BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,488
COMMITMENTS
     783      483      292    4,422    5,005    5,497    5,780      991      708

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        140)
     -23       11       11      118       86      106      108       34       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      7.4      4.5     68.2     77.1     84.7     89.1     15.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        8       15       16       25       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,635
COMMITMENTS
  11,443    4,906      497   12,131   14,176   24,071   19,579    2,564    7,056

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,097)
     679      679        4      435       41    1,118      724      -21      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     18.4      1.9     45.5     53.2     90.4     73.5      9.6     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      12       22       16       22       25       43       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,776
COMMITMENTS
     500      954      372    4,049    3,350    4,921    4,676      855    1,100

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         75)
     -50      -35       55       74       96       79      116       -4      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     16.5      6.4     70.1     58.0     85.2     81.0     14.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       10        9       19       12       30       26                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,565
COMMITMENTS
     107      986      119    2,118      717    2,344    1,822      221      743

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         14)
       1      -42       10        1       12       12      -20        2       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     38.4      4.6     82.6     28.0     91.4     71.0      8.6     29.0

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 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      194,998
COMMITMENTS
  70,806   64,684   33,997   70,315   68,613  175,118  167,294   19,880   27,704

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,280)
     -18   -3,161    2,393   -3,686   -1,199   -1,311   -1,967       31      687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     33.2     17.4     36.1     35.2     89.8     85.8     10.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     101       87       96       57       72      223      201                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,861
COMMITMENTS
  71,504   76,870   51,464  106,204   91,165  229,172  219,499   30,689   40,362

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      6,858)
   3,074    5,288      545    3,559   -1,667    7,178    4,166     -320    2,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     29.6     19.8     40.9     35.1     88.2     84.5     11.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     103      103      139      103      120      298      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,589
COMMITMENTS
   1,962    3,292      633    1,812      336    4,407    4,261    1,182    1,328

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -945)
     -80     -569      -58     -646     -116     -784     -743     -161     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     58.9     11.3     32.4      6.0     78.9     76.2     21.1     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       28        7       24       12       47       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,558
COMMITMENTS
  10,175    9,652    6,353   12,098    6,759   28,626   22,764    7,932   13,794

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        714)
    -757     -246    1,179      636      215    1,058    1,148     -344     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     26.4     17.4     33.1     18.5     78.3     62.3     21.7     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      43       53       48       46       49      121      127                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,895
COMMITMENTS
     687    2,445      123    1,813      750    2,623    3,318    1,272      577

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         75)
    -115       51       -3       50      -19      -68       29      143       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     62.8      3.2     46.5     19.3     67.3     85.2     32.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        5        8        6       15       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,490
COMMITMENTS
   2,088   11,655      657   20,205    8,938   22,950   21,250      540    2,240

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        374)
       3      247        1      314        1      318      249       56      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     49.6      2.8     86.0     38.1     97.7     90.5      2.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       26       13       18       18       40       47                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       54,238
COMMITMENTS
   2,761    3,290      950   49,854   49,455   53,565   53,695      673      543

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -163)
      29     -249      415     -612     -426     -168     -260        5       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      6.1      1.8     91.9     91.2     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        2        2       14       12       20       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      188,043
COMMITMENTS
  28,509   75,592   20,524  118,341   49,009  167,374  145,125   20,669   42,918

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     28,551)
    -997   -2,554   11,328   19,917   19,165   30,248   27,939   -1,697      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     40.2     10.9     62.9     26.1     89.0     77.2     11.0     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       28        9       24       19       51       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,846
COMMITMENTS
  19,039   15,257      141   11,602    3,994   30,782   19,392    7,064   18,454

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -3,091)
  13,454    2,776   -3,037  -12,748   -1,956   -2,331   -2,217     -760     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     40.3      0.4     30.7     10.6     81.3     51.2     18.7     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       10        4        9        9       19       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,555
COMMITMENTS
  21,749   77,034    1,514  104,727   44,500  127,990  123,048    2,565    7,507

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -57,682)
  -1,131  -16,797  -18,091  -38,186  -22,702  -57,408  -57,590     -274      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     59.0      1.2     80.2     34.1     98.0     94.2      2.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      19       69        7       12       26       36       99                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      145,704
COMMITMENTS
  43,206   46,825    1,398   82,581   68,882  127,185  117,105   18,519   28,599

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -41,290)
    -303  -14,322   -7,925  -32,347  -15,138  -40,575  -37,385     -715   -3,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     32.1      1.0     56.7     47.3     87.3     80.4     12.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29       30        6       19       28       50       62                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      166,081
COMMITMENTS
  36,449   63,263    3,611  107,374   67,815  147,434  134,689   18,647   31,392

