BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,188
COMMITMENTS
   1,002      742    1,029    5,840    6,373    7,871    8,143    1,317    1,045

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        158)
      75      -72       16       15      185      105      128       53       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      8.1     11.2     63.6     69.4     85.7     88.6     14.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        9       10       18       18       30       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       49,504
COMMITMENTS
  14,135    3,514   10,121   20,917   21,851   45,173   35,487    4,331   14,018

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      2,268)
     449      154      919      890      820    2,258    1,893       10      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      7.1     20.4     42.3     44.1     91.3     71.7      8.7     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       20       33       38       31       76       67                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,604
COMMITMENTS
     509    1,299    2,404    7,551    6,573   10,464   10,276    1,140    1,329

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        844)
     179      126      302      411      371      892      800      -49       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     11.2     20.7     65.1     56.6     90.2     88.6      9.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       16       11       22       14       35       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,575
COMMITMENTS
     116    1,388      571    3,320    1,285    4,007    3,244      568    1,331

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        401)
       1      432      -19      450        7      432      420      -31      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     30.3     12.5     72.6     28.1     87.6     70.9     12.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        8        8       11        8       19       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,754
COMMITMENTS
  71,930   52,494   95,848   87,191   90,891  254,969  239,233   19,784   35,520

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      8,026)
   2,887   -1,733    7,858   -3,272    2,339    7,474    8,465      553     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     19.1     34.9     31.7     33.1     92.8     87.1      7.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      97      102      121       80       78      254      235                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      319,259
COMMITMENTS
  77,429   47,617   92,497  114,658  133,206  284,584  273,320   34,675   45,940

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     11,468)
     985   15,669    5,678    4,397   -7,022   11,059   14,325      408   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     14.9     29.0     35.9     41.7     89.1     85.6     10.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     128       78      146      131      136      335      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,510
COMMITMENTS
   1,424    2,304    1,025    1,881    1,067    4,330    4,396    1,180    1,114

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        756)
     -15      577      117      521      -20      624      675      133       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     41.8     18.6     34.1     19.4     78.6     79.8     21.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       23       13       26       16       51       46                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,422
COMMITMENTS
  15,122    7,378   15,439   16,102   15,659   46,663   38,475   10,759   18,947

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        589)
    -181      470      397      253      451      469    1,319      120     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     12.8     26.9     28.0     27.3     81.3     67.0     18.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      74       45       71       80       82      186      170                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,342
COMMITMENTS
     699    3,348      297    3,018    1,086    4,014    4,732    1,328      610

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        139)
       8       29       26       17       42       51       97       88       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     62.7      5.6     56.5     20.3     75.1     88.6     24.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        3       10        5       17       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,013
COMMITMENTS
   2,172   17,301    3,955   28,938   10,951   35,065   32,207      948    3,806

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,330)
      11    1,154      177    1,130       60    1,318    1,391       12      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     48.0     11.0     80.4     30.4     97.4     89.4      2.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       38       25       21       18       53       61                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       48,856
COMMITMENTS
   2,389    3,494      536   45,572   44,044   48,497   48,074      359      782

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:       -209)
      75     -476        0     -311       52     -236     -424       27      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      7.2      1.1     93.3     90.2     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        2       10       12       19       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      183,312
COMMITMENTS
  33,313   90,887   14,287  113,329   31,902  160,929  137,076   22,383   46,236

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     10,749)
  -6,909    6,541    1,361   18,480    3,707   12,933   11,609   -2,184     -860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     49.6      7.8     61.8     17.4     87.8     74.8     12.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      25       41       20       26       26       58       81                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,832
COMMITMENTS
   9,427    8,823    1,842   15,743    5,080   27,012   15,745    7,820   19,086

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      4,059)
    -454    3,159      494    4,949        2    4,989    3,655     -930      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     25.3      5.3     45.2     14.6     77.5     45.2     22.5     54.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        9        4        9        8       18       19                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      196,806
COMMITMENTS
  21,761  110,789   23,796  148,288   53,768  193,845  188,353    2,961    8,453

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      6,848)
     391    7,967      221    6,469   -1,100    7,080    7,088     -232     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     56.3     12.1     75.3     27.3     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      21       76       12       25       22       53      105                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      196,440
COMMITMENTS
  43,283   53,822   16,102  110,817  104,639  170,201  174,563   26,239   21,877

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      7,964)
   7,951   -2,876      263   -2,206   11,274    6,008    8,661    1,956     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     27.4      8.2     56.4     53.3     86.6     88.9     13.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      31       39       23       27       40       73       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      276,632
COMMITMENTS
  46,307  109,652   19,270  192,988   93,149  258,565  222,071   18,067   54,561

