BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :     9,355:       618      1,107      1,001      6,646      6,232      8,265      8,339:     1,090      1,015
Old  :     9,355:       618      1,107      1,001      6,646      6,232      8,265      8,339:     1,090      1,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       306:        10        -10         40        219        293        269        323:        36        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       11.8       10.7       71.0       66.6       88.3       89.1:      11.7       10.9
Old  :     100.0:       6.6       11.8       10.7       71.0       66.6       88.3       89.1:      11.7       10.9
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  :        40:         4         10         11         21         21         33         34:
Old  :        40:         4         10         11         21         21         33         34:
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  :                 46.1       37.0       66.7       54.0       42.6       36.5       57.4       49.3
Old  :                 46.1       37.0       66.7       54.0       42.6       36.5       57.4       49.3
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, June 30, 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  :    51,404:    14,888      3,489     11,345     21,409     22,143     47,642     36,977:     3,762     14,426
Old  :    51,404:    14,888      3,489     11,345     21,409     22,143     47,642     36,977:     3,762     14,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     1,019:       384        348        137        523        136      1,043        621:       -24        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        6.8       22.1       41.6       43.1       92.7       71.9:       7.3       28.1
Old  :     100.0:      29.0        6.8       22.1       41.6       43.1       92.7       71.9:       7.3       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  :        91:        20         24         31         36         32         74         70:
Old  :        91:        20         24         31         36         32         74         70:
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  :                 32.9       24.6       48.2       38.1       32.7       22.7       45.3       33.5
Old  :                 32.9       24.6       48.2       38.1       32.7       22.7       45.3       33.5
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, June 30, 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  :     9,163:       132      1,346      1,603      6,451      4,944      8,186      7,893:       977      1,270
Old  :     9,163:       132      1,346      1,603      6,451      4,944      8,186      7,893:       977      1,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       388:        22         68         77        261        223        360        368:        28         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       14.7       17.5       70.4       54.0       89.3       86.1:      10.7       13.9
Old  :     100.0:       1.4       14.7       17.5       70.4       54.0       89.3       86.1:      10.7       13.9
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  :        41:         3         13         10         21         16         33         30:
Old  :        41:         3         13         10         21         16         33         30:
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       35.0       55.2       56.0       36.5       25.3       48.6       34.6
Old  :                 39.7       35.0       55.2       56.0       36.5       25.3       48.6       34.6
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, June 30, 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  :     3,680:       382        250        633      2,146      1,398      3,162      2,281:       519      1,399
Old  :     3,680:       382        250        633      2,146      1,398      3,162      2,281:       519      1,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :        69:         1         11         25         42         13         68         50:         1         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        6.8       17.2       58.3       38.0       85.9       62.0:      14.1       38.0
Old  :     100.0:      10.4        6.8       17.2       58.3       38.0       85.9       62.0:      14.1       38.0
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  :        23:         4          5          9         10          8         19         17:
Old  :        23:         4          5          9         10          8         19         17:
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  :                 39.4       31.3       63.4       48.1       34.6       29.3       54.6       37.7
Old  :                 39.4       31.3       63.4       48.1       34.6       29.3       54.6       37.7
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, June 30, 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  :   288,308:    71,873     59,420     93,342    100,118     98,719    265,333    251,481:    22,975     36,827
Old  :   195,791:    61,070     59,578     63,897     55,800     49,139    180,767    172,614:    15,024     23,177
Other:    92,517:    19,754      8,792     20,495     44,317     49,580     84,566     78,867:     7,951     13,650
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -3,780:    -3,359      1,283        440       -692     -2,057     -3,611       -334:      -169     -3,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       20.6       32.4       34.7       34.2       92.0       87.2:       8.0       12.8
Old  :     100.0:      31.2       30.4       32.6       28.5       25.1       92.3       88.2:       7.7       11.8
Other:     100.0:      21.4        9.5       22.2       47.9       53.6       91.4       85.2:       8.6       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       101        107        127         84         79        261        251:
