BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,854
COMMITMENTS
     685      821      227    4,894    5,005    5,806    6,053    1,048      801

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        360)
     150      -55        4      100      353      254      302      106       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     12.0      3.3     71.4     73.0     84.7     88.3     15.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        7        7       16       16       27       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,319
COMMITMENTS
  13,328    5,164      705   13,739   15,832   27,772   21,701    2,547    8,618

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,916)
   1,442      333      -52      383    1,440    1,773    1,721      143      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     17.0      2.3     45.3     52.2     91.6     71.6      8.4     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11       23       16       25       24       48       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,285
COMMITMENTS
     330    1,219      349    4,704    3,642    5,383    5,210      902    1,075

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        678)
     216      205       78      372      398      666      681       12       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     19.4      5.6     74.8     57.9     85.6     82.9     14.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2       14        8       19       13       29       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,741
COMMITMENTS
     319      861      243    1,810      839    2,372    1,943      369      798

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     31.4      8.9     66.0     30.6     86.5     70.9     13.5     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        5        9        7       16       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      200,599
COMMITMENTS
  70,136   75,513   35,520   78,857   62,461  184,513  173,494   16,086   27,105

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    -16,305)
  -3,496   -4,802   -4,746   -6,732   -6,261  -14,974  -15,809   -1,331     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     37.6     17.7     39.3     31.1     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      80       92       85       62       70      201      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      238,026
COMMITMENTS
  77,130   46,441   37,481   93,515  114,893  208,126  198,815   29,900   39,211

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      2,708)
  -6,964    6,391    4,142    3,479   -8,705      657    1,828    2,051      880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     19.5     15.7     39.3     48.3     87.4     83.5     12.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     117       80      112       97      116      278      263                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,371
COMMITMENTS
   1,433    1,852      662    1,268      892    3,363    3,406    1,008      965

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        291)
     -24      154       48      161      -59      185      143      106      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     42.4     15.1     29.0     20.4     76.9     77.9     23.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       22        7       21       14       42       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,992
COMMITMENTS
  15,704    8,394    6,108   11,903   12,550   33,715   27,052    9,277   15,940

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        364)
     828       96     -342      -78      542      408      296      -44       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     19.5     14.2     27.7     29.2     78.4     62.9     21.6     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      60       42       59       48       70      144      152                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,436
COMMITMENTS
     686    3,414       25    2,551      513    3,262    3,952    1,174      484

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        220)
      52      311      -20      116      -95      148      196       72       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     77.0      0.6     57.5     11.6     73.5     89.1     26.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        2       10        5       17       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,674
COMMITMENTS
   2,913   15,104      630   23,404    9,442   26,947   25,176      727    2,498

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      2,525)
     361    1,645       20    2,145      632    2,526    2,297       -1      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     54.6      2.3     84.6     34.1     97.4     91.0      2.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       26       16       18       15       41       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       49,028
COMMITMENTS
   2,277    3,970      536   45,883   43,955   48,696   48,461      332      567

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -2,521)
      65     -243        0   -2,631   -2,221   -2,566   -2,464       45      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.1      1.1     93.6     89.7     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        2       10       11       19       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      153,762
COMMITMENTS
  41,443   85,011    2,797   87,887   20,556  132,127  108,364   21,635   45,398

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     15,331)
   3,266    6,108      910   11,133    4,530   15,309   11,548       22    3,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     55.3      1.8     57.2     13.4     85.9     70.5     14.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       34       11       19       22       45       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       28,424
COMMITMENTS
   9,881    6,464      106   10,249    4,199   20,236   10,769    8,188   17,655

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      6,034)
   3,383    3,047        0    4,021     -724    7,404    2,323   -1,370    3,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     22.7      0.4     36.1     14.8     71.2     37.9     28.8     62.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        7        2        9        7       20       15                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,662
COMMITMENTS
  21,371  102,795   23,538  141,585   54,800  186,494  181,133    3,168    8,529

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     36,023)
   1,406   10,112   14,096   20,422   11,137   35,924   35,345       99      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     54.2     12.4     74.7     28.9     98.3     95.5      1.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      23       77        8       20       23       49      103                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      164,779
COMMITMENTS
  35,141   56,609    1,396  105,350   85,715  141,887  143,720   22,892   21,059

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      7,706)
   2,979      248       74    4,471    8,049    7,524    8,371      182     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     34.4      0.8     63.9     52.0     86.1     87.2     13.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       35       12       24       35       59       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      251,136
COMMITMENTS
  50,899  113,213    3,819  181,299   81,664  236,017  198,696   15,119   52,440