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -2,967)
  -4,663   -3,181        9      787    1,231   -3,866   -1,941      899   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     39.6      7.0     69.8     33.7     93.5     80.3      6.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      29       61       26       29       37       68      114                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      439,231
COMMITMENTS
  63,592  167,469   59,682  273,056  129,164  396,330  356,315   42,901   82,916

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -10,807)
   1,902   -8,007     -654  -10,981    2,006   -9,733   -6,655   -1,075   -4,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     38.1     13.6     62.2     29.4     90.2     81.1      9.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      52      115       77       54       65      162      202                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,303
COMMITMENTS
   8,221    8,214    3,033    8,424    7,020   19,678   18,267      625    2,036

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -2,249)
  -6,126       73     -693    4,777   -2,314   -2,042   -2,934     -207      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5     40.5     14.9     41.5     34.6     96.9     90.0      3.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       10        2        4        5       12       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,487
COMMITMENTS
  13,550   26,315      233   21,230    4,189   35,013   30,737    2,474    6,750

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -1,057)
     350   -2,839      -37   -1,613    1,883   -1,300     -993      243      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     70.2      0.6     56.6     11.2     93.4     82.0      6.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       44        4       12       11       28       57                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        8,362
COMMITMENTS
   2,605    6,069       23    5,347      888    7,975    6,980      387    1,382

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     72.6      0.3     63.9     10.6     95.4     83.5      4.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       13        1        4        3        8       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,350,141
COMMITMENTS
 1680305  1532695  6953603  8810670  8521305 17444579 17007603  905,562  1342538

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    516,802)
 -67,809   53,338  247,220  298,004  219,980  477,415  520,538   39,387   -3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      8.4     37.9     48.0     46.4     95.1     92.7      4.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      57       97      118      142      150      273      294                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      804,404
COMMITMENTS
  82,765   93,074   69,897  531,564  529,106  684,226  692,077  120,179  112,327

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     12,008)
    -694    2,357       25   10,623   12,723    9,953   15,105    2,054   -3,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     11.6      8.7     66.1     65.8     85.1     86.0     14.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     150      137      153      247      256      473      471                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      159,964
COMMITMENTS
  10,087    4,088   20,238   88,915   81,490  119,240  105,816   40,724   54,148

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -3,652)
    -482    1,580   -2,369   -2,508   -1,859   -5,360   -2,648    1,708   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      2.6     12.7     55.6     50.9     74.5     66.2     25.5     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       18       25       45       42       78       68                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,222,201
COMMITMENTS
 380,094  461,636  231,590  2213245  2238079  2824929  2931305  397,272  290,896

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     78,300)
   7,569   12,512    3,341   65,658   72,909   76,568   88,763    1,731  -10,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     14.3      7.2     68.7     69.5     87.7     91.0     12.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     145      127      143      234      245      444      450                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,738
COMMITMENTS
   7,312    3,904    1,070   61,546   71,853   69,928   76,827   10,810    3,911

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:       -104)
    -981      223     -506    1,215     -215     -272     -498      168      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      4.8      1.3     76.2     89.0     86.6     95.2     13.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      11        5        3       51       34       62       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       73,727
COMMITMENTS
  24,258    6,169    1,394   41,622   62,481   67,274   70,043    6,453    3,683

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      3,219)
     584     -402       41    2,214    4,773    2,839    4,412      380   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9      8.4      1.9     56.5     84.7     91.2     95.0      8.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      79       39       17       76       70      161      120                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      368,633
COMMITMENTS
 121,289   30,845    6,968  208,112  312,404  336,369  350,217   32,264   18,415

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     16,095)
   2,919   -2,010      204   11,071   23,866   14,194   22,060    1,901   -5,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9      8.4      1.9     56.5     84.7     91.2     95.0      8.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      79       39       17       76       70      161      120                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      187,314
COMMITMENTS
  46,572   96,318   11,490  112,276   31,006  170,338  138,814   16,976   48,500

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     10,127)
  -4,819    4,062    1,496   12,201    2,006    8,878    7,564    1,249    2,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     51.4      6.1     59.9     16.6     90.9     74.1      9.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      21       46       18       19       24       48       80                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,091
COMMITMENTS
  14,396   13,513      243   29,236   36,371   43,875   50,127   10,216    3,964

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -1,666)
    -848     -616     -157     -334      -96   -1,339     -869     -327     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     25.0      0.4     54.0     67.2     81.1     92.7     18.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19       12        1       24        9       44       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      116,331
COMMITMENTS
  44,464    9,793      740   62,798   10,148  108,002   20,681    8,329   95,650

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        972)
   2,019     -901      196     -368    1,831    1,847    1,126     -875     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2      8.4      0.6     54.0      8.7     92.8     17.8      7.2     82.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      35       14        7       33       21       73       37                  



Updated July 31, 2015