BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,252
COMMITMENTS
     904      606      237    4,949    5,535    6,090    6,378    1,162      874

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:         84)
     -11       28       13       20      -29       22       12       62       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      8.4      3.3     68.2     76.3     84.0     87.9     16.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        7        7       15       17       24       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,542
COMMITMENTS
  12,297    4,741      771   13,907   16,332   26,975   21,844    2,567    7,698

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        292)
    -440      -66      142      450      311      152      387      140      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     16.0      2.6     47.1     55.3     91.3     73.9      8.7     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       25       18       26       25       49       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,400
COMMITMENTS
     605    1,222      411    4,433    3,485    5,449    5,118      951    1,282

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:         66)
       5       45        2       20       39       27       86       39      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     19.1      6.4     69.3     54.5     85.1     80.0     14.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       12        8       19       13       29       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,914
COMMITMENTS
     208    1,171      163    2,345      798    2,716    2,132      198      782

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        -69)
       5     -201        5       -5       22        5     -174      -74      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     40.2      5.6     80.5     27.4     93.2     73.2      6.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        5       11        7       19       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      190,466
COMMITMENTS
  68,680   68,385   30,385   74,473   65,736  173,538  164,506   16,928   25,960

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        525)
     493      310        6     -163      390      336      706      189     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     35.9     16.0     39.1     34.5     91.1     86.4      8.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      87       88       77       57       71      199      193                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,990
COMMITMENTS
  71,332   67,927   47,780  100,246   95,597  219,358  211,304   27,632   35,686

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      5,828)
    -496    5,919    3,148    3,739   -1,409    6,391    7,658     -563   -1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     27.5     19.3     40.6     38.7     88.8     85.6     11.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     101      105      125      101      127      282      308                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,547
COMMITMENTS
   1,936    3,752      704    2,368      428    5,008    4,884    1,539    1,663

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:         -5)
      42      -41       38      -74     -127        6     -130      -11      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     57.3     10.8     36.2      6.5     76.5     74.6     23.5     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       31       10       23        8       50       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,320
COMMITMENTS
  10,508    9,536    4,005   11,972    6,838   26,485   20,379    7,835   13,941

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -7,043)
  -3,263   -1,154   -2,681     -453   -2,710   -6,397   -6,545     -646     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     27.8     11.7     34.9     19.9     77.2     59.4     22.8     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      45       47       42       42       50      112      123                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,344
COMMITMENTS
     950    2,894      112    2,026      842    3,088    3,848    1,256      496

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:         45)
    -378     -109       42      -70       83     -406       16      451       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     66.6      2.6     46.6     19.4     71.1     88.6     28.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        8        5        9        6       17       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,638
COMMITMENTS
   2,463   13,528      851   22,723    9,986   26,037   24,365      601    2,273

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        136)
     -95     -253       89      169      202      163       38      -27       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     50.8      3.2     85.3     37.5     97.7     91.5      2.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       30       14       18       18       41       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       54,840
COMMITMENTS
   2,566    5,962      535   51,112   47,825   54,213   54,322      627      518

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      2,879)
    -273    2,593        0    3,215      406    2,942    2,999      -63     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     10.9      1.0     93.2     87.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        1       14       12       20       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      161,893
COMMITMENTS
  28,964   84,083    2,411  108,541   31,967  139,916  118,461   21,977   43,432

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -6,926)
    -591   -5,184     -822   -6,090   -1,856   -7,503   -7,862      577      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     51.9      1.5     67.0     19.7     86.4     73.2     13.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       32        9       19       18       44       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,203
COMMITMENTS
   5,442   13,945      633   22,579    5,155   28,654   19,733    7,549   16,470

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,698)
     553   -3,541      376   -1,767    1,604     -838   -1,561     -860     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     38.5      1.7     62.4     14.2     79.1     54.5     20.9     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        7       13       10       23       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      191,019
COMMITMENTS
  21,353   98,290   17,515  149,437   66,834  188,305  182,639    2,714    8,380

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -5,071)
     952   -5,164     -356   -4,031      544   -3,435   -4,976   -1,636      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     51.5      9.2     78.2     35.0     98.6     95.6      1.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      20       73        9       18       25       43      103                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      170,032
COMMITMENTS
  47,801   59,040    2,588   99,011   82,339  149,400  143,967   20,632   26,065

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -6,930)
 -10,250    4,288       -5    9,806  -17,010     -449  -12,727   -6,481    5,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     34.7      1.5     58.2     48.4     87.9     84.7     12.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      35       29       11       26       37       65       73                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      273,205
COMMITMENTS
  68,023   83,578    4,549  179,349  150,846  251,921  238,973   21,284   34,232

