BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,239:       537      2,646        729      5,126      3,712      6,392      7,087:     1,847      1,152
Old  :     8,239:       537      2,646        729      5,126      3,712      6,392      7,087:     1,847      1,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       279:        89        263         -9        250        126        330        380:       -51       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       32.1        8.8       62.2       45.1       77.6       86.0:      22.4       14.0
Old  :     100.0:       6.5       32.1        8.8       62.2       45.1       77.6       86.0:      22.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         12          7         15         14         24         26:
Old  :        34:         2         12          7         15         14         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       33.1       61.4       53.7       40.2       31.9       54.7       49.8
Old  :                 42.3       33.1       61.4       53.7       40.2       31.9       54.7       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    73,321:    25,106      6,476     15,840     27,975     30,405     68,922     52,722:     4,400     20,600
Old  :    73,321:    25,106      6,476     15,840     27,975     30,405     68,922     52,722:     4,400     20,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       594:    -1,300     -1,433        609      1,007        989        316        165:       278        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        8.8       21.6       38.2       41.5       94.0       71.9:       6.0       28.1
Old  :     100.0:      34.2        8.8       21.6       38.2       41.5       94.0       71.9:       6.0       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        15         33         37         40         36         82         80:
Old  :       102:        15         33         37         40         36         82         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       21.6       51.4       33.6       35.2       20.3       49.0       30.2
Old  :                 35.6       21.6       51.4       33.6       35.2       20.3       49.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     7,553:       263      1,264        671      5,470      4,576      6,404      6,512:     1,149      1,041
Old  :     7,553:       263      1,264        671      5,470      4,576      6,404      6,512:     1,149      1,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       342:       146        212         55        211        204        412        471:       -70       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       16.7        8.9       72.4       60.6       84.8       86.2:      15.2       13.8
Old  :     100.0:       3.5       16.7        8.9       72.4       60.6       84.8       86.2:      15.2       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          8          6         21         17         28         26:
Old  :        34:         2          8          6         21         17         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       28.0       59.3       49.3       39.0       20.0       50.4       34.4
Old  :                 39.0       28.0       59.3       49.3       39.0       20.0       50.4       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     4,498:     2,277        120        330      1,472      2,110      4,079      2,560:       418      1,938
Old  :     4,498:     2,277        120        330      1,472      2,110      4,079      2,560:       418      1,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       315:       177        -18         38         84        149        299        169:        15        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.6        2.7        7.3       32.7       46.9       90.7       56.9:       9.3       43.1
Old  :     100.0:      50.6        2.7        7.3       32.7       46.9       90.7       56.9:       9.3       43.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          3          6          6         11         14         18:
Old  :        22:         6          3          6          6         11         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       31.4       82.9       44.6       54.5       30.5       75.3       40.7
Old  :                 58.0       31.4       82.9       44.6       54.5       30.5       75.3       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   267,227:    75,603     40,012     79,325     88,356    109,806    243,284    229,143:    23,943     38,084
Old  :   255,137:    73,666     41,338     74,113     85,325    103,860    233,104    219,311:    22,033     35,826
Other:    12,090:     3,580        317      3,570      3,031      5,946     10,180      9,832:     1,910      2,258
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :   -33,993:      -654        -87    -30,892       -929     -3,520    -32,475    -34,499:    -1,518        506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       15.0       29.7       33.1       41.1       91.0       85.7:       9.0       14.3
Old  :     100.0:      28.9       16.2       29.0       33.4       40.7       91.4       86.0:       8.6       14.0
Other:     100.0:      29.6        2.6       29.5       25.1       49.2       84.2       81.3:      15.8       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       100         78        103         87         77        239        220:
Old  :       288:        91         83        102         84         76        232        218:
Other:        73:        22          6         16         26         33         50         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       14.4       21.6       23.4       11.9       11.5       19.5       17.5
Old  :                 13.0       14.7       22.1       23.7       12.4       11.7       20.3       17.8
Other:                 26.3       29.2       40.0       43.8       17.9       22.2       28.1       31.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   340,317:    86,616     25,184     99,487    124,070    164,792    310,174    289,463:    30,143     50,855
Old  :   340,317:    86,616     25,184     99,487    124,070    164,792    310,174    289,463:    30,143     50,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    11,307:       -55     -1,243      8,396      3,413      2,531     11,754      9,685:      -447      1,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        7.4       29.2       36.5       48.4       91.1       85.1:       8.9       14.9
