BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,355
COMMITMENTS
     618    1,107    1,001    6,646    6,232    8,265    8,339    1,090    1,015

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        306)
      10      -10       40      219      293      269      323       36      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     11.8     10.7     71.0     66.6     88.3     89.1     11.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       10       11       21       21       33       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,404
COMMITMENTS
  14,888    3,489   11,345   21,409   22,143   47,642   36,977    3,762   14,426

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,019)
     384      348      137      523      136    1,043      621      -24      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      6.8     22.1     41.6     43.1     92.7     71.9      7.3     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       24       31       36       32       74       70                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,163
COMMITMENTS
     132    1,346    1,603    6,451    4,944    8,186    7,893      977    1,270

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        388)
      22       68       77      261      223      360      368       28       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     14.7     17.5     70.4     54.0     89.3     86.1     10.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       13       10       21       16       33       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,680
COMMITMENTS
     382      250      633    2,146    1,398    3,162    2,281      519    1,399

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         69)
       1       11       25       42       13       68       50        1       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      6.8     17.2     58.3     38.0     85.9     62.0     14.1     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        5        9       10        8       19       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      288,308
COMMITMENTS
  71,873   59,420   93,342  100,118   98,719  265,333  251,481   22,975   36,827

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -3,780)
  -3,359    1,283      440     -692   -2,057   -3,611     -334     -169   -3,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     20.6     32.4     34.7     34.2     92.0     87.2      8.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     101      107      127       84       79      261      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      317,734
COMMITMENTS
 107,734   23,308   81,581  100,306  163,775  289,621  268,663   28,113   49,071

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -20,183)
 -12,518   -1,937     -279   -4,320  -15,680  -17,117  -17,896   -3,066   -2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      7.3     25.7     31.6     51.5     91.2     84.6      8.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     130       81      135      120      153      324      314                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,195
COMMITMENTS
   1,718    1,455      312    1,259    1,424    3,289    3,191      906    1,004

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -557)
    -212      -65      -67      -16     -375     -295     -507     -262      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0     34.7      7.4     30.0     34.0     78.4     76.1     21.6     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       20        7       20       18       42       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,440
COMMITMENTS
  16,337    6,556   11,664   16,125   15,362   44,126   33,582   11,313   21,857

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,160)
  -3,045   -1,386    1,480      901     -787     -664     -693     -496     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     11.8     21.0     29.1     27.7     79.6     60.6     20.4     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      74       44       60       70       85      176      162                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,534
COMMITMENTS
   1,000    3,379      295    3,271    1,210    4,566    4,884      968      649

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         57)
      31       -5        9      -14       34       26       39       31       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     61.1      5.3     59.1     21.9     82.5     88.3     17.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        3       10        6       17       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,472
COMMITMENTS
   1,999   16,437    3,593   27,907   10,589   33,499   30,620      973    3,852

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,367)
     453      628      299      632       49    1,384      977      -17      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     47.7     10.4     81.0     30.7     97.2     88.8      2.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13       33       20       21       17       47       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,744
COMMITMENTS
   3,390    1,399      535   37,449   39,164   41,374   41,098      370      646

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -510)
    -489     -413        0       16     -293     -473     -706      -37      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      3.4      1.3     89.7     93.8     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1       10       11       18       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      103,660
COMMITMENTS
  21,868   45,543    8,291   48,877   18,701   79,036   72,535   24,623   31,125

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     11,256)
   4,783    9,900      450    5,665      439   10,897   10,789      359      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     43.9      8.0     47.2     18.0     76.2     70.0     23.8     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       29       14       21       23       48       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       23,643
COMMITMENTS
   9,158    1,877    1,796    3,360    7,085   14,314   10,758    9,329   12,885

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -455)
    -370      -96      -49      316      481     -102      336     -352     -791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.7      7.9      7.6     14.2     30.0     60.5     45.5     39.5     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        4        3        6        9       16       15                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,759
COMMITMENTS
  36,040   74,917      587   71,959   29,239  108,586  104,743    3,172    7,015

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -421)
  -3,325    7,597      135    2,430   -8,970     -760   -1,238      339      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     67.0      0.5     64.4     26.2     97.2     93.7      2.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      26       56        9       22       17       55       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      214,718
COMMITMENTS
  46,358   61,350   28,270  112,915  103,020  187,543  192,640   27,175   22,078

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      3,866)
   1,262   -7,957    1,426    3,998   12,226    6,686    5,695   -2,820   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     28.6     13.2     52.6     48.0     87.3     89.7     12.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       39       23       29       37       78       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      290,022
COMMITMENTS
  43,929  125,279   22,346  204,389   83,493  270,663  231,118   19,359   58,904