Old  :       305:        92        107        115         76         75        235        239:
Other:       179:        53         39         49         54         63        140        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       10.5       23.7       18.5       12.8        9.7       21.9       16.3
Old  :                 13.9       11.6       22.0       18.8       13.7       11.2       21.7       18.3
Other:                 24.8       19.1       37.7       28.9       24.8       15.8       36.1       23.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   317,734:   107,734     23,308     81,581    100,306    163,775    289,621    268,663:    28,113     49,071
Old  :   317,734:   107,734     23,308     81,581    100,306    163,775    289,621    268,663:    28,113     49,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -20,183:   -12,518     -1,937       -279     -4,320    -15,680    -17,117    -17,896:    -3,066     -2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        7.3       25.7       31.6       51.5       91.2       84.6:       8.8       15.4
Old  :     100.0:      33.9        7.3       25.7       31.6       51.5       91.2       84.6:       8.8       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  :       404:       130         81        135        120        153        324        314:
Old  :       404:       130         81        135        120        153        324        314:
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  :                 11.1       17.2       19.5       24.1       11.1       15.2       19.4       21.4
Old  :                 11.1       17.2       19.5       24.1       11.1       15.2       19.4       21.4
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, June 30, 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  :     4,195:     1,718      1,455        312      1,259      1,424      3,289      3,191:       906      1,004
Old  :     4,195:     1,718      1,455        312      1,259      1,424      3,289      3,191:       906      1,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -557:      -212        -65        -67        -16       -375       -295       -507:      -262        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       34.7        7.4       30.0       34.0       78.4       76.1:      21.6       23.9
Old  :     100.0:      41.0       34.7        7.4       30.0       34.0       78.4       76.1:      21.6       23.9
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  :        65:        17         20          7         20         18         42         41:
Old  :        65:        17         20          7         20         18         42         41:
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  :                 26.4       26.7       37.9       39.1       26.4       25.9       37.5       36.8
Old  :                 26.4       26.7       37.9       39.1       26.4       25.9       37.5       36.8
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, June 30, 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  :    55,440:    16,337      6,556     11,664     16,125     15,362     44,126     33,582:    11,313     21,857
Old  :    55,440:    16,337      6,556     11,664     16,125     15,362     44,126     33,582:    11,313     21,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,160:    -3,045     -1,386      1,480        901       -787       -664       -693:      -496       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       11.8       21.0       29.1       27.7       79.6       60.6:      20.4       39.4
Old  :     100.0:      29.5       11.8       21.0       29.1       27.7       79.6       60.6:      20.4       39.4
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  :       228:        74         44         60         70         85        176        162:
Old  :       228:        74         44         60         70         85        176        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  :                 13.8       11.0       22.9       17.7       12.9        8.6       20.0       13.4
Old  :                 13.8       11.0       22.9       17.7       12.9        8.6       20.0       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :     5,534:     1,000      3,379        295      3,271      1,210      4,566      4,884:       968        649
Old  :     5,534:     1,000      3,379        295      3,271      1,210      4,566      4,884:       968        649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :        57:        31         -5          9        -14         34         26         39:        31         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       61.1        5.3       59.1       21.9       82.5       88.3:      17.5       11.7
Old  :     100.0:      18.1       61.1        5.3       59.1       21.9       82.5       88.3:      17.5       11.7
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  :        21:         6          5          3         10          6         17         13:
Old  :        21:         6          5          3         10          6         17         13:
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  :                 37.0       63.5       62.3       82.7       30.5       57.5       53.9       70.3
Old  :                 37.0       63.5       62.3       82.7       30.5       57.5       53.9       70.3
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, June 30, 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  :    34,472:     1,999     16,437      3,593     27,907     10,589     33,499     30,620:       973      3,852
Old  :    34,472:     1,999     16,437      3,593     27,907     10,589     33,499     30,620:       973      3,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     1,367:       453        628        299        632         49      1,384        977:       -17        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       47.7       10.4       81.0       30.7       97.2       88.8:       2.8       11.2
Old  :     100.0:       5.8       47.7       10.4       81.0       30.7       97.2       88.8:       2.8       11.2