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:   -113,631)
 -26,672   -6,520   -4,368  -78,490  -97,037 -109,530 -107,925   -4,101   -5,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     38.1      2.2     64.7     40.8     88.8     81.1     11.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       43       11       20       30       60       76                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,366
COMMITMENTS
  63,416  147,618    6,744  201,476   99,066  271,636  253,428   39,730   57,938

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -71,821)
 -12,299   -9,338   -6,449  -53,368  -47,333  -72,116  -63,120      295   -8,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     47.4      2.2     64.7     31.8     87.2     81.4     12.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      47       87       30       49       59      111      162                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,115
COMMITMENTS
  12,219   17,979      298    8,574    1,751   21,091   20,028    1,024    2,087

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,898)
   2,047    1,962       -2      950      724    2,995    2,684      -97      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     81.3      1.3     38.8      7.9     95.4     90.6      4.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8       14        2        4        2       13       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       33,352
COMMITMENTS
  22,462   24,556      223    9,043    3,282   31,728   28,061    1,624    5,291

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -4,973)
  10,785    1,059   -2,062  -13,209   -3,290   -4,486   -4,293     -487     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     73.6      0.7     27.1      9.8     95.1     84.1      4.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      14       37        3       10        9       25       48                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        7,274
COMMITMENTS
   4,376    5,401       24    2,548      576    6,948    6,001      326    1,273

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2     74.3      0.3     35.0      7.9     95.5     82.5      4.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       11        2        3        3        8       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,112,223
COMMITMENTS
 1672637  1257342  2179380  6422622  6533434 10274639  9970156  837,584  1142067

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -1,094,055)
  45,422 -314,014 -206,072 -975,835 -482,914 -1136485 -1003000   42,430  -91,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     11.3     19.6     57.8     58.8     92.5     89.7      7.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      55       80       98      120      141      233      268                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      921,243
COMMITMENTS
  79,327  114,527   28,265  638,357  599,209  745,950  742,001  175,294  179,242

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     73,074)
  -5,735   -1,493    7,861   70,114   71,447   72,240   77,815      833   -4,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     12.4      3.1     69.3     65.0     81.0     80.5     19.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
      99      147       82      248      266      396      447                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      213,617
COMMITMENTS
  18,452    1,872    1,432  159,686   90,649  179,570   93,953   34,047  119,664

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     21,937)
   1,107   -1,046    1,191   15,523   26,802   17,821   26,947    4,116   -5,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.9      0.7     74.8     42.4     84.1     44.0     15.9     56.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13        7        9       49       34       65       47                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,538,131
COMMITMENTS
 346,836  605,736   91,706  2393356  2542800  2831898  3240242  706,233  297,889

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    255,683)
 -29,244    2,730   28,386  272,955  223,225  272,097  254,341  -16,414    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     17.1      2.6     67.6     71.9     80.0     91.6     20.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
      95      147       79      236      258      380      436                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,719
COMMITMENTS
   8,009    3,662      835   71,018   79,609   79,862   84,106    8,857    4,613

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,010)
     931       87      549     -603      168      877      804      133      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      4.1      0.9     80.0     89.7     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      10        6        3       46       43       57       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,703
COMMITMENTS
  10,479   10,603    1,488   48,533   47,798   60,500   59,888    4,203    4,815

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      5,482)
   1,354      321       40    3,946    5,210    5,341    5,571      141      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.4      2.3     75.0     73.9     93.5     92.6      6.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      42       55       17       72       77      125      139                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      323,515
COMMITMENTS
  52,397   53,013    7,438  242,663  238,988  302,498  299,439   21,017   24,076

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     27,408)
   6,772    1,605      202   19,731   26,049   26,705   27,856      703     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.4      2.3     75.0     73.9     93.5     92.6      6.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      42       55       17       72       77      125      139                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      156,879
COMMITMENTS
  59,117   99,846      635   84,540   18,072  144,292  118,553   12,587   38,326

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -33,882)
   9,045   -3,542   -8,817  -32,843  -14,627  -32,615  -26,986   -1,267   -6,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     63.6      0.4     53.9     11.5     92.0     75.6      8.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       40        6       19       12       42       56                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,086
COMMITMENTS
  16,386   18,260      520   21,249   19,600   38,155   38,380    7,931    7,706

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -10,880)
  -1,595    7,178   -1,925   -5,908  -19,000   -9,428  -13,747   -1,452    2,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     39.6      1.1     46.1     42.5     82.8     83.3     17.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       16        1       19        8       33       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       93,114
COMMITMENTS
  39,676    6,312    1,050   43,352   24,477   84,078   31,839    9,036   61,275

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -31,923)
   1,475   -5,393   -2,496  -30,151   -3,487  -31,172  -11,376     -751  -20,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      6.8      1.1     46.6     26.3     90.3     34.2      9.7     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      31        6        3       30       19       61       28                  



Updated September 18, 2015