BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,078
COMMITMENTS
     930      540      260    4,921    5,516    6,111    6,316      967      762

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        236)
      20      -50       10      170      230      200      190       36       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      7.6      3.7     69.5     77.9     86.3     89.2     13.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        8       15       16       26       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,063
COMMITMENTS
  12,860    4,877      677   13,084   15,681   26,621   21,235    2,442    7,828

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        772)
     328      199       56      596      659      980      914     -208     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     16.8      2.3     45.0     54.0     91.6     73.1      8.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       25       19       25       24       51       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,271
COMMITMENTS
     562    1,143      376    4,419    3,451    5,357    4,970      914    1,301

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         85)
      25       98        8       62     -116       95      -10      -10       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     18.2      6.0     70.5     55.0     85.4     79.3     14.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       12        8       19       13       29       28                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,009
COMMITMENTS
     202    1,441      166    2,351      727    2,719    2,334      290      675

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         -9)
      -9        4       -7       13       -3       -3       -6       -6       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     47.9      5.5     78.1     24.2     90.4     77.6      9.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        6       11        7       19       14                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      194,978
COMMITMENTS
  69,400   69,955   33,115   76,421   64,265  178,936  167,335   16,042   27,643

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -8,478)
  -4,700   -7,225   -3,438      306    1,553   -7,832   -9,110     -646      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     35.9     17.0     39.2     33.0     91.8     85.8      8.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      91       83       84       62       70      206      195                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,832
COMMITMENTS
  71,618   57,560   37,948   89,193   97,336  198,759  192,844   30,073   35,988

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -427)
      21     -425    1,045     -760   -2,539      306   -1,919     -733    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     25.2     16.6     39.0     42.5     86.9     84.3     13.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     101       97      100       99      118      264      265                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,261
COMMITMENTS
   1,716    3,481      746    2,418      710    4,880    4,937    1,381    1,324

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        185)
     192      350      -35      -16      -41      141      274       44      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     55.6     11.9     38.6     11.3     77.9     78.9     22.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       30       10       25       18       49       53                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,275
COMMITMENTS
  16,361   10,017    6,411   11,324   12,069   34,096   28,497    9,179   14,778

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,201)
     745      559      863     -323     -163    1,285    1,259      -84      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     23.1     14.8     26.2     27.9     78.8     65.9     21.2     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      55       48       56       52       64      142      151                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,234
COMMITMENTS
   1,284    3,017       54    2,139      548    3,477    3,619      757      615

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        191)
     143       -3       18       16       36      177       51       14      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     71.3      1.3     50.5     12.9     82.1     85.5     17.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        8        3       10        5       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,267
COMMITMENTS
   2,568   13,839      849   22,239    9,486   25,656   24,174      611    2,093

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        680)
      79      136       74      518      453      671      663        9       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     52.7      3.2     84.7     36.1     97.7     92.0      2.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       27       14       18       18       42       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,638
COMMITMENTS
   3,444    3,733      535   47,110   46,842   51,089   51,110      549      528

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        931)
     629      228        0      358      842      987    1,070      -56     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      7.2      1.0     91.2     90.7     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        4        1       10       12       18       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      161,743
COMMITMENTS
  21,407   88,201    4,105  114,630   28,552  140,142  120,858   21,601   40,885

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -10,509)
  -7,139   -7,750      362   -3,990     -288  -10,767   -7,676      258   -2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     54.5      2.5     70.9     17.7     86.6     74.7     13.4     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      21       38       14       20       23       47       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,588
COMMITMENTS
   8,183   18,051      130   28,373    2,235   36,686   20,416    6,902   23,172

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        -89)
  -1,485    1,371        7    1,750     -600      272      778     -361     -867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     41.4      0.3     65.1      5.1     84.2     46.8     15.8     53.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       11        4       11        5       20       19                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      171,467
COMMITMENTS
  24,629   85,056   21,984  121,084   56,789  167,697  163,829    3,770    7,638

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -2,314)
   6,466   -3,676    3,239  -12,867     -741   -3,162   -1,178      848   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     49.6     12.8     70.6     33.1     97.8     95.5      2.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      24       77       11       22       23       52      109                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      172,083
COMMITMENTS
  52,030   56,001    1,786   90,500   92,949  144,316  150,736   27,767   21,347

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     13,836)
  10,279    3,879      227     -811    9,706    9,695   13,812    4,141       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     32.5      1.0     52.6     54.0     83.9     87.6     16.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      36       31       11       22       38       64       74                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      251,418
COMMITMENTS
  45,935  136,065    3,797  185,657   60,438  235,389  200,300   16,029   51,118