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  :        75:        13         33         20         21         17         47         57:
Old  :        75:        13         33         20         21         17         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  :                 46.0       38.5       68.7       52.3       45.2       38.4       67.9       52.1
Old  :                 46.0       38.5       68.7       52.3       45.2       38.4       67.9       52.1
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, June 30, 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  :    41,744:     3,390      1,399        535     37,449     39,164     41,374     41,098:       370        646
Old  :    41,744:     3,390      1,399        535     37,449     39,164     41,374     41,098:       370        646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -510:      -489       -413          0         16       -293       -473       -706:       -37        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.4        1.3       89.7       93.8       99.1       98.5:       0.9        1.5
Old  :     100.0:       8.1        3.4        1.3       89.7       93.8       99.1       98.5:       0.9        1.5
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  :        28:         8          4          1         10         11         18         16:
Old  :        28:         8          4          1         10         11         18         16:
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  :                 75.5       79.6       90.1       91.6       73.4       79.6       87.0       90.7
Old  :                 75.5       79.6       90.1       91.6       73.4       79.6       87.0       90.7
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, June 30, 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  :   103,660:    21,868     45,543      8,291     48,877     18,701     79,036     72,535:    24,623     31,125
Old  :   103,660:    21,868     45,543      8,291     48,877     18,701     79,036     72,535:    24,623     31,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    11,256:     4,783      9,900        450      5,665        439     10,897     10,789:       359        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       43.9        8.0       47.2       18.0       76.2       70.0:      23.8       30.0
Old  :     100.0:      21.1       43.9        8.0       47.2       18.0       76.2       70.0:      23.8       30.0
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  :        80:        20         29         14         21         23         48         61:
Old  :        80:        20         29         14         21         23         48         61:
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  :                 33.3       28.7       44.5       36.4       33.1       28.7       43.9       35.4
Old  :                 33.3       28.7       44.5       36.4       33.1       28.7       43.9       35.4
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, June 30, 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  :    23,643:     9,158      1,877      1,796      3,360      7,085     14,314     10,758:     9,329     12,885
Old  :    23,643:     9,158      1,877      1,796      3,360      7,085     14,314     10,758:     9,329     12,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -455:      -370        -96        -49        316        481       -102        336:      -352       -791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.9        7.6       14.2       30.0       60.5       45.5:      39.5       54.5
Old  :     100.0:      38.7        7.9        7.6       14.2       30.0       60.5       45.5:      39.5       54.5
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  :        24:         9          4          3          6          9         16         15:
Old  :        24:         9          4          3          6          9         16         15:
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  :                 30.6       21.4       46.6       35.2       30.5       20.3       44.7       30.9
Old  :                 30.6       21.4       46.6       35.2       30.5       20.3       44.7       30.9
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, June 30, 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  :   111,759:    36,040     74,917        587     71,959     29,239    108,586    104,743:     3,172      7,015
Old  :   111,759:    36,040     74,917        587     71,959     29,239    108,586    104,743:     3,172      7,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :      -421:    -3,325      7,597        135      2,430     -8,970       -760     -1,238:       339        816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       67.0        0.5       64.4       26.2       97.2       93.7:       2.8        6.3
Old  :     100.0:      32.2       67.0        0.5       64.4       26.2       97.2       93.7:       2.8        6.3
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  :       116:        26         56          9         22         17         55         75:
Old  :       116:        26         56          9         22         17         55         75:
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  :                 60.4       48.8       74.0       67.3       60.4       48.8       74.0       67.3
Old  :                 60.4       48.8       74.0       67.3       60.4       48.8       74.0       67.3
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, June 30, 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  :   214,718:    46,358     61,350     28,270    112,915    103,020    187,543    192,640:    27,175     22,078
Old  :   214,718:    46,358     61,350     28,270    112,915    103,020    187,543    192,640:    27,175     22,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,866:     1,262     -7,957      1,426      3,998     12,226      6,686      5,695:    -2,820     -1,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       28.6       13.2       52.6       48.0       87.3       89.7:      12.7       10.3