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      7,298)
   4,246   -1,638    1,953   -1,560   13,694    4,639   14,008    2,660   -6,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     43.2      7.7     70.5     28.8     93.3     79.7      6.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      20       65       24       29       39       65      112                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      441,287
COMMITMENTS
  59,386  158,575   68,831  269,721  133,107  397,939  360,513   43,348   80,774

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      2,831)
  -3,126   -2,290    2,531    5,024    1,404    4,428    1,645   -1,598    1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     35.9     15.6     61.1     30.2     90.2     81.7      9.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      59       99       75       54       69      156      201                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,096
COMMITMENTS
   9,977    6,433    3,735    4,428    7,963   18,140   18,131      956      965

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      3,552)
   2,865     -858      560        6    3,778    3,431    3,480      121       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     33.7     19.6     23.2     41.7     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        8        3        4        6       15       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,256
COMMITMENTS
  16,949   33,015      681   22,781    2,618   40,411   36,314    2,845    6,942

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        345)
  -2,712     -209      -12    2,937      280      213       59      132      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2     76.3      1.6     52.7      6.1     93.4     84.0      6.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       46        3       14        8       32       56                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,520,603
COMMITMENTS
 1597268  1303945  6655931  8421109  8256376 16674308 16216253  846,295  1304350

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    304,679)
 -92,494  -46,661  168,189  243,759  208,403  319,454  329,930  -14,775  -25,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      7.4     38.0     48.1     47.1     95.2     92.6      4.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      57      102      120      142      150      277      297                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      799,513
COMMITMENTS
  80,393   96,775   79,970  522,678  517,609  683,040  694,354  116,473  105,159

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     54,851)
   2,731    8,770   19,651   23,082   24,189   45,463   52,610    9,387    2,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     12.1     10.0     65.4     64.7     85.4     86.8     14.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     151      130      157      248      260      471      477                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      157,679
COMMITMENTS
  12,962    7,158   20,996   86,065   79,964  120,023  108,118   37,656   49,562

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     12,480)
   2,840    5,160    3,152    7,957    1,185   13,948    9,497   -1,469    2,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      4.5     13.3     54.6     50.7     76.1     68.6     23.9     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       16       29       44       38       81       69                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,209,171
COMMITMENTS
 372,410  483,340  259,614  2183062  2188228  2815085  2931182  394,085  277,989

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    211,856)
  31,927   50,520   50,024   75,624  115,019  157,576  215,563   54,281   -3,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     15.1      8.1     68.0     68.2     87.7     91.3     12.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     140      124      142      239      252      443      454                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,362
COMMITMENTS
  11,926    4,153    1,403   65,594   81,522   78,923   87,078   11,439    3,284

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,374)
     267      855      394   -1,751   -2,621   -1,090   -1,372     -284       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.6      1.6     72.6     90.2     87.3     96.4     12.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18        4        3       49       39       67       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,155
COMMITMENTS
  14,274    7,937    1,689   42,786   51,054   58,748   60,679    5,406    3,476

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -6,463)
  -5,800    2,674      193      -95   -8,990   -5,701   -6,123     -762     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.4      2.6     66.7     79.6     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      65       38       20       78       62      151      112                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      320,774
COMMITMENTS
  71,371   39,683    8,444  213,928  255,270  293,742  303,396   27,032   17,378

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -32,315)
 -28,999   13,372      966     -473  -44,952  -28,506  -30,614   -3,809   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.4      2.6     66.7     79.6     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      65       38       20       78       62      151      112                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,285
COMMITMENTS
  54,134   67,026    7,901   54,832   25,315  116,867  100,243   16,418   33,043

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      3,060)
  -1,512    1,781      -94    5,397      680    3,791    2,367     -731      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6     50.3      5.9     41.1     19.0     87.7     75.2     12.3     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       28       16       17       18       44       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,863
COMMITMENTS
  14,884   15,245        1   28,614   34,285   43,499   49,531   11,364    5,332

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,373)
  -2,239       96        1        3       91   -2,235      188      862   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     27.8      0.0     52.2     62.5     79.3     90.3     20.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       15        1       23       10       41       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      118,273
COMMITMENTS
  43,104    8,049      278   63,615   10,996  106,997   19,323   11,276   98,950

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      4,355)
  -1,247   -3,763      184    3,308    2,915    2,245     -664    2,110    5,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      6.8      0.2     53.8      9.3     90.5     16.3      9.5     83.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36        8        2       30       16       66       26                  



Updated July 6, 2015