BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, December 22, 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  :     4,973:       560      1,208        282      3,086      2,583      3,928      4,073:     1,045        900
Old  :     4,973:       560      1,208        282      3,086      2,583      3,928      4,073:     1,045        900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       175:        -1         90          2         49         72         50        164:       125         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       24.3        5.7       62.1       51.9       79.0       81.9:      21.0       18.1
Old  :     100.0:      11.3       24.3        5.7       62.1       51.9       79.0       81.9:      21.0       18.1
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  :        35:         6         10         10         14         13         27         26:
Old  :        35:         6         10         10         14         13         27         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  :                 41.4       53.6       60.1       66.7       40.8       53.6       58.2       65.4
Old  :                 41.4       53.6       60.1       66.7       40.8       53.6       58.2       65.4
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 - Futures Only, December 22, 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  :    32,482:    17,445      9,921        684     11,962     12,153     30,091     22,758:     2,391      9,724
Old  :    32,482:    17,445      9,921        684     11,962     12,153     30,091     22,758:     2,391      9,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     2,974:     2,036        984        196        995      1,005      3,227      2,185:      -253        789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7       30.5        2.1       36.8       37.4       92.6       70.1:       7.4       29.9
Old  :     100.0:      53.7       30.5        2.1       36.8       37.4       92.6       70.1:       7.4       29.9
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  :        83:        16         29         19         25         20         48         61:
Old  :        83:        16         29         19         25         20         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  :                 53.6       24.6       70.7       37.4       53.5       24.6       70.2       37.4
Old  :                 53.6       24.6       70.7       37.4       53.5       24.6       70.2       37.4
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 - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     7,331:       334      2,102        495      6,037      3,840      6,866      6,437:       465        894
Old  :     7,331:       334      2,102        495      6,037      3,840      6,866      6,437:       465        894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       279:       128        318        -19        185        209        294        508:       -15       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       28.7        6.8       82.3       52.4       93.7       87.8:       6.3       12.2
Old  :     100.0:       4.6       28.7        6.8       82.3       52.4       93.7       87.8:       6.3       12.2
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  :        52:         5         19         14         21         16         36         39:
Old  :        52:         5         19         14         21         16         36         39:
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  :                 55.3       33.9       68.0       51.5       55.3       29.6       67.6       44.4
Old  :                 55.3       33.9       68.0       51.5       55.3       29.6       67.6       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, December 22, 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  :     2,652:       542        227        302      1,623      1,453      2,467      1,982:       185        670
Old  :     2,652:       542        227        302      1,623      1,453      2,467      1,982:       185        670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       319:        55         31         73        253        223        381        327:       -62         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        8.6       11.4       61.2       54.8       93.0       74.7:       7.0       25.3
Old  :     100.0:      20.4        8.6       11.4       61.2       54.8       93.0       74.7:       7.0       25.3
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  :        22:         6          2          5          7          8         15         13:
Old  :        22:         6          2          5          7          8         15         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  :                 53.1       49.2       78.7       66.7       49.3       48.9       73.5       60.6
Old  :                 53.1       49.2       78.7       66.7       49.3       48.9       73.5       60.6
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 - Futures Only, December 22, 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  :   165,573:    56,693     67,040     27,290     66,124     48,691    150,107    143,021:    15,466     22,552
Old  :   161,944:    55,050     67,066     26,067     65,812     46,719    146,929    139,852:    15,015     22,092
Other:     3,629:     2,862      1,193          4        312      1,972      3,178      3,169:       451        460
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -11,540:    -5,970     -3,888     -2,699     -2,416     -5,307    -11,085    -11,894:      -455        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       40.5       16.5       39.9       29.4       90.7       86.4:       9.3       13.6
Old  :     100.0:      34.0       41.4       16.1       40.6       28.8       90.7       86.4:       9.3       13.6
Other:     100.0:      78.9       32.9        0.1        8.6       54.3       87.6       87.3:      12.4       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        86         80         75         57         64        181        197:
Old  :       263:        86         82         75         56         63        180        196:
Other:        48:         6         13          1          7         23         14         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       15.5       30.7       24.0       16.3       15.3       28.5       22.3
Old  :                 18.1       15.4       31.3       23.9       16.7       15.2       29.1       22.1
Other:                 79.1       42.9       85.4       60.7       79.1       42.9       85.2       60.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, December 22, 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  :   250,860:    65,121     74,030     41,283    119,846     96,713    226,250    212,026:    24,610     38,834
Old  :   250,860:    65,121     74,030     41,283    119,846     96,713    226,250    212,026:    24,610     38,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     1,924:    -4,230     -4,111      1,472      4,939      3,132      2,181        493:      -257      1,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       29.5       16.5       47.8       38.6       90.2       84.5:       9.8       15.5
Old  :     100.0:      26.0       29.5       16.5       47.8       38.6       90.2       84.5:       9.8       15.5
