10          9        -20         33         21         32:        24         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       74.4        0.7       59.2       13.3       81.1       88.4:      18.9       11.6
Old  :     100.0:      21.2       74.4        0.7       59.2       13.3       81.1       88.4:      18.9       11.6
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  :        21:         5          6          2         10          6         17         12:
Old  :        21:         5          6          2         10          6         17         12:
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  :                 38.7       68.2       65.3       87.1       38.4       67.8       64.1       85.3
Old  :                 38.7       68.2       65.3       87.1       38.4       67.8       64.1       85.3
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 30, 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  :    27,746:     2,636     15,499        576     23,738      9,115     26,950     25,190:       796      2,556
Old  :    27,746:     2,636     15,499        576     23,738      9,115     26,950     25,190:       796      2,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       860:       534        381        203        166        119        903        703:       -43        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       55.9        2.1       85.6       32.9       97.1       90.8:       2.9        9.2
Old  :     100.0:       9.5       55.9        2.1       85.6       32.9       97.1       90.8:       2.9        9.2
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  :        71:        16         27         10         18         16         37         50:
Old  :        71:        16         27         10         18         16         37         50:
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  :                 51.9       44.8       74.0       61.8       50.9       44.7       73.1       61.7
Old  :                 51.9       44.8       74.0       61.8       50.9       44.7       73.1       61.7
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 30, 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  :    41,744:     3,390      1,399        535     37,449     39,164     41,374     41,098:       370        646
Old  :    41,744:     3,390      1,399        535     37,449     39,164     41,374     41,098:       370        646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -510:      -489       -413          0         16       -293       -473       -706:       -37        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.4        1.3       89.7       93.8       99.1       98.5:       0.9        1.5
Old  :     100.0:       8.1        3.4        1.3       89.7       93.8       99.1       98.5:       0.9        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  :        28:         8          4          1         10         11         18         16:
Old  :        28:         8          4          1         10         11         18         16:
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  :                 75.5       79.6       90.1       91.6       73.4       79.6       87.0       90.7
Old  :                 75.5       79.6       90.1       91.6       73.4       79.6       87.0       90.7
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 30, 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  :    91,797:    23,105     46,555      1,907     44,418     13,665     69,430     62,127:    22,367     29,670
Old  :    91,797:    23,105     46,555      1,907     44,418     13,665     69,430     62,127:    22,367     29,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    10,417:     4,835     10,706       -313      5,821       -526     10,343      9,867:        74        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       50.7        2.1       48.4       14.9       75.6       67.7:      24.4       32.3
Old  :     100.0:      25.2       50.7        2.1       48.4       14.9       75.6       67.7:      24.4       32.3
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  :        76:        20         27          8         17         17         40         51:
Old  :        76:        20         27          8         17         17         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  :                 37.0       32.4       49.1       40.1       37.0       32.4       49.1       40.0
Old  :                 37.0       32.4       49.1       40.1       37.0       32.4       49.1       40.0
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 30, 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  :    21,472:     9,559      2,704          5      2,923      6,424     12,487      9,133:     8,985     12,339
Old  :    21,472:     9,559      2,704          5      2,923      6,424     12,487      9,133:     8,985     12,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -397:      -351       -134         -1        331        484        -21        349:      -376       -746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       12.6        0.0       13.6       29.9       58.2       42.5:      41.8       57.5
Old  :     100.0:      44.5       12.6        0.0       13.6       29.9       58.2       42.5:      41.8       57.5
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  :        24:         9          4          2          5          9         15         14:
Old  :        24:         9          4          2          5          9         15         14:
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  :                 33.6       22.5       49.3       36.0       33.6       22.5       49.3       36.0
Old  :                 33.6       22.5       49.3       36.0       33.6       22.5       49.3       36.0
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 30, 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  :   111,471:    36,051     74,810        551     71,744     29,191    108,346    104,552:     3,125      6,919
Old  :   111,471:    36,051     74,810        551     71,744     29,191    108,346    104,552:     3,125      6,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -405:    -3,351      7,541        184      2,444     -8,937       -723     -1,212:       318        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       67.1        0.5       64.4       26.2       97.2       93.8:       2.8        6.2
