BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,348
COMMITMENTS
     806      472      281    4,304    4,919    5,391    5,672      957      676

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -904)
     -98     -134       44     -645     -616     -699     -706     -205     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      7.4      4.4     67.8     77.5     84.9     89.4     15.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        8       14       16       24       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,538
COMMITMENTS
  10,764    4,227      493   11,696   14,135   22,953   18,855    2,585    6,683

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,004)
  -1,533     -514     -278   -2,211   -2,197   -4,022   -2,989       18   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     16.6      1.9     45.8     55.3     89.9     73.8     10.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      12       18       16       21       23       42       49                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,701
COMMITMENTS
     550      989      317    3,975    3,254    4,842    4,560      859    1,141

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -699)
     -55     -233      -94     -458     -231     -607     -558      -92     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     17.3      5.6     69.7     57.1     84.9     80.0     15.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       11        8       18       12       28       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,551
COMMITMENTS
     106    1,028      109    2,117      705    2,332    1,842      219      709

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -363)
    -102     -143      -54     -228      -93     -384     -290       21      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     40.3      4.3     83.0     27.6     91.4     72.2      8.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        5        8        7       16       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      196,278
COMMITMENTS
  70,824   67,845   31,604   74,001   69,812  176,429  169,261   19,849   27,017

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      5,812)
   2,144     -540    1,219     -472    4,076    2,891    4,755    2,921    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     34.6     16.1     37.7     35.6     89.9     86.2     10.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      91       99       86       53       70      205      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,003
COMMITMENTS
  68,430   71,582   50,919  102,645   92,832  221,994  215,333   31,009   37,670

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      6,013)
  -2,902    3,655    3,139    2,399   -2,765    2,636    4,029    3,377    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     28.3     20.1     40.6     36.7     87.7     85.1     12.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     105      102      128       95      119      272      301                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,534
COMMITMENTS
   2,042    3,861      691    2,458      452    5,191    5,004    1,343    1,530

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        -13)
     106      109      -13       90       24      183      120     -196     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     59.1     10.6     37.6      6.9     79.4     76.6     20.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       31       11       27       12       56       48                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,844
COMMITMENTS
  10,932    9,898    5,174   11,462    6,544   27,568   21,616    8,276   14,228

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,524)
     424      362    1,169     -510     -294    1,083    1,237      441      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     27.6     14.4     32.0     18.3     76.9     60.3     23.1     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      46       51       44       42       49      114      127                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,820
COMMITMENTS
     802    2,394      126    1,763      769    2,691    3,289    1,129      531

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -524)
    -148     -500       14     -263      -73     -397     -559     -127       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     62.7      3.3     46.2     20.1     70.4     86.1     29.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        6        8        6       17       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,116
COMMITMENTS
   2,085   11,408      656   19,891    8,937   22,632   21,001      484    2,115

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,522)
    -378   -2,120     -195   -2,832   -1,049   -3,405   -3,364     -117     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     49.4      2.8     86.0     38.7     97.9     90.9      2.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       23       12       18       18       40       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       54,401
COMMITMENTS
   2,732    3,539      535   50,466   49,881   53,733   53,955      668      446

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -439)
     166   -2,423        0     -646    2,056     -480     -367       41      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      6.5      1.0     92.8     91.7     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        1       15       12       21       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      159,492
COMMITMENTS
  29,506   78,146    9,196   98,424   29,844  137,126  117,186   22,366   42,306

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,401)
     542   -5,937    6,785  -10,117   -2,123   -2,790   -1,275      389   -1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     49.0      5.8     61.7     18.7     86.0     73.5     14.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       34       13       20       17       49       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,937
COMMITMENTS
   5,585   12,481    3,178   24,350    5,950   33,113   21,609    7,824   19,328

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      4,734)
     143   -1,464    2,545    1,771      795    4,459    1,876      275    2,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     30.5      7.8     59.5     14.5     80.9     52.8     19.1     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        9        8       13       10       24       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      188,237
COMMITMENTS
  22,880   93,831   19,605  142,913   67,202  185,398  180,638    2,839    7,599

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,782)
   1,527   -4,459    2,090   -6,524      368   -2,907   -2,001      125     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     49.8     10.4     75.9     35.7     98.5     96.0      1.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      24       73       13       18       25       50      105                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      186,994
COMMITMENTS
  43,509   61,147    9,323  114,928   84,020  167,760  154,490   19,234   32,504

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     16,962)
  -4,292    2,107    6,735   15,917    1,681   18,360   10,523   -1,398    6,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     32.7      5.0     61.5     44.9     89.7     82.6     10.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      26       35       19       27       36       64       82                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      279,712
COMMITMENTS
  63,121   69,783    7,979  185,864  164,852  256,964  242,614   22,748   37,098

