BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,167
COMMITMENTS
     469      942      193    4,625    4,305    5,287    5,440      880      727

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -746)
      60     -265      -38     -773     -350     -751     -653        5      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     15.3      3.1     75.0     69.8     85.7     88.2     14.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        8        8       17       16       27       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,504
COMMITMENTS
  11,649    4,625      685   12,756   13,869   25,090   19,179    2,414    8,325

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,157)
  -2,917   -1,822       35   -2,472   -2,268   -5,354   -4,055      197   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     16.8      2.5     46.4     50.4     91.2     69.7      8.8     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       23       17       24       23       47       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,319
COMMITMENTS
     144      989      226    4,116    3,065    4,486    4,280      833    1,039

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -430)
      -5     -394      -75     -458       40     -538     -429      108       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     18.6      4.2     77.4     57.6     84.3     80.5     15.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        9        4       17       14       22       24                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,310
COMMITMENTS
  72,538   84,449   40,721   93,211   72,581  206,470  197,751   18,840   27,559

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      4,895)
  -1,157    2,027    3,128    3,482      555    5,453    5,710     -558     -815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     37.5     18.1     41.4     32.2     91.6     87.8      8.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      94       94      101       66       70      223      220                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      247,813
COMMITMENTS
 102,578   42,338   33,835   85,910  131,515  222,323  207,688   25,490   40,125

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,074)
  -5,596      490    1,607      -52   -5,694   -4,041   -3,597      967      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     17.1     13.7     34.7     53.1     89.7     83.8     10.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     120       89      107       85      124      273      272                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,813
COMMITMENTS
   1,403    1,615      370    1,132      993    2,905    2,978      908      835

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -191)
    -312       51      213     -105     -315     -204      -51       13     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     42.4      9.7     29.7     26.0     76.2     78.1     23.8     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       23        6       17       17       36       43                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,125
COMMITMENTS
  16,559    8,792    4,065   12,288   13,311   32,912   26,168   10,213   16,957

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -285)
    -519      -38      177       64      500     -278      639       -7     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     20.4      9.4     28.5     30.9     76.3     60.7     23.7     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      60       43       42       45       67      129      131                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,073
COMMITMENTS
     616    2,919       30    2,354      605    3,000    3,554    1,073      519

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -609)
    -375     -563       -4     -417      -16     -796     -583      187      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     71.7      0.7     57.8     14.9     73.7     87.3     26.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        2       10        5       16       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,074
COMMITMENTS
   2,282   12,891      500   20,584    8,486   23,366   21,877      708    2,197

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,672)
    -354   -2,608      -76   -3,154     -629   -3,584   -3,313      -88     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     53.5      2.1     85.5     35.2     97.1     90.9      2.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      14       25       10       17       17       36       48                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       48,251
COMMITMENTS
   2,308    1,309      537   45,064   45,824   47,909   47,670      342      581

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      6,507)
  -1,082      -90        2    7,615    6,660    6,535    6,572      -28      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.7      1.1     93.4     95.0     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        2       11       11       20       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,095
COMMITMENTS
  35,928   68,196    1,476   63,010   15,557  100,414   85,229   19,681   34,866

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     28,298)
  12,823   21,641     -431   18,592    1,892   30,984   23,102   -2,686    5,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     56.8      1.2     52.5     13.0     83.6     71.0     16.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       33        6       21       19       42       57                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       23,740
COMMITMENTS
   9,225    3,104        1    5,375    5,206   14,601    8,311    9,139   15,429

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      2,268)
    -334      400       -4    2,452   -1,218    2,114     -822      154    3,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     13.1      0.0     22.6     21.9     61.5     35.0     38.5     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        1        8        8       16       12                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      140,418
COMMITMENTS
  24,067   96,482      318  112,585   35,430  136,970  132,230    3,448    8,188

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     28,947)
 -11,984   21,672     -233   40,841    6,239   28,624   27,678      323    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     68.7      0.2     80.2     25.2     97.5     94.2      2.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      24       69        5       21       19       49       89                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      168,480
COMMITMENTS
  39,583   62,556    1,513  103,158   81,987  144,254  146,056   24,226   22,424

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -12,933)
 -14,073   -3,859      547    1,907  -12,146  -11,619  -15,458   -1,314    2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     37.1      0.9     61.2     48.7     85.6     86.7     14.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      29       39        7       25       31       59       72                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      250,828
COMMITMENTS
  46,070  109,699    3,997  184,004   83,539  234,071  197,235   16,757   53,593