Old  :     100.0:      25.5        7.4       29.2       36.5       48.4       91.1       85.1:       8.9       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       107         82        114        127        155        296        298:
Old  :       381:       107         82        114        127        155        296        298:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       15.9       21.0       23.7       10.3       13.3       18.3       19.3
Old  :                 12.4       15.9       21.0       23.7       10.3       13.3       18.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     5,691:     1,823      3,288        419      2,135        431      4,377      4,138:     1,314      1,553
Old  :     5,691:     1,823      3,288        419      2,135        431      4,377      4,138:     1,314      1,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       440:       171        411         36         87       -238        294        209:       146        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       57.8        7.4       37.5        7.6       76.9       72.7:      23.1       27.3
Old  :     100.0:      32.0       57.8        7.4       37.5        7.6       76.9       72.7:      23.1       27.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        21         32          9         23          8         46         47:
Old  :        76:        21         32          9         23          8         46         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       32.6       41.9       42.1       31.1       32.6       39.8       40.2
Old  :                 31.1       32.6       41.9       42.1       31.1       32.6       39.8       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    55,108:     9,874      5,794     16,173     17,415     10,965     43,462     32,932:    11,646     22,176
Old  :    55,108:     9,874      5,794     16,173     17,415     10,965     43,462     32,932:    11,646     22,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     2,647:       265       -482      1,199        163        455      1,627      1,172:     1,020      1,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.5       29.3       31.6       19.9       78.9       59.8:      21.1       40.2
Old  :     100.0:      17.9       10.5       29.3       31.6       19.9       78.9       59.8:      21.1       40.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        58         48         58         81         82        172        162:
Old  :       221:        58         48         58         81         82        172        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       12.1       22.9       19.5       10.2        3.9       15.3        5.8
Old  :                 15.5       12.1       22.9       19.5       10.2        3.9       15.3        5.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    46,447:     3,175     28,356      4,975     37,152      9,621     45,302     42,951:     1,145      3,496
Old  :    46,447:     3,175     28,356      4,975     37,152      9,621     45,302     42,951:     1,145      3,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       877:        -6        577          8        916        302        918        888:       -41        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       61.0       10.7       80.0       20.7       97.5       92.5:       2.5        7.5
Old  :     100.0:       6.8       61.0       10.7       80.0       20.7       97.5       92.5:       2.5        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        11         32         20         22         18         47         57:
Old  :        75:        11         32         20         22         18         47         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       51.0       70.7       65.9       51.3       51.0       69.8       64.2
Old  :                 51.3       51.0       70.7       65.9       51.3       51.0       69.8       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    46,861:     4,874      1,901        233     41,261     43,985     46,368     46,119:       493        742
Old  :    46,861:     4,874      1,901        233     41,261     43,985     46,368     46,119:       493        742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :      -921:     1,439       -158        100     -2,390       -292       -851       -350:       -70       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.1        0.5       88.0       93.9       98.9       98.4:       1.1        1.6
Old  :     100.0:      10.4        4.1        0.5       88.0       93.9       98.9       98.4:       1.1        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          6          2         12         15         20         23:
Old  :        33:         8          6          2         12         15         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       66.2       83.6       87.2       57.4       66.2       76.2       84.4
Old  :                 61.5       66.2       83.6       87.2       57.4       66.2       76.2       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   144,244:    20,129     57,589     15,005     84,500     31,906    119,633    104,499:    24,611     39,745
Old  :   144,244:    20,129     57,589     15,005     84,500     31,906    119,633    104,499:    24,611     39,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     7,295:     2,325      5,070         33      4,349      2,677      6,707      7,780:       587       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       39.9       10.4       58.6       22.1       82.9       72.4:      17.1       27.6
Old  :     100.0:      14.0       39.9       10.4       58.6       22.1       82.9       72.4:      17.1       27.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        21         31         13         23         25         50         65:
Old  :        86:        21         31         13         23         25         50         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       26.6       48.3       36.1       28.6       24.2       40.7       30.6
Old  :                 32.2       26.6       48.3       36.1       28.6       24.2       40.7       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    44,891:     5,389      8,132      5,380     25,033     15,190     35,802     28,702:     9,089     16,189
Old  :    44,891:     5,389      8,132      5,380     25,033     15,190     35,802     28,702:     9,089     16,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     1,170:       334       -677        652      1,162       -840      2,147       -865:      -978      2,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       18.1       12.0       55.8       33.8       79.8       63.9:      20.2       36.1
