BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,677
COMMITMENTS
     412    1,208      208    5,208    4,425    5,828    5,841      849      836

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:        359)
      46        5       40      259      283      345      328       14       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     18.1      3.1     78.0     66.3     87.3     87.5     12.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        8        8       19       19       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,131
COMMITMENTS
  14,441    6,169      534   14,862   16,245   29,837   22,948    2,294    9,183

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,202)
     109      684        2    1,128     -145    1,239      541      -37      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     19.2      1.7     46.3     50.6     92.9     71.4      7.1     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       24       19       26       26       59       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,513
COMMITMENTS
     130    1,317      268    4,402    2,888    4,800    4,473      713    1,040

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:        374)
       9      188       17      321       69      347      274       27      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     23.9      4.9     79.8     52.4     87.1     81.1     12.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       11        7       18       13       26       26                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,165
COMMITMENTS
     495      188      243    1,069      927    1,807    1,358      358      807

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:         85)
     -38       32       47       41        0       50       79       35        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      8.7     11.2     49.4     42.8     83.5     62.7     16.5     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        7        7        5       15       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,163
COMMITMENTS
  74,369   79,482   38,322   87,217   70,457  199,908  188,261   19,255   30,902

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,060)
   6,181    7,579   -2,154   -2,226   -4,714    1,801      711     -741      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     36.3     17.5     39.8     32.1     91.2     85.9      8.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      82      100       91       65       71      205      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      276,256
COMMITMENTS
 118,083   44,064   37,231   92,346  152,428  247,660  233,723   28,596   42,533

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -12,819)
  -4,282    2,592   -4,860   -1,817   -8,155  -10,959  -10,423   -1,860   -2,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     16.0     13.5     33.4     55.2     89.6     84.6     10.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     123       93      112       98      142      298      294                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,309
COMMITMENTS
   1,926    1,750       51    1,212    1,555    3,189    3,356    1,120      953

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:          0)
     -47       20       -9      166       30      110       41     -110      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     40.6      1.2     28.1     36.1     74.0     77.9     26.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       22        2       18       17       35       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       46,704
COMMITMENTS
  19,728   10,999    3,217   12,668   13,654   35,613   27,870   11,091   18,834

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,942)
   1,494      309      243      241      367    1,978      919      -36    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     23.6      6.9     27.1     29.2     76.3     59.7     23.7     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      73       49       33       47       68      141      133                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,637
COMMITMENTS
     959    3,492       25    2,791      588    3,775    4,105      862      532

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:         58)
      13       16        0       75       42       88       58      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     75.3      0.5     60.2     12.7     81.4     88.5     18.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        2       10        6       17       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,886
COMMITMENTS
   2,102   15,118      373   23,572    8,996   26,047   24,487      839    2,399

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,587)
     189      468       49    1,286      763    1,524    1,280       63      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     56.2      1.4     87.7     33.5     96.9     91.1      3.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       26       10       21       17       39       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       42,254
COMMITMENTS
   3,879    1,812      535   37,433   39,457   41,847   41,804      407      450

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:        861)
     385      502        0      532      368      917      870      -56       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      4.3      1.3     88.6     93.4     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        1       10       12       16       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       81,380
COMMITMENTS
  18,270   35,849    2,220   38,597   14,191   59,087   52,260   22,293   29,120

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -37,240)
  -4,214    1,084   -1,115  -32,757  -34,201  -38,086  -34,232      846   -3,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     44.1      2.7     47.4     17.4     72.6     64.2     27.4     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       25        8       16       22       36       52                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       21,869
COMMITMENTS
   9,910    2,838        6    2,592    5,940   12,508    8,784    9,361   13,085

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      2,017)
   1,052     -662      -11        5    1,844    1,046    1,171      971      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     13.0      0.0     11.9     27.2     57.2     40.2     42.8     59.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        4        9       13       14                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,876
COMMITMENTS
  39,402   67,269      367   69,300   38,128  109,069  105,764    2,807    6,112

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -21,784)
  11,157  -13,466     -569  -30,739   -7,489  -20,151  -21,524   -1,633     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     60.1      0.3     61.9     34.1     97.5     94.5      2.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      28       51        7       15       20       47       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      178,641
COMMITMENTS
  51,530   73,724    1,234   97,485   81,898  150,249  156,856   28,392   21,785

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     32,006)
  17,653   14,413     -116    9,512   19,472   27,049   33,769    4,957   -1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     41.3      0.7     54.6     45.8     84.1     87.8     15.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      34       41        4       21       34       58       76                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      247,839
COMMITMENTS
  39,019  126,736    3,717  190,910   55,586  233,646  186,039   14,193   61,800