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -13,190)
     167  -14,929      497  -13,863    8,993  -13,199   -5,439        9   -7,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     54.1      1.5     73.8     24.0     93.6     79.7      6.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      26       55       15       27       32       60       95                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      356,952
COMMITMENTS
  68,473  161,205    7,121  240,738  118,412  316,332  286,738   40,620   70,214

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -4,382)
   1,100  -21,378    1,016   -8,087   21,910   -5,971    1,548    1,589   -5,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     45.2      2.0     67.4     33.2     88.6     80.3     11.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      64       89       46       49       61      135      176                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,298
COMMITMENTS
  12,134   22,435    3,712   15,409    4,400   31,255   30,547    1,043    1,751

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      8,295)
   3,268    8,364      438    4,623     -489    8,329    8,313      -34      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     69.5     11.5     47.7     13.6     96.8     94.6      3.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       14        4        6        4       14       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,523
COMMITMENTS
  14,012   23,969      332   20,025    6,344   34,369   30,645    2,154    5,878

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -338)
      81     -534      140     -257      438      -36       44     -302     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     65.6      0.9     54.8     17.4     94.1     83.9      5.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      12       36        5       12       14       26       53                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        9,441
COMMITMENTS
   3,004    6,835       23    5,900      886    8,927    7,744      514    1,697

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        313)
     214      129        0      167       -4      381      125      -68      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     72.4      0.2     62.5      9.4     94.6     82.0      5.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       13        1        4        3        8       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,089,509
COMMITMENTS
 1661462  1545480  2417306  7264834  6886749 11343602 10849535  745,907  1239974

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    128,628)
  57,404 -105,520  154,889  -55,706  109,335  156,587  158,704  -27,959  -30,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     12.8     20.0     60.1     57.0     93.8     89.7      6.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      38      100       98      122      149      232      283                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      688,260
COMMITMENTS
  82,280   99,456   22,187  466,582  448,788  571,049  570,431  117,211  117,829

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     16,687)
   4,935   -2,097      157   13,431   12,052   18,523   10,112   -1,836    6,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     14.5      3.2     67.8     65.2     83.0     82.9     17.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     101      141       61      235      247      368      418                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      119,495
COMMITMENTS
  14,136    1,995    1,296   72,537   51,930   87,969   55,221   31,526   64,274

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      3,839)
   2,138   -1,729        0    5,670   -1,326    7,808   -3,055   -3,969    6,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      1.7      1.1     60.7     43.5     73.6     46.2     26.4     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14        6        3       36       31       51       40                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,843,824
COMMITMENTS
 352,165  498,752   93,008  1970227  1984289  2415400  2576049  428,424  267,775

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     64,241)
   5,605  -10,223    9,167   38,803   66,891   53,575   65,835   10,666   -1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     17.5      3.3     69.3     69.8     84.9     90.6     15.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
      96      140       58      221      236      347      404                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,227
COMMITMENTS
   8,437    4,629      550   61,403   71,281   70,390   76,460    9,837    3,767

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -557)
    -166    1,896     -295     -231   -2,055     -692     -454      135     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.8      0.7     76.5     88.8     87.7     95.3     12.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        6        3       55       35       67       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,143
COMMITMENTS
  20,950    6,174    1,794   41,762   58,448   64,506   66,416    5,636    3,726

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,240)
   2,607      191     -513     -447    1,764    1,647    1,442     -406     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      8.8      2.6     59.5     83.3     92.0     94.7      8.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      68       44       11       69       71      143      121                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      350,713
COMMITMENTS
 104,748   30,870    8,972  208,811  292,240  322,531  332,082   28,182   18,631

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      6,202)
  13,033      955   -2,565   -2,235    8,819    8,233    7,209   -2,031   -1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      8.8      2.6     59.5     83.3     92.0     94.7      8.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      68       44       11       69       71      143      121                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      161,344
COMMITMENTS
  47,544   97,427      670   99,128   22,350  147,342  120,447   14,002   40,897

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -3,407)
    -473   -1,860      226   -1,978      -21   -2,225   -1,655   -1,182   -1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     60.4      0.4     61.4     13.9     91.3     74.7      8.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       46        7       18       14       36       63                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,606
COMMITMENTS
  16,267   13,244      205   28,666   36,681   45,138   50,130    9,468    4,476

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -1,261)
     400   -1,100     -241     -364       -3     -205   -1,344   -1,056       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     24.3      0.4     52.5     67.2     82.7     91.8     17.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       12        1       22       10       44       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      116,115
COMMITMENTS
  41,677    8,665    1,128   66,042   10,122  108,847   19,915    7,268   96,200

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -4,119)
  -2,266   -1,299      403     -948    1,107   -2,811      211   -1,308   -4,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      7.5      1.0     56.9      8.7     93.7     17.2      6.3     82.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      35       10        6       35       21       72       35                  



Updated August 21, 2015