Old  :     100.0:      21.6       28.6       13.2       52.6       48.0       87.3       89.7:      12.7       10.3
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  :       118:        35         39         23         29         37         78         85:
Old  :       118:        35         39         23         29         37         78         85:
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  :                 43.4       31.3       53.1       44.8       42.3       29.8       50.9       42.0
Old  :                 43.4       31.3       53.1       44.8       42.3       29.8       50.9       42.0
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, June 30, 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  :   290,022:    43,929    125,279     22,346    204,389     83,493    270,663    231,118:    19,359     58,904
Old  :   290,022:    43,929    125,279     22,346    204,389     83,493    270,663    231,118:    19,359     58,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     7,298:     4,246     -1,638      1,953     -1,560     13,694      4,639     14,008:     2,660     -6,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       43.2        7.7       70.5       28.8       93.3       79.7:       6.7       20.3
Old  :     100.0:      15.1       43.2        7.7       70.5       28.8       93.3       79.7:       6.7       20.3
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  :       132:        20         65         24         29         39         65        112:
Old  :       132:        20         65         24         29         39         65        112:
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  :                 55.9       30.1       66.6       38.2       55.8       28.9       66.3       36.7
Old  :                 55.9       30.1       66.6       38.2       55.8       28.9       66.3       36.7
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, June 30, 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  :   441,287:    59,386    158,575     68,831    269,721    133,107    397,939    360,513:    43,348     80,774
Old  :   441,287:    59,386    158,575     68,831    269,721    133,107    397,939    360,513:    43,348     80,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     2,831:    -3,126     -2,290      2,531      5,024      1,404      4,428      1,645:    -1,598      1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       35.9       15.6       61.1       30.2       90.2       81.7:       9.8       18.3
Old  :     100.0:      13.5       35.9       15.6       61.1       30.2       90.2       81.7:       9.8       18.3
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  :       247:        59         99         75         54         69        156        201:
Old  :       247:        59         99         75         54         69        156        201:
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  :                 26.4       16.7       37.5       24.7       26.1       15.8       35.7       22.3
Old  :                 26.4       16.7       37.5       24.7       26.1       15.8       35.7       22.3
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, June 30, 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  :    19,096:     9,977      6,433      3,735      4,428      7,963     18,140     18,131:       956        965
Old  :    19,096:     9,977      6,433      3,735      4,428      7,963     18,140     18,131:       956        965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,552:     2,865       -858        560          6      3,778      3,431      3,480:       121         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       33.7       19.6       23.2       41.7       95.0       94.9:       5.0        5.1
Old  :     100.0:      52.2       33.7       19.6       23.2       41.7       95.0       94.9:       5.0        5.1
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  :        23:         8          8          3          4          6         15         14:
Old  :        23:         8          8          3          4          6         15         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  :                 63.6       77.5       83.8       89.8       46.1       50.2       56.6       55.0
Old  :                 63.6       77.5       83.8       89.8       46.1       50.2       56.6       55.0
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, June 30, 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  :    43,256:    16,949     33,015        681     22,781      2,618     40,411     36,314:     2,845      6,942
Old  :    43,256:    16,949     33,015        681     22,781      2,618     40,411     36,314:     2,845      6,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :       345:    -2,712       -209        -12      2,937        280        213         59:       132        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       76.3        1.6       52.7        6.1       93.4       84.0:       6.6       16.0
Old  :     100.0:      39.2       76.3        1.6       52.7        6.1       93.4       84.0:       6.6       16.0
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  :        82:        17         46          3         14          8         32         56:
Old  :        82:        17         46          3         14          8         32         56:
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  :                 45.6       39.6       64.4       52.6       45.6       39.6       64.4       52.6
Old  :                 45.6       39.6       64.4       52.6       45.6       39.6       64.4       52.6
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, June 30, 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  :17,520,603: 1,597,268  1,303,945  6,655,931  8,421,109  8,256,376 16,674,308 16,216,253:   846,295  1,304,350