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -14,490)
 -25,741  -18,688     -590   10,808    6,104  -15,523  -13,174    1,033   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     51.1      1.5     77.0     22.4     94.3     75.1      5.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      18       64        9       25       33       49      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      345,427
COMMITMENTS
  67,867  167,173    5,022  233,162  101,253  306,051  273,448   39,376   71,979

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -4,718)
 -14,847   -4,898      531    7,350   -1,588   -6,966   -5,955    2,248    1,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     48.4      1.5     67.5     29.3     88.6     79.2     11.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      61       87       30       52       62      127      166                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       15,544
COMMITMENTS
   7,112    7,291    3,175    4,422    4,185   14,709   14,651      835      893

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -1,695)
    -783   -1,918        4     -703      255   -1,482   -1,659     -213      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     46.9     20.4     28.4     26.9     94.6     94.3      5.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        8        2        4        5       13       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,911
COMMITMENTS
  19,661   33,224      693   19,844    2,338   40,198   36,255    2,713    6,656

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      5,742)
     279    4,674       58    5,192      384    5,529    5,116      213      626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     77.4      1.6     46.2      5.4     93.7     84.5      6.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       49        4       15        8       36       60                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,993,368
COMMITMENTS
 1684195  1366553  1975662  6514964  6379425 10174821  9721640  818,547  1271728

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    208,421)
 -11,381   34,453   56,829  134,096   88,991  179,544  180,273   28,877   28,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     12.4     18.0     59.3     58.0     92.6     88.4      7.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      39       93       95      122      143      232      265                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-13874+
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      608,957
COMMITMENTS
  75,229   84,748   16,379  419,834  415,653  511,442  516,780   97,515   92,177

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:   -209,173)
  -3,399   -3,507   -6,119 -140,738 -144,685 -150,256 -154,312  -58,917  -54,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     13.9      2.7     68.9     68.3     84.0     84.9     16.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
      97      112       55      220      253      347      390                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       93,876
COMMITMENTS
   9,362      444      211   50,306   51,515   59,879   52,170   33,997   41,706

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -81,628)
    -923   -2,660       -1  -73,357  -29,997  -74,281  -32,658   -7,347  -48,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.5      0.2     53.6     54.9     63.8     55.6     36.2     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12        5        2       29       25       41       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,575,407
COMMITMENTS
 331,254  423,439   78,923  1847639  1820690  2257816  2323052  317,591  252,355

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:   -637,724)
 -28,741  -20,600  -14,228 -336,906 -573,442 -379,875 -608,270 -257,849  -29,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     16.4      3.1     71.7     70.7     87.7     90.2     12.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
      93      112       53      209      243      330      380                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,736
COMMITMENTS
  11,659    3,298    1,009   67,345   84,143   80,013   88,450   11,723    3,286

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -16,347)
   1,866     -351     -296  -17,319   -7,104  -15,749   -7,751     -598   -8,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      3.6      1.1     73.4     91.7     87.2     96.4     12.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18        3        3       46       41       64       47                  
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-20974+
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,325
COMMITMENTS
  20,195    5,255    1,122   41,982   59,246   63,299   65,623    6,025    3,702

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -18,384)
   4,308   -1,897   -2,576  -16,181   -9,911  -14,449  -14,384   -3,935   -4,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.6      1.6     60.6     85.5     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      72       33       10       63       66      139      105                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      346,623
COMMITMENTS
 100,974   26,273    5,611  209,911  296,229  316,496  328,113   30,127   18,510

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -44,309)
  14,612   -7,492   -4,682  -47,941  -15,214  -38,011  -27,388   -6,298  -16,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.6      1.6     60.6     85.5     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      72       33       10       63       66      139      105                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,184
COMMITMENTS
  56,099   65,151      451   44,097   19,622  100,647   85,224   15,537   30,960

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -3,178)
  -9,322   -4,318       62    4,629     -133   -4,631   -4,389    1,453    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     56.1      0.4     38.0     16.9     86.6     73.4     13.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       31        5       15       10       34       44                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,236
COMMITMENTS
  17,123   15,149        0   28,611   34,194   45,734   49,343   10,502    6,893

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      3,618)
   2,337      753      -45      443    1,549    2,735    2,257      883    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     26.9      0.0     50.9     60.8     81.3     87.7     18.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19       14        0       23       11       42       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/23/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      113,918
COMMITMENTS
  44,351   11,812       94   60,307    8,081  104,752   19,987    9,166   93,931

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      2,748)
   1,727    1,701     -350    1,869   -2,129    3,246     -778     -498    3,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     10.4      0.1     52.9      7.1     92.0     17.5      8.0     82.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      38       15        2       31       15       69       32                  



Updated June 26, 2015