Old  :     100.0:      32.3       67.1        0.5       64.4       26.2       97.2       93.8:       2.8        6.2
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  :       116:        26         56          7         21         17         53         74:
Old  :       116:        26         56          7         21         17         53         74:
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  :                 60.6       48.9       74.2       67.4       60.6       48.9       74.2       67.4
Old  :                 60.6       48.9       74.2       67.4       60.6       48.9       74.2       67.4
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 30, 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  :   181,413:    53,656     66,415        966    101,251     94,133    155,873    161,514:    25,540     19,899
Old  :   181,413:    53,656     66,415        966    101,251     94,133    155,873    161,514:    25,540     19,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     2,772:     2,126     -7,309       -268      3,766     12,235      5,624      4,658:    -2,852     -1,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       36.6        0.5       55.8       51.9       85.9       89.0:      14.1       11.0
Old  :     100.0:      29.6       36.6        0.5       55.8       51.9       85.9       89.0:      14.1       11.0
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  :       115:        32         39          5         24         34         59         75:
Old  :       115:        32         39          5         24         34         59         75:
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  :                 50.1       36.1       60.3       50.6       50.1       35.9       60.2       50.3
Old  :                 50.1       36.1       60.3       50.6       50.1       35.9       60.2       50.3
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 30, 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  :   254,014:    45,479    124,301      4,048    187,745     70,463    237,272    198,812:    16,742     55,202
Old  :   254,014:    45,479    124,301      4,048    187,745     70,463    237,272    198,812:    16,742     55,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     6,175:     6,460     -2,435        331     -3,165     14,877      3,626     12,773:     2,549     -6,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       48.9        1.6       73.9       27.7       93.4       78.3:       6.6       21.7
Old  :     100.0:      17.9       48.9        1.6       73.9       27.7       93.4       78.3:       6.6       21.7
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  :       125:        21         59         14         24         33         53         98:
Old  :       125:        21         59         14         24         33         53         98:
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  :                 63.6       33.7       75.6       42.6       63.4       33.7       75.5       42.6
Old  :                 63.6       33.7       75.6       42.6       63.4       33.7       75.5       42.6
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 30, 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  :   346,115:    65,554    165,589      5,526    236,963    102,207    308,043    273,322:    38,072     72,793
Old  :   346,115:    65,554    165,589      5,526    236,963    102,207    308,043    273,322:    38,072     72,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       688:    -2,313     -1,584        504      3,801        954      1,992       -126:    -1,304        814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       47.8        1.6       68.5       29.5       89.0       79.0:      11.0       21.0
Old  :     100.0:      18.9       47.8        1.6       68.5       29.5       89.0       79.0:      11.0       21.0
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  :       234:        59         87         34         49         63        125        168:
Old  :       234:        59         87         34         49         63        125        168:
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  :                 33.2       20.6       45.0       29.3       33.2       20.6       45.0       29.3
Old  :                 33.2       20.6       45.0       29.3       33.2       20.6       45.0       29.3
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 30, 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  :    19,096:     9,977      6,433      3,735      4,428      7,963     18,140     18,131:       956        965
Old  :    19,096:     9,977      6,433      3,735      4,428      7,963     18,140     18,131:       956        965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,552:     2,865       -858        560          6      3,778      3,431      3,480:       121         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       33.7       19.6       23.2       41.7       95.0       94.9:       5.0        5.1
Old  :     100.0:      52.2       33.7       19.6       23.2       41.7       95.0       94.9:       5.0        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  :        23:         8          8          3          4          6         15         14:
Old  :        23:         8          8          3          4          6         15         14:
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  :                 63.6       77.5       83.8       89.8       46.1       50.2       56.6       55.0
Old  :                 63.6       77.5       83.8       89.8       46.1       50.2       56.6       55.0
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 30, 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  :    43,256:    16,949     33,015        681     22,781      2,618     40,411     36,314:     2,845      6,942
Old  :    43,256:    16,949     33,015        681     22,781      2,618     40,411     36,314:     2,845      6,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       345:    -2,712       -209        -12      2,937        280        213         59:       132        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       76.3        1.6       52.7        6.1       93.4       84.0:       6.6       16.0
Old  :     100.0:      39.2       76.3        1.6       52.7        6.1       93.4       84.0:       6.6       16.0
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  :        82:        17         46          3         14          8         32         56:
Old  :        82:        17         46          3         14          8         32         56:
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  :                 45.6       39.6       64.4       52.6       45.6       39.6       64.4       52.6
Old  :                 45.6       39.6       64.4       52.6       45.6       39.6       64.4       52.6
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 30, 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  :11,096,378: 1,650,737  1,403,331  1,965,443  6,689,290  6,496,460 10,305,470  9,865,234:   790,908  1,231,144
Old  :11,096,378: 1,650,737  1,403,331  1,965,443  6,689,290  6,496,460 10,305,470  9,865,234:   790,908  1,231,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   103,010:   -33,458     36,778    -10,219    174,326    117,035    130,649    143,594:   -27,639    -40,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       12.6       17.7       60.3       58.5       92.9       88.9:       7.1       11.1
Old  :     100.0:      14.9       12.6       17.7       60.3       58.5       92.9       88.9:       7.1       11.1
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  :       292:        39         97         97        122        142        236        269:
Old  :       292:        39         97         97        122        142        236        269:
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  :                 19.6       20.8       33.5       30.3       12.9       15.4       21.4       19.7
Old  :                 19.6       20.8       33.5       30.3       12.9       15.4       21.4       19.7
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 30, 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  :   624,941:    74,469     97,279     23,389    424,124    410,936    521,983    531,604:   102,958     93,337
Old  :   624,941:    74,469     97,279     23,389    424,124    410,936    521,983    531,604:   102,958     93,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    15,984:      -760     12,531      7,010      4,291     -4,717     10,541     14,824:     5,443      1,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.6        3.7       67.9       65.8       83.5       85.1:      16.5       14.9
Old  :     100.0:      11.9       15.6        3.7       67.9       65.8       83.5       85.1:      16.5       14.9
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  :       563:        97        123         58        223        245        351        396:
Old  :       563:        97        123         58        223        245        351        396:
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       12.6       26.2       21.2       13.5       12.1       21.9       20.2
Old  :                 17.2       12.6       26.2       21.2       13.5       12.1       21.9       20.2
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 30, 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  :    96,685:    10,589      6,576      1,411     52,619     43,905     64,619     51,892:    32,066     44,793
Old  :    96,685:    10,589      6,576      1,411     52,619     43,905     64,619     51,892:    32,066     44,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     2,809:     1,227      6,132      1,200      2,313     -7,610      4,740       -278:    -1,931      3,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        6.8        1.5       54.4       45.4       66.8       53.7:      33.2       46.3
Old  :     100.0:      11.0        6.8        1.5       54.4       45.4       66.8       53.7:      33.2       46.3
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  :        65:        13          6          3         29         26         43         35:
Old  :        65:        13          6          3         29         26         43         35:
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  :                 26.6       24.4       39.3       38.6       26.5       23.7       39.2       36.9
Old  :                 26.6       24.4       39.3       38.6       26.5       23.7       39.2       36.9
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 30, 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  : 2,641,281:   357,634    491,751     71,658  1,857,527  1,835,153  2,286,819  2,398,562:   354,462    242,719
Old  : 2,641,281:   357,634    491,751     71,658  1,857,527  1,835,153  2,286,819  2,398,562:   354,462    242,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    65,874:    26,380     68,312     -7,265      9,888     14,463     29,003     75,510:    36,871     -9,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       18.6        2.7       70.3       69.5       86.6       90.8:      13.4        9.2
Old  :     100.0:      13.5       18.6        2.7       70.3       69.5       86.6       90.8:      13.4        9.2
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  :       551:        92        124         53        216        236        336        385:
Old  :       551:        92        124         53        216        236        336        385:
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  :                 19.1       14.0       29.2       24.3       14.8       13.5       23.6       22.4
Old  :                 19.1       14.0       29.2       24.3       14.8       13.5       23.6       22.4
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 30, 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  :    90,362:    11,926      4,153      1,403     65,594     81,522     78,923     87,078:    11,439      3,284
Old  :    90,362:    11,926      4,153      1,403     65,594     81,522     78,923     87,078:    11,439      3,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,374:       267        855        394     -1,751     -2,621     -1,090     -1,372:      -284         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.6        1.6       72.6       90.2       87.3       96.4:      12.7        3.6
Old  :     100.0:      13.2        4.6        1.6       72.6       90.2       87.3       96.4:      12.7        3.6
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  :        92:        18          4          3         49         39         67         46:
Old  :        92:        18          4          3         49         39         67         46:
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  :                 36.9       37.6       48.4       60.3       36.4       37.5       47.3       60.2