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,186)
     591  -14,602      -51   -3,741   13,076   -3,201   -1,577       15   -1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     43.7      1.6     73.4     33.3     93.3     78.6      6.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      24       62       13       25       33       56      101                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      354,885
COMMITMENTS
  66,161  165,427    5,532  245,408  103,930  317,101  274,889   37,784   79,996

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      8,770)
     607     -162        6    8,445    1,723    9,058    1,567     -288    7,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     46.6      1.6     69.2     29.3     89.4     77.5     10.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      57       82       30       47       62      117      162                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,983
COMMITMENTS
   8,643    6,363    3,064    4,307    6,266   16,014   15,693      969    1,290

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,113)
  -1,334      -70     -671     -121   -1,697   -2,126   -2,438       13      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     37.5     18.0     25.4     36.9     94.3     92.4      5.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        6        3        3        6       12       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,873
COMMITMENTS
  14,679   33,027      713   24,535    2,371   39,927   36,111    2,946    6,762

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -383)
  -2,270       12       32    1,754     -247     -484     -203      101     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     77.0      1.7     57.2      5.5     93.1     84.2      6.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      15       46        4       14        7       31       55                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,406,523
COMMITMENTS
 1752346  1544615  2086146  6750914  6538165 10589406 10168926  817,117  1237597

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    310,145)
 101,609  141,284  120,703   61,624   41,705  283,936  303,692   26,209    6,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     13.5     18.3     59.2     57.3     92.8     89.2      7.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      39       96      100      118      139      233      268                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      644,368
COMMITMENTS
  74,219  101,245   15,006  434,613  412,444  523,838  528,695  120,530  115,673

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     19,427)
    -250    3,966   -8,384   10,489    1,509    1,855   -2,909   17,572   22,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     15.7      2.3     67.4     64.0     81.3     82.0     18.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
      97      126       61      226      242      354      399                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      107,003
COMMITMENTS
   9,488      421    1,411   61,733   41,368   72,632   43,200   34,371   63,803

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     10,318)
  -1,101   -6,155        0    9,114   -2,537    8,013   -8,692    2,305   19,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.4      1.3     57.7     38.7     67.9     40.4     32.1     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      12        5        3       32       26       45       34                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,686,827
COMMITMENTS
 328,557  509,021   63,073  1864400  1855382  2256030  2427476  430,797  259,351

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     45,546)
 -29,077   17,270   -8,585    6,873   20,229  -30,789   28,914   76,335   16,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     18.9      2.3     69.4     69.1     84.0     90.3     16.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
      94      126       59      215      232      338      388                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,285
COMMITMENTS
   8,708    4,133    1,287   63,413   75,678   73,408   81,098   10,877    3,187

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,077)
  -3,218      -20     -116   -2,181   -5,844   -5,515   -5,980     -562      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      4.9      1.5     75.2     89.8     87.1     96.2     12.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14        4        3       49       36       63       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,219
COMMITMENTS
  12,922    7,139    1,313   39,664   47,220   53,899   55,671    5,319    3,547

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,976)
  -1,176     -771      152   -2,072   -2,554   -3,096   -3,173      119      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     12.1      2.2     67.0     79.7     91.0     94.0      9.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       38       10       68       67      130      108                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      296,093
COMMITMENTS
  64,612   35,694    6,563  198,321  236,100  269,496  278,357   26,597   17,736

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -14,881)
  -5,878   -3,857      760  -10,360  -12,769  -15,478  -15,866      597      985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     12.1      2.2     67.0     79.7     91.0     94.0      9.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       38       10       68       67      130      108                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,648
COMMITMENTS
  55,071   77,268       30   64,045   16,480  119,146   93,778   16,502   41,870

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     17,205)
     162   10,328       -4   15,661   -3,161   15,819    7,163    1,386   10,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     57.0      0.0     47.2     12.1     87.8     69.1     12.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       38        5       21       11       40       53                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,030
COMMITMENTS
  15,954   15,155        0   29,229   34,262   45,183   49,417    9,847    5,613

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        167)
   1,070      -90       -1      615      -23    1,684     -114   -1,517      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     27.5      0.0     53.1     62.3     82.1     89.8     17.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       14        0       25       10       41       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      113,284
COMMITMENTS
  44,846    8,831      789   57,509   12,271  103,144   21,891   10,140   91,393

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,989)
   1,742      782      511   -6,106    1,275   -3,853    2,568   -1,136   -7,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      7.8      0.7     50.8     10.8     91.0     19.3      9.0     80.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      37       11        5       29       22       67       37                  



Updated July 10, 2015