BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, September 22, 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  :     6,424:       657        543        320      4,491      4,875      5,468      5,738:       956        686
Old  :     6,424:       657        543        320      4,491      4,875      5,468      5,738:       956        686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       -64:      -126         60         28         69       -130        -29        -42:       -35        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        8.5        5.0       69.9       75.9       85.1       89.3:      14.9       10.7
Old  :     100.0:      10.2        8.5        5.0       69.9       75.9       85.1       89.3:      14.9       10.7
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  :        34:         5          8          8         14         16         24         27:
Old  :        34:         5          8          8         14         16         24         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  :                 50.7       55.4       70.1       72.0       50.3       54.6       68.6       69.6
Old  :                 50.7       55.4       70.1       72.0       50.3       54.6       68.6       69.6
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, September 22, 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  :    27,318:    11,572      5,638        554     12,496     14,067     24,622     20,259:     2,696      7,059
Old  :    27,318:    11,572      5,638        554     12,496     14,067     24,622     20,259:     2,696      7,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       683:       129        732         57        365       -109        551        680:       132          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       20.6        2.0       45.7       51.5       90.1       74.2:       9.9       25.8
Old  :     100.0:      42.4       20.6        2.0       45.7       51.5       90.1       74.2:       9.9       25.8
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  :        82:        14         26         17         25         26         50         58:
Old  :        82:        14         26         17         25         26         50         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       31.8       57.7       44.9       43.2       31.8       57.5       44.9
Old  :                 43.4       31.8       57.7       44.9       43.2       31.8       57.5       44.9
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, September 22, 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  :     5,846:       376        975        364      4,304      3,667      5,044      5,006:       802        840
Old  :     5,846:       376        975        364      4,304      3,667      5,044      5,006:       802        840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        70:      -124         21         -8        255        317        123        330:       -53       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       16.7        6.2       73.6       62.7       86.3       85.6:      13.7       14.4
Old  :     100.0:       6.4       16.7        6.2       73.6       62.7       86.3       85.6:      13.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6         10          9         22         15         32         30:
Old  :        41:         6         10          9         22         15         32         30:
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  :                 39.0       34.6       55.5       52.6       39.0       27.0       52.6       42.0
Old  :                 39.0       34.6       55.5       52.6       39.0       27.0       52.6       42.0
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, September 22, 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  :     2,500:       133        545        150      1,963      1,111      2,246      1,806:       254        694
Old  :     2,500:       133        545        150      1,963      1,111      2,246      1,806:       254        694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       -65:        26       -441         31       -155        394        -98        -16:        33        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       21.8        6.0       78.5       44.4       89.8       72.2:      10.2       27.8
Old  :     100.0:       5.3       21.8        6.0       78.5       44.4       89.8       72.2:      10.2       27.8
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  :        21:         4          3          5          8          9         15         14:
Old  :        21:         4          3          5          8          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  :                 61.3       50.2       80.6       64.7       60.2       47.2       76.6       60.6
Old  :                 61.3       50.2       80.6       64.7       60.2       47.2       76.6       60.6
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, September 22, 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  :   195,340:    70,103     59,016     35,930     71,542     72,308    177,575    167,254:    17,765     28,086
Old  :    32,659:    24,769     16,344        351      3,674     10,478     28,794     27,173:     3,865      5,486
Other:   162,681:    57,120     54,458     23,793     67,868     61,830    148,781    140,081:    13,900     22,600
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       342:      -703     -5,668      1,933      1,227      3,695      2,457        -40:    -2,115        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       30.2       18.4       36.6       37.0       90.9       85.6:       9.1       14.4
Old  :     100.0:      75.8       50.0        1.1       11.2       32.1       88.2       83.2:      11.8       16.8
Other:     100.0:      35.1       33.5       14.6       41.7       38.0       91.5       86.1:       8.5       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        99         80         93         60         72        217        199:
Old  :       171:        69         43          5         16         44         90         87:
Other:       263:        72         95         73         57         68        181        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       12.2       26.8       20.9       15.8       12.2       26.6       20.4
Old  :                 29.0       26.7       44.8       38.4       29.0       26.7       44.8       38.4
Other:                 18.1       10.9       31.2       19.7       18.1       10.5       31.1       18.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, September 22, 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  :   267,058:    71,358     83,749     53,487    112,188     88,841    237,033    226,077:    30,025     40,981
Old  :   267,058:    71,358     83,749     53,487    112,188     88,841    237,033    226,077:    30,025     40,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     7,197:      -146      6,879      2,023      5,984     -2,324      7,861      6,578:      -664        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       31.4       20.0       42.0       33.3       88.8       84.7:      11.2       15.3
Old  :     100.0:      26.7       31.4       20.0       42.0       33.3       88.8       84.7:      11.2       15.3
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  :       416:       114        113        152        106        120        312        328:
Old  :       416:       114        113        152        106        120        312        328:
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  :                 14.0       16.7       23.0       24.9       13.7       16.4       22.4       24.5
Old  :                 14.0       16.7       23.0       24.9       13.7       16.4       22.4       24.5
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, September 22, 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  :     5,618:     1,853      3,214        760      1,764        285      4,377      4,259:     1,241      1,359
Old  :     5,618:     1,853      3,214        760      1,764        285      4,377      4,259:     1,241      1,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        29:      -109        -78        127        -48        -51        -30         -2:        59         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       57.2       13.5       31.4        5.1       77.9       75.8:      22.1       24.2
Old  :     100.0:      33.0       57.2       13.5       31.4        5.1       77.9       75.8:      22.1       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        20         27          7         24         11         49         42:
Old  :        75:        20         27          7         24         11         49         42:
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       30.1       30.8       45.0       15.4       27.3       26.3       39.7
Old  :                 19.1       30.1       30.8       45.0       15.4       27.3       26.3       39.7
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, September 22, 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  :    38,008:    10,196     10,439      6,589     13,337      7,567     30,122     24,595:     7,886     13,413
Old  :    38,008:    10,196     10,439      6,589     13,337      7,567     30,122     24,595:     7,886     13,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     1,450:        21        787        236      1,239        808      1,496      1,831:       -46       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       27.5       17.3       35.1       19.9       79.3       64.7:      20.7       35.3
Old  :     100.0:      26.8       27.5       17.3       35.1       19.9       79.3       64.7:      20.7       35.3
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  :       187:        47         56         46         51         53        130        133:
Old  :       187:        47         56         46         51         53        130        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9        9.7       24.2       16.9       11.8        8.9       20.7       15.0
Old  :                 13.9        9.7       24.2       16.9       11.8        8.9       20.7       15.0
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, September 22, 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  :     3,888:       687      2,619        118      1,822        706      2,627      3,443:     1,261        445
Old  :     3,888:       687      2,619        118      1,822        706      2,627      3,443:     1,261        445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        -7:         0        174         -5          9        -44          4        125:       -11       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       67.4        3.0       46.9       18.2       67.6       88.6:      32.4       11.4
Old  :     100.0:      17.7       67.4        3.0       46.9       18.2       67.6       88.6:      32.4       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          9          7          8          6         17         15:
Old  :        22:         2          9          7          8          6         17         15:
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  :                 40.6       59.2       61.3       74.0       39.5       58.9       60.0       73.0
Old  :                 40.6       59.2       61.3       74.0       39.5       58.9       60.0       73.0
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, September 22, 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  :    24,273:     2,251     11,890        624     20,878      9,282     23,753     21,796:       520      2,477
Old  :    24,273:     2,251     11,890        624     20,878      9,282     23,753     21,796:       520      2,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       783:       163        235        -33        673        344        803        546:       -20        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       49.0        2.6       86.0       38.2       97.9       89.8:       2.1       10.2