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     12,747)
   8,101  -15,403      952    5,590   31,801   14,643   17,350   -1,896   -4,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     30.6      1.7     65.6     55.2     92.2     87.5      7.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      43       37       15       24       37       73       83                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      363,980
COMMITMENTS
  74,910  142,767    8,764  238,443  150,100  322,117  301,631   41,863   62,349

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -10,997)
 -12,897  -11,118      574    2,451    5,259   -9,872   -5,285   -1,125   -5,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     39.2      2.4     65.5     41.2     88.5     82.9     11.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      63       84       46       51       60      134      172                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,933
COMMITMENTS
  11,550   18,182    8,824   12,280    4,850   32,654   31,856    1,279    2,077

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      7,543)
     767    1,482    5,365    1,251      119    7,383    6,966      160      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     53.6     26.0     36.2     14.3     96.2     93.9      3.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       15        3        5        5       12       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,339
COMMITMENTS
  13,543   21,822      336   18,292    6,027   32,171   28,185    2,168    6,154

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        939)
  -1,845      371      155    2,503      -76      813      450      126      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     63.5      1.0     53.3     17.6     93.7     82.1      6.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14       35        5       13       13       29       51                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        9,063
COMMITMENTS
   2,703    6,812       23    5,945      697    8,671    7,532      392    1,531

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -564)
    -527     -249        0       18      -88     -509     -337      -55     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     75.2      0.3     65.6      7.7     95.7     83.1      4.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       13        1        4        4        8       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,192,635
COMMITMENTS
 1643292  1561728  2434941  7329008  6954461 11407241 10951130  785,394  1241505

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     17,212)
     211   82,952  -38,352  101,715   49,899   63,574   94,499  -46,362  -77,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     12.8     20.0     60.1     57.0     93.6     89.8      6.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      50       85      101      125      152      242      280                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      816,628
COMMITMENTS
  85,691  112,244   23,449  543,300  514,354  652,440  650,047  164,188  166,580

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     33,717)
 -11,576    9,376     -586   33,655    4,693   21,493   13,483   12,224   20,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.7      2.9     66.5     63.0     79.9     79.6     20.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
      97      145       69      236      249      374      422                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      172,435
COMMITMENTS
  15,288    5,740      236  123,860   58,819  139,384   64,795   33,051  107,640

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     19,045)
    -827     -827       14   19,500      648   18,687     -165      358   19,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      3.3      0.1     71.8     34.1     80.8     37.6     19.2     62.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      12        6        5       43       29       56       39                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,220,963
COMMITMENTS
 398,051  578,557   70,029  2097199  2277676  2565279  2926262  655,684  294,701

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     73,358)
 -39,976   64,786  -16,770   70,775   20,226   14,029   68,242   59,329    5,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     18.0      2.2     65.1     70.7     79.6     90.9     20.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      577)
      96      143       63      222      239      355      408                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,960
COMMITMENTS
   8,541    3,582      287   69,656   80,275   78,484   84,144    9,476    3,816

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,777)
     793     -434   -1,203    1,114    3,567      704    1,930    1,073     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.1      0.3     79.2     91.3     89.2     95.7     10.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        5        2       47       38       58       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,008
COMMITMENTS
   9,569   10,790    1,376   43,678   42,532   54,622   54,699    4,386    4,309

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -4,208)
  -3,146      362      -94     -504   -4,595   -3,744   -4,328     -464      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     18.3      2.3     74.0     72.1     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       50       14       70       77      121      136                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      295,040
COMMITMENTS
  47,843   53,952    6,880  218,388  212,662  273,111  273,494   21,929   21,546

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -21,040)
 -15,730    1,808     -471   -2,519  -22,975  -18,720  -21,638   -2,320      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     18.3      2.3     74.0     72.1     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       50       14       70       77      121      136                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      173,947
COMMITMENTS
  50,928  106,660      610  108,502   25,707  160,040  132,977   13,907   40,970

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -431)
   3,653   -4,342     -354   -5,483      961   -2,184   -3,735    1,753    3,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     61.3      0.4     62.4     14.8     92.0     76.4      8.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       44        5       20       14       37       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       51,836
COMMITMENTS
  15,684    9,376      458   25,571   36,675   41,713   46,509   10,123    5,327

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -277)
   1,925     -161     -292     -571     -464    1,062     -917   -1,339      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     18.1      0.9     49.3     70.8     80.5     89.7     19.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       12        3       20       10       39       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      123,406
COMMITMENTS
  36,406   11,265    3,664   71,923   15,754  111,993   30,683   11,413   92,723

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -6,961)
 -11,276     -538     -102    3,412   -1,928   -7,966   -2,568    1,005   -4,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      9.1      3.0     58.3     12.8     90.8     24.9      9.2     75.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       11       11       38       23       75       42                  



Updated September 4, 2015