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      3,432)
   1,732   16,675      150    2,393  -13,745    4,275    3,080     -843      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     45.1      1.5     72.2     32.5     94.0     79.1      6.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      23       58       12       26       33       55       97                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      366,892
COMMITMENTS
  65,728  178,704    7,435  254,622  101,507  327,785  287,646   39,107   79,246

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     10,132)
   3,052    8,247    1,591    5,493   -3,698   10,136    6,140       -4    3,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     48.7      2.0     69.4     27.7     89.3     78.4     10.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      56       90       33       47       56      118      165                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,552
COMMITMENTS
  14,347    8,141    3,726    3,647    9,334   21,720   21,201      832    1,351

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      4,428)
   3,900    1,236      686       30    2,413    4,616    4,335     -188       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     36.1     16.5     16.2     41.4     96.3     94.0      3.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        8        4        2        5       13       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       38,544
COMMITMENTS
  13,200   29,154      270   22,843    2,306   36,313   31,730    2,231    6,814

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -3,767)
    -304   -4,004      -95   -3,064      -64   -3,463   -4,163     -304      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     75.6      0.7     59.3      6.0     94.2     82.3      5.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       51        6       11        9       27       63                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,451,253
COMMITMENTS
 1749141  1546542  2125982  6775611  6509407 10650734 10181931  800,519  1269322

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     51,419)
 -79,739  -14,104   59,004   87,558   20,491   66,823   65,391  -15,404  -13,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     13.5     18.6     59.2     56.8     93.0     88.9      7.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      36       92       94      112      136      218      258                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,291
COMMITMENTS
  79,536   88,408   18,139  429,693  424,302  527,368  530,849  107,923  104,443

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,722)
   5,460   -1,802      755   -1,980    7,067    4,235    6,020   -2,512   -4,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     13.9      2.9     67.6     66.8     83.0     83.6     17.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
      99      112       58      224      237      350      381                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      104,900
COMMITMENTS
   9,867      637    1,411   59,488   52,586   70,766   54,634   34,134   50,266

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -2,488)
  -1,394      266     -475   -1,412    3,601   -3,281    3,392      793   -5,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.6      1.3     56.7     50.1     67.5     52.1     32.5     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10        8        3       31       31       42       42                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,651,956
COMMITMENTS
 356,805  447,312   75,182  1851024  1858579  2283011  2381073  368,945  270,883

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     21,051)
  29,747  -14,860   10,669   -2,838   17,330   37,578   13,139  -16,527    7,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     16.9      2.8     69.8     70.1     86.1     89.8     13.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
      96      111       54      213      226      335      365                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,842
COMMITMENTS
   8,293    3,681    1,576   60,331   72,068   70,200   77,325   10,642    3,517

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        897)
   1,436    1,106      276     -776   -1,018      936      364      -39      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      4.6      1.9     74.6     89.1     86.8     95.6     13.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14        5        3       50       35       64       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,975
COMMITMENTS
  23,598    6,470    1,020   38,470   56,836   63,088   64,327    5,887    4,648

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      8,175)
   7,160    1,010     -119      681    6,847    7,722    7,738      452      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      9.4      1.5     55.8     82.4     91.5     93.3      8.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      67       46       12       65       66      137      119                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      344,873
COMMITMENTS
 117,989   32,352    5,101  192,348  284,180  315,438  321,633   29,435   23,240

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     40,874)
  35,800    5,052     -594    3,406   34,234   38,612   38,692    2,262    2,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      9.4      1.5     55.8     82.4     91.5     93.3      8.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      67       46       12       65       66      137      119                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      159,796
COMMITMENTS
  52,330   93,180       75   93,305   22,394  145,710  115,649   14,086   44,147

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     11,390)
  -2,606    4,703       42   14,828    4,018   12,264    8,763     -874    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     58.3      0.0     58.4     14.0     91.2     72.4      8.8     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       41        5       20       16       43       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,757
COMMITMENTS
  15,244   14,129      400   29,570   36,467   45,214   50,996   10,543    4,761

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -368)
  -1,401      442      400      221      362     -780    1,204      412   -1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     25.3      0.7     53.0     65.4     81.1     91.5     18.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       11        2       25        9       44       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      115,359
COMMITMENTS
  42,445   10,694      544   63,166    8,317  106,155   19,555    9,204   95,804

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      5,063)
   2,477    2,081      151    1,523      355    4,151    2,587      912    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      9.3      0.5     54.8      7.2     92.0     17.0      8.0     83.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       14        5       32       17       67       33                  



Updated July 24, 2015