Old  :     100.0:       9.3       49.0        2.6       86.0       38.2       97.9       89.8:       2.1       10.2
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  :        72:        13         27         13         18         18         41         49:
Old  :        72:        13         27         13         18         18         41         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       41.3       73.2       58.7       46.7       41.0       73.0       57.8
Old  :                 46.9       41.3       73.2       58.7       46.7       41.0       73.0       57.8
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, September 22, 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  :    34,353:     1,157      3,700          0     32,549     30,201     33,706     33,901:       647        452
Old  :    34,353:     1,157      3,700          0     32,549     30,201     33,706     33,901:       647        452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -19,885:    -1,604        410       -950    -17,305    -19,254    -19,859    -19,794:       -26        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       10.8        0.0       94.7       87.9       98.1       98.7:       1.9        1.3
Old  :     100.0:       3.4       10.8        0.0       94.7       87.9       98.1       98.7:       1.9        1.3
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  :        24:         3          5          0         11          9         14         14:
Old  :        24:         3          5          0         11          9         14         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  :                 82.1       83.7       94.8       94.0       81.6       83.7       93.8       93.0
Old  :                 82.1       83.7       94.8       94.0       81.6       83.7       93.8       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, September 22, 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  :   136,213:    40,901     79,295      1,985     72,839     15,226    115,725     96,506:    20,488     39,707
Old  :   136,213:    40,901     79,295      1,985     72,839     15,226    115,725     96,506:    20,488     39,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -51,830:    12,392      3,703    -18,539    -45,502    -33,783    -51,649    -48,619:      -181     -3,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       58.2        1.5       53.5       11.2       85.0       70.8:      15.0       29.2
Old  :     100.0:      30.0       58.2        1.5       53.5       11.2       85.0       70.8:      15.0       29.2
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  :        82:        25         26          8         22         16         49         48:
Old  :        82:        25         26          8         22         16         49         48:
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  :                 46.4       42.3       58.7       51.6       46.0       42.2       58.3       51.5
Old  :                 46.4       42.3       58.7       51.6       46.0       42.2       58.3       51.5
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, September 22, 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  :    36,981:    13,722     15,598        126     15,873      3,973     29,721     19,697:     7,260     17,284
Old  :    36,981:    13,722     15,598        126     15,873      3,973     29,721     19,697:     7,260     17,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -865:    -5,317        341        -15      4,271        -21     -1,061        305:       196     -1,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       42.2        0.3       42.9       10.7       80.4       53.3:      19.6       46.7
Old  :     100.0:      37.1       42.2        0.3       42.9       10.7       80.4       53.3:      19.6       46.7
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  :        32:         8          9          3          9          8         18         19:
Old  :        32:         8          9          3          9          8         18         19:
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  :                 53.8       34.5       68.0       44.2       53.8       34.5       68.0       44.2
Old  :                 53.8       34.5       68.0       44.2       53.8       34.5       68.0       44.2
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, September 22, 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  :   126,544:    47,626     59,982      6,330     69,458     52,339    123,414    118,651:     3,130      7,893
Old  :   126,544:    47,626     59,982      6,330     69,458     52,339    123,414    118,651:     3,130      7,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -4,011:    25,877    -17,052      4,816    -35,269      7,839     -4,576     -4,397:       565        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       47.4        5.0       54.9       41.4       97.5       93.8:       2.5        6.2
Old  :     100.0:      37.6       47.4        5.0       54.9       41.4       97.5       93.8:       2.5        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  :       113:        25         56          8         13         23         43         83:
Old  :       113:        25         56          8         13         23         43         83:
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  :                 61.6       32.1       77.5       49.4       60.9       32.1       76.6       49.3
Old  :                 61.6       32.1       77.5       49.4       60.9       32.1       76.6       49.3
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, September 22, 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  :   146,573:    45,001     43,734      1,388     80,548     75,542    126,937    120,664:    19,636     25,909
Old  :   146,573:    45,001     43,734      1,388     80,548     75,542    126,937    120,664:    19,636     25,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       869:     1,795     -3,091        -10     -2,033      6,660       -248      3,559:     1,117     -2,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       29.8        0.9       55.0       51.5       86.6       82.3:      13.4       17.7
