BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,913
COMMITMENTS
     409    1,207      231    5,398    4,655    6,038    6,093      875      820

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        236)
      -3       -1       23      190      230      210      252       26      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     17.5      3.3     78.1     67.3     87.3     88.1     12.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        9        9       19       19       30       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,661
COMMITMENTS
  14,566    6,447      650   15,228   16,137   30,444   23,234    2,217    9,427

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        530)
     125      278      116      366     -108      607      286      -77      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     19.7      2.0     46.6     49.4     93.2     71.1      6.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       26       19       25       25       56       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,749
COMMITMENTS
     149    1,383      301    4,574    3,025    5,024    4,709      725    1,040

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        236)
      19       66       33      172      137      224      236       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     24.1      5.2     79.6     52.6     87.4     81.9     12.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       11        7       18       14       26       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,200
COMMITMENTS
     512      214      247    1,089      932    1,848    1,393      352      807

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         35)
      17       26        4       20        5       41       35       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.7     11.2     49.5     42.4     84.0     63.3     16.0     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        7        7        6       15       14                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      220,415
COMMITMENTS
  73,695   82,422   37,593   89,729   72,026  201,017  192,041   19,398   28,374

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,252)
    -674    2,940     -729    2,512    1,569    1,109    3,780      143   -2,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     37.4     17.1     40.7     32.7     91.2     87.1      8.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      83      108      108       62       69      222      229                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      250,887
COMMITMENTS
 108,174   41,848   32,228   85,962  137,209  226,364  211,285   24,523   39,602

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -25,369)
  -9,909   -2,216   -5,003   -6,384  -15,219  -21,296  -22,438   -4,073   -2,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     16.7     12.8     34.3     54.7     90.2     84.2      9.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     114       89      105       85      132      266      279                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,004
COMMITMENTS
   1,715    1,564      157    1,237    1,308    3,109    3,029      895      975

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -305)
    -211     -186      106       25     -247      -80     -327     -225       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     39.1      3.9     30.9     32.7     77.6     75.6     22.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       22        4       20       18       39       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,410
COMMITMENTS
  17,078    8,830    3,888   12,224   12,811   33,190   25,529   10,220   17,881

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -3,294)
  -2,650   -2,169      671     -444     -843   -2,423   -2,341     -871     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     20.3      9.0     28.2     29.5     76.5     58.8     23.5     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      64       48       44       41       68      133      137                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,682
COMMITMENTS
     991    3,482       34    2,771      621    3,796    4,137      886      545

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         45)
      32      -10        9      -20       33       21       32       24       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     74.4      0.7     59.2     13.3     81.1     88.4     18.9     11.6

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 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,746
COMMITMENTS
   2,636   15,499      576   23,738    9,115   26,950   25,190      796    2,556

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        860)
     534      381      203      166      119      903      703      -43      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     55.9      2.1     85.6     32.9     97.1     90.8      2.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       27       10       18       16       37       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,744
COMMITMENTS
   3,390    1,399      535   37,449   39,164   41,374   41,098      370      646

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -510)
    -489     -413        0       16     -293     -473     -706      -37      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      3.4      1.3     89.7     93.8     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1       10       11       18       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       91,797
COMMITMENTS
  23,105   46,555    1,907   44,418   13,665   69,430   62,127   22,367   29,670

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     10,417)
   4,835   10,706     -313    5,821     -526   10,343    9,867       74      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     50.7      2.1     48.4     14.9     75.6     67.7     24.4     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       27        8       17       17       40       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       21,472
COMMITMENTS
   9,559    2,704        5    2,923    6,424   12,487    9,133    8,985   12,339

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -397)
    -351     -134       -1      331      484      -21      349     -376     -746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     12.6      0.0     13.6     29.9     58.2     42.5     41.8     57.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        4        2        5        9       15       14                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,471
COMMITMENTS
  36,051   74,810      551   71,744   29,191  108,346  104,552    3,125    6,919

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -405)
  -3,351    7,541      184    2,444   -8,937     -723   -1,212      318      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     67.1      0.5     64.4     26.2     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      26       56        7       21       17       53       74                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      181,413
COMMITMENTS
  53,656   66,415      966  101,251   94,133  155,873  161,514   25,540   19,899

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      2,772)
   2,126   -7,309     -268    3,766   12,235    5,624    4,658   -2,852   -1,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     36.6      0.5     55.8     51.9     85.9     89.0     14.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      32       39        5       24       34       59       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      254,014
COMMITMENTS
  45,479  124,301    4,048  187,745   70,463  237,272  198,812   16,742   55,202