Old  :17,520,603: 1,597,268  1,303,945  6,655,931  8,421,109  8,256,376 16,674,308 16,216,253:   846,295  1,304,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   304,679:   -92,494    -46,661    168,189    243,759    208,403    319,454    329,930:   -14,775    -25,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        7.4       38.0       48.1       47.1       95.2       92.6:       4.8        7.4
Old  :     100.0:       9.1        7.4       38.0       48.1       47.1       95.2       92.6:       4.8        7.4
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  :       319:        57        102        120        142        150        277        297:
Old  :       319:        57        102        120        142        150        277        297:
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  :                 20.5       21.4       31.3       30.6        7.5        9.9       12.9       12.8
Old  :                 20.5       21.4       31.3       30.6        7.5        9.9       12.9       12.8
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, June 30, 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  :   799,513:    80,393     96,775     79,970    522,678    517,609    683,040    694,354:   116,473    105,159
Old  :   799,513:    80,393     96,775     79,970    522,678    517,609    683,040    694,354:   116,473    105,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    54,851:     2,731      8,770     19,651     23,082     24,189     45,463     52,610:     9,387      2,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       12.1       10.0       65.4       64.7       85.4       86.8:      14.6       13.2
Old  :     100.0:      10.1       12.1       10.0       65.4       64.7       85.4       86.8:      14.6       13.2
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  :       632:       151        130        157        248        260        471        477:
Old  :       632:       151        130        157        248        260        471        477:
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  :                 14.1       12.0       23.3       19.6       10.6        9.5       17.1       15.8
Old  :                 14.1       12.0       23.3       19.6       10.6        9.5       17.1       15.8
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, June 30, 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  :   157,679:    12,962      7,158     20,996     86,065     79,964    120,023    108,118:    37,656     49,562
Old  :   157,679:    12,962      7,158     20,996     86,065     79,964    120,023    108,118:    37,656     49,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    12,480:     2,840      5,160      3,152      7,957      1,185     13,948      9,497:    -1,469      2,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        4.5       13.3       54.6       50.7       76.1       68.6:      23.9       31.4
Old  :     100.0:       8.2        4.5       13.3       54.6       50.7       76.1       68.6:      23.9       31.4
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  :        89:        21         16         29         44         38         81         69:
Old  :        89:        21         16         29         44         38         81         69:
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  :                 21.3       19.9       33.5       32.9       16.2       14.7       24.1       22.8
Old  :                 21.3       19.9       33.5       32.9       16.2       14.7       24.1       22.8
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, June 30, 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  : 3,209,171:   372,410    483,340    259,614  2,183,062  2,188,228  2,815,085  2,931,182:   394,085    277,989
Old  : 3,209,171:   372,410    483,340    259,614  2,183,062  2,188,228  2,815,085  2,931,182:   394,085    277,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   211,856:    31,927     50,520     50,024     75,624    115,019    157,576    215,563:    54,281     -3,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       15.1        8.1       68.0       68.2       87.7       91.3:      12.3        8.7
Old  :     100.0:      11.6       15.1        8.1       68.0       68.2       87.7       91.3:      12.3        8.7
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  :       604:       140        124        142        239        252        443        454:
Old  :       604:       140        124        142        239        252        443        454:
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  :                 15.8       11.7       24.2       20.8       12.2       11.1       19.4       18.4
Old  :                 15.8       11.7       24.2       20.8       12.2       11.1       19.4       18.4
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, June 30, 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  :    90,362:    11,926      4,153      1,403     65,594     81,522     78,923     87,078:    11,439      3,284
Old  :    90,362:    11,926      4,153      1,403     65,594     81,522     78,923     87,078:    11,439      3,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,374:       267        855        394     -1,751     -2,621     -1,090     -1,372:      -284         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.6        1.6       72.6       90.2       87.3       96.4:      12.7        3.6
Old  :     100.0:      13.2        4.6        1.6       72.6       90.2       87.3       96.4:      12.7        3.6
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  :        92:        18          4          3         49         39         67         46:
Old  :        92:        18          4          3         49         39         67         46:
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  :                 36.9       37.6       48.4       60.3       36.4       37.5       47.3       60.2
Old  :                 36.9       37.6       48.4       60.3       36.4       37.5       47.3       60.2
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, June 30, 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  :    64,155:    14,274      7,937      1,689     42,786     51,054     58,748     60,679:     5,406      3,476