Old  :     100.0:      30.7       29.8        0.9       55.0       51.5       86.6       82.3:      13.4       17.7
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  :        94:        27         27          7         16         31         45         63:
Old  :        94:        27         27          7         16         31         45         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       34.0       66.1       48.2       55.1       33.8       66.0       48.0
Old  :                 55.1       34.0       66.1       48.2       55.1       33.8       66.0       48.0
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, September 22, 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  :   177,439:    48,282     71,960      3,560    103,792     72,205    155,634    147,725:    21,805     29,714
Old  :   177,439:    48,282     71,960      3,560    103,792     72,205    155,634    147,725:    21,805     29,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    11,358:    11,833      8,697        -51     -3,582      4,390      8,200     13,036:     3,158     -1,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       40.6        2.0       58.5       40.7       87.7       83.3:      12.3       16.7
Old  :     100.0:      27.2       40.6        2.0       58.5       40.7       87.7       83.3:      12.3       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        42         38         12         26         34         73         79:
Old  :       129:        42         38         12         26         34         73         79:
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  :                 49.9       37.8       61.7       47.9       49.9       37.8       61.3       47.7
Old  :                 49.9       37.8       61.7       47.9       49.9       37.8       61.3       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, September 22, 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  :   315,450:    63,526    144,559      5,744    204,828    102,714    274,098    253,017:    41,352     62,433
Old  :   315,450:    63,526    144,559      5,744    204,828    102,714    274,098    253,017:    41,352     62,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     4,084:       110     -3,059     -1,000      3,352      3,648      2,462       -411:     1,622      4,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       45.8        1.8       64.9       32.6       86.9       80.2:      13.1       19.8
Old  :     100.0:      20.1       45.8        1.8       64.9       32.6       86.9       80.2:      13.1       19.8
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  :       219:        50         88         30         51         53        116        157:
Old  :       219:        50         88         30         51         53        116        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       20.6       48.7       29.4       32.2       20.6       48.0       29.4
Old  :                 32.2       20.6       48.7       29.4       32.2       20.6       48.0       29.4
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, September 22, 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  :    21,809:    11,204     17,052        289      9,278      2,451     20,771     19,792:     1,038      2,017
Old  :    21,809:    11,204     17,052        289      9,278      2,451     20,771     19,792:     1,038      2,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -306:    -1,015       -927         -9        704        700       -320       -236:        14        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4       78.2        1.3       42.5       11.2       95.2       90.8:       4.8        9.2
Old  :     100.0:      51.4       78.2        1.3       42.5       11.2       95.2       90.8:       4.8        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  :        26:         8         13          3          4          2         14         16:
Old  :        26:         8         13          3          4          2         14         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  :                 62.5       74.1       91.2       85.5       59.6       69.5       80.7       75.7
Old  :                 62.5       74.1       91.2       85.5       59.6       69.5       80.7       75.7
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, September 22, 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  :    35,920:    22,990     26,519        224     11,126      3,286     34,340     30,029:     1,580      5,891
Old  :    35,920:    22,990     26,519        224     11,126      3,286     34,340     30,029:     1,580      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     2,568:       528      1,963          1      2,083          4      2,612      1,968:       -44        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       73.8        0.6       31.0        9.1       95.6       83.6:       4.4       16.4
Old  :     100.0:      64.0       73.8        0.6       31.0        9.1       95.6       83.6:       4.4       16.4
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  :        73:        13         39          3         14         10         29         50:
Old  :        73:        13         39          3         14         10         29         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  :                 64.1       33.1       78.1       49.9       64.1       33.1       78.1       49.9
Old  :                 64.1       33.1       78.1       49.9       64.1       33.1       78.1       49.9
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, September 22, 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  :11,171,667: 1,619,499  1,156,766  2,222,354  6,526,492  6,697,158 10,368,345 10,076,278:   803,322  1,095,389