Old  :                 36.9       37.6       48.4       60.3       36.4       37.5       47.3       60.2
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 30, 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  :    62,195:    14,098      7,910      1,161     41,736     49,774     56,995     58,845:     5,200      3,350
Old  :    62,195:    14,098      7,910      1,161     41,736     49,774     56,995     58,845:     5,200      3,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -7,130:    -6,097      2,656         38       -246     -9,472     -6,304     -6,778:      -825       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       12.7        1.9       67.1       80.0       91.6       94.6:       8.4        5.4
Old  :     100.0:      22.7       12.7        1.9       67.1       80.0       91.6       94.6:       8.4        5.4
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  :       220:        61         38         12         74         58        142        101:
Old  :       220:        61         38         12         74         58        142        101:
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  :                 41.5       33.4       49.4       54.0       41.5       33.4       49.4       53.8
Old  :                 41.5       33.4       49.4       54.0       41.5       33.4       49.4       53.8
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 30, 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  :   310,974:    70,490     39,551      5,803    208,681    248,869    284,974    294,223:    26,000     16,751
Old  :   310,974:    70,490     39,551      5,803    208,681    248,869    284,974    294,223:    26,000     16,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -35,649:   -30,484     13,278        192     -1,230    -47,360    -31,522    -33,890:    -4,127     -1,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       12.7        1.9       67.1       80.0       91.6       94.6:       8.4        5.4
Old  :     100.0:      22.7       12.7        1.9       67.1       80.0       91.6       94.6:       8.4        5.4
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  :       220:        61         38         12         74         58        142        101:
Old  :       220:        61         38         12         74         58        142        101:
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  :                 41.5       33.4       49.4       54.0       41.5       33.4       49.4       53.8
Old  :                 41.5       33.4       49.4       54.0       41.5       33.4       49.4       53.8
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 30, 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  :   118,443:    54,909     66,940         34     48,384     19,641    103,327     86,615:    15,116     31,828
Old  :   118,443:    54,909     66,940         34     48,384     19,641    103,327     86,615:    15,116     31,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     2,259:    -1,190      1,789       -417      4,287         19      2,680      1,391:      -421        868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       56.5        0.0       40.9       16.6       87.2       73.1:      12.8       26.9
Old  :     100.0:      46.4       56.5        0.0       40.9       16.6       87.2       73.1:      12.8       26.9
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  :        68:        16         29          2         17         11         34         41:
Old  :        68:        16         29          2         17         11         34         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  :                 56.6       43.4       71.9       53.6       56.5       43.2       71.9       53.4
Old  :                 56.6       43.4       71.9       53.6       56.5       43.2       71.9       53.4
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 30, 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  :    54,863:    14,884     15,245          1     28,614     34,285     43,499     49,531:    11,364      5,332
Old  :    54,863:    14,884     15,245          1     28,614     34,285     43,499     49,531:    11,364      5,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,373:    -2,239         96          1          3         91     -2,235        188:       862     -1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       27.8        0.0       52.2       62.5       79.3       90.3:      20.7        9.7
Old  :     100.0:      27.1       27.8        0.0       52.2       62.5       79.3       90.3:      20.7        9.7
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  :        61:        17         15          1         23         10         41         25:
Old  :        61:        17         15          1         23         10         41         25:
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  :                 36.1       67.2       51.6       78.6       36.1       67.2       51.6       78.6
Old  :                 36.1       67.2       51.6       78.6       36.1       67.2       51.6       78.6
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 30, 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  :   118,273:    43,104      8,049        278     63,615     10,996    106,997     19,323:    11,276     98,950
Old  :   118,273:    43,104      8,049        278     63,615     10,996    106,997     19,323:    11,276     98,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     4,355:    -1,247     -3,763        184      3,308      2,915      2,245       -664:     2,110      5,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        6.8        0.2       53.8        9.3       90.5       16.3:       9.5       83.7
Old  :     100.0:      36.4        6.8        0.2       53.8        9.3       90.5       16.3:       9.5       83.7
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  :        83:        36          8          2         30         16         66         26:
Old  :        83:        36          8          2         30         16         66         26:
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  :                 36.2        6.7       50.8       10.6       36.2        6.4       50.3        9.7
Old  :                 36.2        6.7       50.8       10.6       36.2        6.4       50.3        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 6, 2015