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      6,175)
   6,460   -2,435      331   -3,165   14,877    3,626   12,773    2,549   -6,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     48.9      1.6     73.9     27.7     93.4     78.3      6.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      21       59       14       24       33       53       98                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      346,115
COMMITMENTS
  65,554  165,589    5,526  236,963  102,207  308,043  273,322   38,072   72,793

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        688)
  -2,313   -1,584      504    3,801      954    1,992     -126   -1,304      814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     47.8      1.6     68.5     29.5     89.0     79.0     11.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      59       87       34       49       63      125      168                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,096
COMMITMENTS
   9,977    6,433    3,735    4,428    7,963   18,140   18,131      956      965

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      3,552)
   2,865     -858      560        6    3,778    3,431    3,480      121       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     33.7     19.6     23.2     41.7     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        8        3        4        6       15       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,256
COMMITMENTS
  16,949   33,015      681   22,781    2,618   40,411   36,314    2,845    6,942

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        345)
  -2,712     -209      -12    2,937      280      213       59      132      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     76.3      1.6     52.7      6.1     93.4     84.0      6.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       46        3       14        8       32       56                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,096,378
COMMITMENTS
 1650737  1403331  1965443  6689290  6496460 10305470  9865234  790,908  1231144

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    103,010)
 -33,458   36,778  -10,219  174,326  117,035  130,649  143,594  -27,639  -40,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     12.6     17.7     60.3     58.5     92.9     88.9      7.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      39       97       97      122      142      236      269                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      624,941
COMMITMENTS
  74,469   97,279   23,389  424,124  410,936  521,983  531,604  102,958   93,337

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     15,984)
    -760   12,531    7,010    4,291   -4,717   10,541   14,824    5,443    1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.6      3.7     67.9     65.8     83.5     85.1     16.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      97      123       58      223      245      351      396                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       96,685
COMMITMENTS
  10,589    6,576    1,411   52,619   43,905   64,619   51,892   32,066   44,793

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      2,809)
   1,227    6,132    1,200    2,313   -7,610    4,740     -278   -1,931    3,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      6.8      1.5     54.4     45.4     66.8     53.7     33.2     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13        6        3       29       26       43       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,641,281
COMMITMENTS
 357,634  491,751   71,658  1857527  1835153  2286819  2398562  354,462  242,719

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     65,874)
  26,380   68,312   -7,265    9,888   14,463   29,003   75,510   36,871   -9,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     18.6      2.7     70.3     69.5     86.6     90.8     13.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
      92      124       53      216      236      336      385                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,362
COMMITMENTS
  11,926    4,153    1,403   65,594   81,522   78,923   87,078   11,439    3,284

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,374)
     267      855      394   -1,751   -2,621   -1,090   -1,372     -284       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      4.6      1.6     72.6     90.2     87.3     96.4     12.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18        4        3       49       39       67       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,195
COMMITMENTS
  14,098    7,910    1,161   41,736   49,774   56,995   58,845    5,200    3,350

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -7,130)
  -6,097    2,656       38     -246   -9,472   -6,304   -6,778     -825     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     12.7      1.9     67.1     80.0     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      61       38       12       74       58      142      101                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      310,974
COMMITMENTS
  70,490   39,551    5,803  208,681  248,869  284,974  294,223   26,000   16,751

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -35,649)
 -30,484   13,278      192   -1,230  -47,360  -31,522  -33,890   -4,127   -1,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     12.7      1.9     67.1     80.0     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      61       38       12       74       58      142      101                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,443
COMMITMENTS
  54,909   66,940       34   48,384   19,641  103,327   86,615   15,116   31,828

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      2,259)
  -1,190    1,789     -417    4,287       19    2,680    1,391     -421      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     56.5      0.0     40.9     16.6     87.2     73.1     12.8     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       29        2       17       11       34       41                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,863
COMMITMENTS
  14,884   15,245        1   28,614   34,285   43,499   49,531   11,364    5,332

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,373)
  -2,239       96        1        3       91   -2,235      188      862   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     27.8      0.0     52.2     62.5     79.3     90.3     20.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       15        1       23       10       41       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      118,273
COMMITMENTS
  43,104    8,049      278   63,615   10,996  106,997   19,323   11,276   98,950

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      4,355)
  -1,247   -3,763      184    3,308    2,915    2,245     -664    2,110    5,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      6.8      0.2     53.8      9.3     90.5     16.3      9.5     83.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36        8        2       30       16       66       26                  



Updated July 6, 2015