Old  :11,171,667: 1,619,499  1,156,766  2,222,354  6,526,492  6,697,158 10,368,345 10,076,278:   803,322  1,095,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    59,444:   -53,138   -100,576     42,974    103,870    163,724     93,706    106,122:   -34,262    -46,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       10.4       19.9       58.4       59.9       92.8       90.2:       7.2        9.8
Old  :     100.0:      14.5       10.4       19.9       58.4       59.9       92.8       90.2:       7.2        9.8
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  :       291:        55         80        100        120        142        236        271:
Old  :       291:        55         80        100        120        142        236        271:
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  :                 20.2       20.9       34.9       31.2       13.1       13.1       22.5       17.0
Old  :                 20.2       20.9       34.9       31.2       13.1       13.1       22.5       17.0
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, September 22, 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  :   679,965:    73,204    113,974     17,188    473,258    429,572    563,650    560,735:   116,315    119,230
Old  :   679,965:    73,204    113,974     17,188    473,258    429,572    563,650    560,735:   116,315    119,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :  -241,278:    -6,123       -553    -11,077   -165,100   -169,637   -182,300   -181,266:   -58,978    -60,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       16.8        2.5       69.6       63.2       82.9       82.5:      17.1       17.5
Old  :     100.0:      10.8       16.8        2.5       69.6       63.2       82.9       82.5:      17.1       17.5
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  :       588:        98        141         62        223        247        354        418:
Old  :       588:        98        141         62        223        247        354        418:
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  :                 17.6       11.5       28.2       19.0       14.7       11.1       24.9       17.3
Old  :                 17.6       11.5       28.2       19.0       14.7       11.1       24.9       17.3
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, September 22, 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  :   102,834:    11,145      3,907        205     62,207     34,497     73,557     38,609:    29,277     64,225
Old  :   102,834:    11,145      3,907        205     62,207     34,497     73,557     38,609:    29,277     64,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :  -110,783:    -7,307      2,035     -1,227    -97,479    -56,152   -106,013    -55,344:    -4,770    -55,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.8        0.2       60.5       33.5       71.5       37.5:      28.5       62.5
Old  :     100.0:      10.8        3.8        0.2       60.5       33.5       71.5       37.5:      28.5       62.5
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  :        66:         9         10          2         31         27         41         38:
Old  :        66:         9         10          2         31         27         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       20.5       41.4       28.2       28.5       19.8       40.1       26.4
Old  :                 29.4       20.5       41.4       28.2       28.5       19.8       40.1       26.4
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, September 22, 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  : 2,885,655:   325,575    565,618     69,636  2,055,253  1,975,377  2,450,464  2,610,631:   435,191    275,024
Old  : 2,885,655:   325,575    565,618     69,636  2,055,253  1,975,377  2,450,464  2,610,631:   435,191    275,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :  -652,476:   -21,261    -40,118    -22,070   -338,103   -567,423   -381,434   -629,611:  -271,042    -22,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       19.6        2.4       71.2       68.5       84.9       90.5:      15.1        9.5
Old  :     100.0:      11.3       19.6        2.4       71.2       68.5       84.9       90.5:      15.1        9.5
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  :       576:        94        142         52        214        232        339        395:
Old  :       576:        94        142         52        214        232        339        395:
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       13.5       29.5       21.7       16.0       12.8       25.7       19.9
Old  :                 19.1       13.5       29.5       21.7       16.0       12.8       25.7       19.9
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, September 22, 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  :    82,018:     7,711      3,444        307     65,716     73,361     73,734     77,112:     8,284      4,906
Old  :    82,018:     7,711      3,444        307     65,716     73,361     73,734     77,112:     8,284      4,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -6,701:      -298       -218       -528     -5,302     -6,248     -6,128     -6,994:      -573        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        4.2        0.4       80.1       89.4       89.9       94.0:      10.1        6.0
Old  :     100.0:       9.4        4.2        0.4       80.1       89.4       89.9       94.0:      10.1        6.0
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  :        80:        11          5          2         43         34         54         41:
Old  :        80:        11          5          2         43         34         54         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  :                 37.7       48.9       54.3       70.6       37.1       48.8       53.6       70.1
Old  :                 37.7       48.9       54.3       70.6       37.1       48.8       53.6       70.1
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, September 22, 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  :    53,300:    13,113     11,306        660     35,582     36,808     49,355     48,774:     3,945      4,526