Old  :     100.0:      12.0       18.1       12.0       55.8       33.8       79.8       63.9:      20.2       36.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          5          6         12         13         23         22:
Old  :        31:         9          5          6         12         13         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       29.9       61.7       45.8       42.9       25.1       52.6       35.8
Old  :                 48.9       29.9       61.7       45.8       42.9       25.1       52.6       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   180,828:    34,096     82,449     11,777    130,941     79,906    176,814    174,132:     4,014      6,695
Old  :   180,828:    34,096     82,449     11,777    130,941     79,906    176,814    174,132:     4,014      6,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     4,769:     5,232      8,131     -1,092        160     -2,029      4,301      5,010:       468       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       45.6        6.5       72.4       44.2       97.8       96.3:       2.2        3.7
Old  :     100.0:      18.9       45.6        6.5       72.4       44.2       97.8       96.3:       2.2        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        27         54         10         20         24         52         86:
Old  :       119:        27         54         10         20         24         52         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       37.3       80.2       59.1       60.7       32.4       67.1       51.7
Old  :                 70.0       37.3       80.2       59.1       60.7       32.4       67.1       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   210,040:    41,592     70,232     23,177    124,905     84,223    189,673    177,632:    20,367     32,408
Old  :   210,040:    41,592     70,232     23,177    124,905     84,223    189,673    177,632:    20,367     32,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     2,697:     2,701     -2,769      2,303     -3,280      3,259      1,724      2,792:       973        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       33.4       11.0       59.5       40.1       90.3       84.6:       9.7       15.4
Old  :     100.0:      19.8       33.4       11.0       59.5       40.1       90.3       84.6:       9.7       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        29         40         24         28         38         73         86:
Old  :       112:        29         40         24         28         38         73         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       27.4       51.0       40.8       38.9       26.4       47.3       36.0
Old  :                 39.7       27.4       51.0       40.8       38.9       26.4       47.3       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   239,603:    30,834     79,818     24,534    166,591     76,362    221,959    180,714:    17,645     58,889
Old  :   239,603:    30,834     79,818     24,534    166,591     76,362    221,959    180,714:    17,645     58,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    -3,055:       334     -2,145        252     -4,309      2,621     -3,724        728:       669     -3,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       33.3       10.2       69.5       31.9       92.6       75.4:       7.4       24.6
Old  :     100.0:      12.9       33.3       10.2       69.5       31.9       92.6       75.4:       7.4       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        25         65         29         28         35         72        111:
Old  :       137:        25         65         29         28         35         72        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       21.5       57.5       30.7       41.6       20.9       55.5       28.3
Old  :                 42.9       21.5       57.5       30.7       41.6       20.9       55.5       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   544,362:    41,400    214,901     71,846    389,221    162,650    502,467    449,398:    41,895     94,964
Old  :   544,362:    41,400    214,901     71,846    389,221    162,650    502,467    449,398:    41,895     94,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    -6,727:    -2,768     -8,440         59     -4,639      4,297     -7,347     -4,084:       621     -2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       39.5       13.2       71.5       29.9       92.3       82.6:       7.7       17.4
Old  :     100.0:       7.6       39.5       13.2       71.5       29.9       92.3       82.6:       7.7       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        42        102         64         62         70        145        196:
Old  :       236:        42        102         64         62         70        145        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       16.8       50.4       26.0       30.5       16.0       46.0       23.3
Old  :                 33.4       16.8       50.4       26.0       30.5       16.0       46.0       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    31,681:    18,149     13,588      5,509      7,302     11,486     30,960     30,583:       721      1,098
Old  :    31,681:    18,149     13,588      5,509      7,302     11,486     30,960     30,583:       721      1,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     8,922:     7,109      8,908        -92      1,926        131      8,943      8,947:       -21        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3       42.9       17.4       23.0       36.3       97.7       96.5:       2.3        3.5
Old  :     100.0:      57.3       42.9       17.4       23.0       36.3       97.7       96.5:       2.3        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          6          4          4          6         14         14:
Old  :        22:         8          6          4          4          6         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       79.1       89.4       92.9       54.6       64.2       67.7       68.0
Old  :                 64.3       79.1       89.4       92.9       54.6       64.2       67.7       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    27,329:    11,107     15,437        875     13,392      4,561     25,374     20,873:     1,955      6,456