Old  :    64,155:    14,274      7,937      1,689     42,786     51,054     58,748     60,679:     5,406      3,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -6,463:    -5,800      2,674        193        -95     -8,990     -5,701     -6,123:      -762       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.4        2.6       66.7       79.6       91.6       94.6:       8.4        5.4
Old  :     100.0:      22.2       12.4        2.6       66.7       79.6       91.6       94.6:       8.4        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  :       224:        65         38         20         78         62        151        112:
Old  :       224:        65         38         20         78         62        151        112:
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  :                 40.2       32.3       47.9       52.3       40.2       32.3       47.9       52.2
Old  :                 40.2       32.3       47.9       52.3       40.2       32.3       47.9       52.2
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, June 30, 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  :   320,774:    71,371     39,683      8,444    213,928    255,270    293,742    303,396:    27,032     17,378
Old  :   320,774:    71,371     39,683      8,444    213,928    255,270    293,742    303,396:    27,032     17,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -32,315:   -28,999     13,372        966       -473    -44,952    -28,506    -30,614:    -3,809     -1,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.4        2.6       66.7       79.6       91.6       94.6:       8.4        5.4
Old  :     100.0:      22.2       12.4        2.6       66.7       79.6       91.6       94.6:       8.4        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  :       224:        65         38         20         78         62        151        112:
Old  :       224:        65         38         20         78         62        151        112:
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  :                 40.2       32.3       47.9       52.3       40.2       32.3       47.9       52.2
Old  :                 40.2       32.3       47.9       52.3       40.2       32.3       47.9       52.2
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, June 30, 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  :   133,285:    54,134     67,026      7,901     54,832     25,315    116,867    100,243:    16,418     33,043
Old  :   133,285:    54,134     67,026      7,901     54,832     25,315    116,867    100,243:    16,418     33,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,060:    -1,512      1,781        -94      5,397        680      3,791      2,367:      -731        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       50.3        5.9       41.1       19.0       87.7       75.2:      12.3       24.8
Old  :     100.0:      40.6       50.3        5.9       41.1       19.0       87.7       75.2:      12.3       24.8
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  :        75:        24         28         16         17         18         44         59:
Old  :        75:        24         28         16         17         18         44         59:
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  :                 50.3       38.6       64.6       47.8       50.2       38.4       63.7       47.5
Old  :                 50.3       38.6       64.6       47.8       50.2       38.4       63.7       47.5
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, June 30, 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  :    54,863:    14,884     15,245          1     28,614     34,285     43,499     49,531:    11,364      5,332
Old  :    54,863:    14,884     15,245          1     28,614     34,285     43,499     49,531:    11,364      5,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,373:    -2,239         96          1          3         91     -2,235        188:       862     -1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       27.8        0.0       52.2       62.5       79.3       90.3:      20.7        9.7
Old  :     100.0:      27.1       27.8        0.0       52.2       62.5       79.3       90.3:      20.7        9.7
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  :        61:        17         15          1         23         10         41         25:
Old  :        61:        17         15          1         23         10         41         25:
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  :                 36.1       67.2       51.6       78.6       36.1       67.2       51.6       78.6
Old  :                 36.1       67.2       51.6       78.6       36.1       67.2       51.6       78.6
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, June 30, 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  :   118,273:    43,104      8,049        278     63,615     10,996    106,997     19,323:    11,276     98,950
Old  :   118,273:    43,104      8,049        278     63,615     10,996    106,997     19,323:    11,276     98,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     4,355:    -1,247     -3,763        184      3,308      2,915      2,245       -664:     2,110      5,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        6.8        0.2       53.8        9.3       90.5       16.3:       9.5       83.7
Old  :     100.0:      36.4        6.8        0.2       53.8        9.3       90.5       16.3:       9.5       83.7
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  :        83:        36          8          2         30         16         66         26:
Old  :        83:        36          8          2         30         16         66         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  :                 36.2        6.7       50.8       10.6       36.2        6.4       50.3        9.7
Old  :                 36.2        6.7       50.8       10.6       36.2        6.4       50.3        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 6, 2015