Old  :    53,300:    13,113     11,306        660     35,582     36,808     49,355     48,774:     3,945      4,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -11,403:     2,633        703       -827    -12,950    -10,990    -11,144    -11,114:      -259       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.2        1.2       66.8       69.1       92.6       91.5:       7.4        8.5
Old  :     100.0:      24.6       21.2        1.2       66.8       69.1       92.6       91.5:       7.4        8.5
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  :       220:        46         58         12         60         71        113        134:
Old  :       220:        46         58         12         60         71        113        134:
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  :                 45.2       27.8       53.4       42.9       45.2       27.7       53.4       42.7
Old  :                 45.2       27.8       53.4       42.9       45.2       27.7       53.4       42.7
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, September 22, 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  :   266,500:    65,564     56,528      3,302    177,911    184,040    246,777    243,870:    19,723     22,630
Old  :   266,500:    65,564     56,528      3,302    177,911    184,040    246,777    243,870:    19,723     22,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -57,015:    13,167      3,515     -4,136    -64,752    -54,948    -55,721    -55,569:    -1,294     -1,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.2        1.2       66.8       69.1       92.6       91.5:       7.4        8.5
Old  :     100.0:      24.6       21.2        1.2       66.8       69.1       92.6       91.5:       7.4        8.5
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  :       220:        46         58         12         60         71        113        134:
Old  :       220:        46         58         12         60         71        113        134:
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  :                 45.2       27.8       53.4       42.9       45.2       27.7       53.4       42.7
Old  :                 45.2       27.8       53.4       42.9       45.2       27.7       53.4       42.7
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, September 22, 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  :   147,279:    42,666     95,498        989     89,836     13,865    133,491    110,352:    13,788     36,927
Old  :   147,279:    42,666     95,498        989     89,836     13,865    133,491    110,352:    13,788     36,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -9,600:   -16,451     -4,348        354      5,296     -4,207    -10,801     -8,201:     1,201     -1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       64.8        0.7       61.0        9.4       90.6       74.9:       9.4       25.1
Old  :     100.0:      29.0       64.8        0.7       61.0        9.4       90.6       74.9:       9.4       25.1
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  :        86:        19         42          4         19         11         39         56:
Old  :        86:        19         42          4         19         11         39         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  :                 61.0       41.0       73.8       49.2       61.0       40.9       73.8       49.2
Old  :                 61.0       41.0       73.8       49.2       61.0       40.9       73.8       49.2
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, September 22, 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  :    48,179:    18,689     20,933          0     21,276     19,627     39,965     40,560:     8,214      7,619
Old  :    48,179:    18,689     20,933          0     21,276     19,627     39,965     40,560:     8,214      7,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     2,093:     2,303      2,673       -520         27         27      1,810      2,180:       283        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       43.4        0.0       44.2       40.7       83.0       84.2:      17.0       15.8
Old  :     100.0:      38.8       43.4        0.0       44.2       40.7       83.0       84.2:      17.0       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  :        63:        17         18          0         19         11         36         29:
Old  :        63:        17         18          0         19         11         36         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       56.1       56.8       68.4       43.0       56.1       56.7       68.4
Old  :                 43.0       56.1       56.8       68.4       43.0       56.1       56.7       68.4
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, September 22, 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  :    83,744:    41,037      7,997      1,090     32,942     28,280     75,069     37,367:     8,675     46,377
Old  :    83,744:    41,037      7,997      1,090     32,942     28,280     75,069     37,367:     8,675     46,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -9,370:     1,361      1,685         40    -10,410      3,803     -9,009      5,528:      -361    -14,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0        9.5        1.3       39.3       33.8       89.6       44.6:      10.4       55.4
Old  :     100.0:      49.0        9.5        1.3       39.3       33.8       89.6       44.6:      10.4       55.4
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  :        91:        39         11          4         26         24         66         38:
Old  :        91:        39         11          4         26         24         66         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       21.8       46.8       29.5       31.8       20.8       46.7       28.5
Old  :                 31.9       21.8       46.8       29.5       31.8       20.8       46.7       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 25, 2015