Old  :    27,329:    11,107     15,437        875     13,392      4,561     25,374     20,873:     1,955      6,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :      -372:     1,086       -337         96     -1,310         18       -128       -223:      -244       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       56.5        3.2       49.0       16.7       92.8       76.4:       7.2       23.6
Old  :     100.0:      40.6       56.5        3.2       49.0       16.7       92.8       76.4:       7.2       23.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        15         30          4         11         10         28         42:
Old  :        64:        15         30          4         11         10         28         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       24.8       66.4       39.2       48.7       24.8       65.7       39.2
Old  :                 48.9       24.8       66.4       39.2       48.7       24.8       65.7       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :18,722,097: 1,571,292  1,497,828  8,050,599  8,235,577  7,852,868 17,857,469 17,401,294:   864,629  1,320,803
Old  :18,722,097: 1,571,292  1,497,828  8,050,599  8,235,577  7,852,868 17,857,469 17,401,294:   864,629  1,320,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :  -397,542:  -126,352    -73,662    -23,120   -229,104   -277,424   -378,576   -374,206:   -18,965    -23,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        8.0       43.0       44.0       41.9       95.4       92.9:       4.6        7.1
Old  :     100.0:       8.4        8.0       43.0       44.0       41.9       95.4       92.9:       4.6        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        54         93        114        140        153        266        290:
Old  :       303:        54         93        114        140        153        266        290:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       20.2       34.7       30.5        9.4        4.8       14.2        7.7
Old  :                 22.1       20.2       34.7       30.5        9.4        4.8       14.2        7.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   896,168:    97,898     92,693     65,618    592,099    620,066    755,615    778,376:   140,553    117,792
Old  :   896,168:    97,898     92,693     65,618    592,099    620,066    755,615    778,376:   140,553    117,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     4,420:    -7,646      8,093     -6,984     10,654     -5,024     -3,976     -3,916:     8,396      8,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.3        7.3       66.1       69.2       84.3       86.9:      15.7       13.1
Old  :     100.0:      10.9       10.3        7.3       66.1       69.2       84.3       86.9:      15.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       621:       151        128        133        252        245        472        439:
Old  :       621:       151        128        133        252        245        472        439:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       12.8       21.8       21.8       11.4       10.1       17.4       16.9
Old  :                 13.7       12.8       21.8       21.8       11.4       10.1       17.4       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   229,097:    11,934     10,473     24,065    144,231    128,606    180,229    163,144:    48,867     65,953
Old  :   229,097:    11,934     10,473     24,065    144,231    128,606    180,229    163,144:    48,867     65,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     2,922:    -1,908        784     -2,332      5,735     -1,777      1,495     -3,325:     1,427      6,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        4.6       10.5       63.0       56.1       78.7       71.2:      21.3       28.8
Old  :     100.0:       5.2        4.6       10.5       63.0       56.1       78.7       71.2:      21.3       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        16         12         20         47         42         75         64:
Old  :        87:        16         12         20         47         42         75         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       26.3       31.4       38.7       15.1       20.8       25.1       28.9
Old  :                 19.1       26.3       31.4       38.7       15.1       20.8       25.1       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,335,355:   440,653    421,929    196,934  2,239,342  2,457,297  2,876,929  3,076,160:   458,426    259,195
Old  : 3,335,355:   440,653    421,929    196,934  2,239,342  2,457,297  2,876,929  3,076,160:   458,426    259,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     7,492:   -23,221     42,014    -28,730     24,596    -16,235    -27,355     -2,952:    34,848     10,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.7        5.9       67.1       73.7       86.3       92.2:      13.7        7.8
Old  :     100.0:      13.2       12.7        5.9       67.1       73.7       86.3       92.2:      13.7        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       146        119        123        239        236        443        420:
Old  :       596:       146        119        123        239        236        443        420:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       13.9       24.4       23.1       13.8       13.4       21.5       21.4
Old  :                 15.6       13.9       24.4       23.1       13.8       13.4       21.5       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    93,295:    10,464      7,581      1,728     69,785     75,431     81,977     84,740:    11,318      8,555
Old  :    93,295:    10,464      7,581      1,728     69,785     75,431     81,977     84,740:    11,318      8,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     5,603:     2,292      1,833       -290      3,679      2,750      5,681      4,293:       -78      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.1        1.9       74.8       80.9       87.9       90.8:      12.1        9.2
Old  :     100.0:      11.2        8.1        1.9       74.8       80.9       87.9       90.8:      12.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        15         10          3         50         40         66         52:
Old  :        97:        15         10          3         50         40         66         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       32.3       50.1       51.8       35.7       32.2       48.9       51.6
Old  :                 36.5       32.3       50.1       51.8       35.7       32.2       48.9       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    88,216:    20,822      8,819      2,557     54,681     70,458     78,060     81,834:    10,156      6,382