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      6,507)
  -4,902  -13,795    3,430    6,515   14,006    5,043    3,641    1,464    2,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     24.9      2.9     66.4     58.9     91.9     86.7      8.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      36       42       14       24       38       67       88                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      383,187
COMMITMENTS
  75,715  156,956   13,193  254,844  146,399  343,752  316,548   39,435   66,639

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     19,207)
     805   14,189    4,429   16,401   -3,701   21,635   14,917   -2,428    4,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     41.0      3.4     66.5     38.2     89.7     82.6     10.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      56       93       48       54       60      132      182                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,217
COMMITMENTS
  10,172   16,017      300    7,624    1,027   18,096   17,344    1,121    1,873

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -14,716)
  -1,378   -2,165   -8,524   -4,656   -3,823  -14,558  -14,512     -158     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     83.3      1.6     39.7      5.3     94.2     90.3      5.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7       13        2        4        2       12       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       38,325
COMMITMENTS
  11,677   23,497    2,285   22,252    6,572   36,214   32,354    2,111    5,971

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      3,986)
  -1,866    1,675    1,949    3,960      545    4,043    4,169      -57     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     61.3      6.0     58.1     17.1     94.5     84.4      5.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       37        8       14       14       32       57                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,206,278
COMMITMENTS
 1627215  1571356  2385452  7398457  7016348 11411124 10973156  795,154  1233122

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     13,643)
 -16,077    9,628  -49,489   69,449   61,887    3,883   22,026    9,760   -8,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     12.9     19.5     60.6     57.5     93.5     89.9      6.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      49       85       97      130      153      241      281                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      848,170
COMMITMENTS
  85,062  116,020   20,404  568,243  527,762  673,709  664,186  174,460  183,983

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     31,542)
    -629    3,776   -3,045   24,943   13,408   21,269   14,139   10,273   17,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     13.7      2.4     67.0     62.2     79.4     78.3     20.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
      99      139       72      237      260      378      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      191,680
COMMITMENTS
  17,345    2,918      241  144,163   63,847  161,749   67,006   29,931  124,674

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     19,245)
   2,057   -2,822        5   20,303    5,028   22,365    2,211   -3,120   17,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      1.5      0.1     75.2     33.3     84.4     35.0     15.6     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13        6        6       46       29       60       40                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,282,448
COMMITMENTS
 376,080  603,006   63,320  2120401  2319575  2559801  2985901  722,647  296,547

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     61,485)
 -21,971   24,449   -6,709   23,202   41,899   -5,478   59,639   66,963    1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.4      1.9     64.6     70.7     78.0     91.0     22.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
      97      138       66      224      250      360      415                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,709
COMMITMENTS
   7,078    3,575      286   71,621   79,441   78,985   83,302    8,724    4,407

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -251)
  -1,463       -7       -1    1,965     -834      501     -842     -752      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.1      0.3     81.7     90.6     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       7        6        1       46       39       53       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,221
COMMITMENTS
   9,125   10,282    1,447   44,586   42,588   55,159   54,317    4,063    4,905

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        213)
    -444     -509       71      909       55      536     -382     -323      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     17.4      2.4     75.3     71.9     93.1     91.7      6.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      44       52       14       71       75      123      135                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      296,107
COMMITMENTS
  45,625   51,408    7,236  222,932  212,939  275,793  271,583   20,314   24,524

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,067)
  -2,218   -2,544      356    4,544      277    2,682   -1,911   -1,615    2,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     17.4      2.4     75.3     71.9     93.1     91.7      6.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      44       52       14       71       75      123      135                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      190,761
COMMITMENTS
  50,072  103,388    9,452  117,383   32,699  176,907  145,539   13,854   45,222

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     16,814)
    -856   -3,272    8,842    8,881    6,992   16,867   12,562      -53    4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     54.2      5.0     61.5     17.1     92.7     76.3      7.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      16       47       13       23       19       47       71                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,966
COMMITMENTS
  17,981   11,082    2,445   27,157   38,600   47,583   52,127    9,383    4,839

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      5,130)
   2,297    1,706    1,987    1,586    1,925    5,870    5,618     -740     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     19.5      4.3     47.7     67.8     83.5     91.5     16.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       15       10       24       10       49       29                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      125,037
COMMITMENTS
  38,201   11,705    3,546   73,503   27,964  115,250   43,215    9,787   81,822

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,631)
   1,795      440     -118    1,580   12,210    3,257   12,532   -1,626  -10,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      9.4      2.8     58.8     22.4     92.2     34.6      7.8     65.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       16       14       34       26       74       52                  



Updated September 11, 2015