Old  :    88,216:    20,822      8,819      2,557     54,681     70,458     78,060     81,834:    10,156      6,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     1,502:     1,304        736       -584        961      1,824      1,680      1,975:      -178       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       10.0        2.9       62.0       79.9       88.5       92.8:      11.5        7.2
Old  :     100.0:      23.6       10.0        2.9       62.0       79.9       88.5       92.8:      11.5        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        69         39         18         69         71        145        121:
Old  :       222:        69         39         18         69         71        145        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       36.8       38.2       52.5       26.1       32.1       34.4       47.1
Old  :                 28.7       36.8       38.2       52.5       26.1       32.1       34.4       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    17,711:     1,172          0          0     14,560     15,165     15,732     15,165:     1,979      2,546
Old  :    17,711:     1,172          0          0     14,560     15,165     15,732     15,165:     1,979      2,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :      -167:      -367          0          0        100        546       -267        546:       100       -713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        0.0        0.0       82.2       85.6       88.8       85.6:      11.2       14.4
Old  :     100.0:       6.6        0.0        0.0       82.2       85.6       88.8       85.6:      11.2       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          0         11          6         14          6:
Old  :        20:         3          0          0         11          6         14          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       82.9       76.3       85.6       56.0       82.9       76.3       85.6
Old  :                 56.0       82.9       76.3       85.6       56.0       82.9       76.3       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   352,527:    98,250     44,094     12,787    200,605    276,466    311,642    333,347:    40,884     19,179
Old  :   352,527:    98,250     44,094     12,787    200,605    276,466    311,642    333,347:    40,884     19,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     8,346:     6,510      1,834     -1,077      4,303      6,388      9,736      7,145:    -1,390      1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.5        3.6       56.9       78.4       88.4       94.6:      11.6        5.4
Old  :     100.0:      27.9       12.5        3.6       56.9       78.4       88.4       94.6:      11.6        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        67         39         18         63         69        137        119:
Old  :       219:        67         39         18         63         69        137        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       34.6       41.7       47.8       32.2       34.2       41.3       47.4
Old  :                 32.2       34.6       41.7       47.8       32.2       34.2       41.3       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   164,917:    15,669     79,364     12,510    121,672     28,865    149,851    120,739:    15,066     44,178
Old  :   164,917:    15,669     79,364     12,510    121,672     28,865    149,851    120,739:    15,066     44,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     8,567:    -1,513      7,893        661     10,792      1,482      9,939     10,035:    -1,372     -1,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       48.1        7.6       73.8       17.5       90.9       73.2:       9.1       26.8
Old  :     100.0:       9.5       48.1        7.6       73.8       17.5       90.9       73.2:       9.1       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        21         54         23         20         24         56         86:
Old  :       102:        21         54         23         20         24         56         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       25.8       68.2       35.5       54.3       25.2       65.3       33.9
Old  :                 55.7       25.8       68.2       35.5       54.3       25.2       65.3       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    56,282:    17,915     15,902        433     25,756     31,374     44,104     47,709:    12,178      8,573
Old  :    56,282:    17,915     15,902        433     25,756     31,374     44,104     47,709:    12,178      8,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     2,201:       687        269       -426        622        581        883        424:     1,318      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       28.3        0.8       45.8       55.7       78.4       84.8:      21.6       15.2
Old  :     100.0:      31.8       28.3        0.8       45.8       55.7       78.4       84.8:      21.6       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        22          8          1         23         13         45         22:
Old  :        62:        22          8          1         23         13         45         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       55.5       46.3       74.0       34.2       55.5       46.3       74.0
Old  :                 34.2       55.5       46.3       74.0       34.2       55.5       46.3       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :   120,512:    56,168      8,384      2,510     50,471     20,123    109,149     31,017:    11,363     89,495
Old  :   120,512:    56,168      8,384      2,510     50,471     20,123    109,149     31,017:    11,363     89,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     5,015:     1,556      3,283       -485      2,806      1,552      3,877      4,350:     1,138        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        7.0        2.1       41.9       16.7       90.6       25.7:       9.4       74.3
Old  :     100.0:      46.6        7.0        2.1       41.9       16.7       90.6       25.7:       9.4       74.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        39          9          7         36         20         76         35:
Old  :        98:        39          9          7         36         20         76         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2        9.4       38.3       14.7       26.1        8.4       38.1       13.2
Old  :                 26.2        9.4       38.3       14.7       26.1        8.4       38.1       13.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 27, 2015