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  :       361:        81        111        103         94        115        243        280:
Old  :       361:        81        111        103         94        115        243        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       16.1       31.5       23.4       22.4       15.8       30.6       22.7
Old  :                 22.9       16.1       31.5       23.4       22.4       15.8       30.6       22.7
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 - Futures Only, December 22, 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  :     4,045:     1,366      1,601        568        779        876      2,713      3,045:     1,332      1,000
Old  :     4,045:     1,366      1,601        568        779        876      2,713      3,045:     1,332      1,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       -42:       132        -34       -208       -117        132       -193       -110:       151         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       39.6       14.0       19.3       21.7       67.1       75.3:      32.9       24.7
Old  :     100.0:      33.8       39.6       14.0       19.3       21.7       67.1       75.3:      32.9       24.7
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  :        59:        18         20         10         12         15         39         38:
Old  :        59:        18         20         10         12         15         39         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       28.1       32.4       43.2       15.6       25.3       27.1       36.4
Old  :                 19.4       28.1       32.4       43.2       15.6       25.3       27.1       36.4
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 - Futures Only, December 22, 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  :    34,681:    12,845     10,704      4,513     10,003      5,701     27,361     20,918:     7,320     13,763
Old  :    34,681:    12,845     10,704      4,513     10,003      5,701     27,361     20,918:     7,320     13,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :      -959:      -919       -803       -150        654       -914       -415     -1,867:      -544        908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       30.9       13.0       28.8       16.4       78.9       60.3:      21.1       39.7
Old  :     100.0:      37.0       30.9       13.0       28.8       16.4       78.9       60.3:      21.1       39.7
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  :       157:        33         52         35         43         41        102        114:
Old  :       157:        33         52         35         43         41        102        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       10.8       28.9       18.2       19.1       10.8       28.6       17.7
Old  :                 19.3       10.8       28.9       18.2       19.1       10.8       28.6       17.7
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 - Futures Only, December 22, 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  :     4,929:       699      4,446         59      3,188        126      3,946      4,631:       983        298
Old  :     4,929:       699      4,446         59      3,188        126      3,946      4,631:       983        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       647:        79        709        -41        526        -34        564        634:        83         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       90.2        1.2       64.7        2.6       80.1       94.0:      19.9        6.0
Old  :     100.0:      14.2       90.2        1.2       64.7        2.6       80.1       94.0:      19.9        6.0
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:         6          6          4         11          3         19         11:
Old  :        23:         6          6          4         11          3         19         11:
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  :                 43.9       87.0       63.9       92.7       43.9       87.0       62.6       90.2
Old  :                 43.9       87.0       63.9       92.7       43.9       87.0       62.6       90.2
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 - Futures Only, December 22, 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  :    31,323:     3,316     19,150        670     26,820      8,920     30,806     28,740:       517      2,583
Old  :    31,323:     3,316     19,150        670     26,820      8,920     30,806     28,740:       517      2,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     3,163:       305      2,710         56      2,618        253      2,979      3,019:       184        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       61.1        2.1       85.6       28.5       98.3       91.8:       1.7        8.2
Old  :     100.0:      10.6       61.1        2.1       85.6       28.5       98.3       91.8:       1.7        8.2
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  :        81:        16         30         16         21         19         44         59:
Old  :        81:        16         30         16         21         19         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  :                 54.1       48.7       75.3       65.4       54.1       48.6       75.1       65.1
Old  :                 54.1       48.7       75.3       65.4       54.1       48.6       75.1       65.1
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 - Futures Only, December 22, 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  :    29,182:     2,492      3,327          0     25,860     25,404     28,352     28,731:       830        451
Old  :    29,182:     2,492      3,327          0     25,860     25,404     28,352     28,731:       830        451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -15,930:      -760        911     -1,949    -13,292    -14,800    -16,001    -15,838:        71        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       11.4        0.0       88.6       87.1       97.2       98.5:       2.8        1.5
Old  :     100.0:       8.5       11.4        0.0       88.6       87.1       97.2       98.5:       2.8        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  :        24:         6          4          0         10          9         16         13:
Old  :        24:         6          4          0         10          9         16         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  :                 82.3       79.5       90.9       92.4       82.3       76.6       88.8       88.3
Old  :                 82.3       79.5       90.9       92.4       82.3       76.6       88.8       88.3
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 - Futures Only, December 22, 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  :   163,581:    43,455     99,482        383     97,189     20,440    141,027    120,305:    22,554     43,276
Old  :   163,581:    43,455     99,482        383     97,189     20,440    141,027    120,305:    22,554     43,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -26,194:      -807      4,211     -4,396    -21,190    -25,967    -26,393    -26,152:       199        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       60.8        0.2       59.4       12.5       86.2       73.5:      13.8       26.5
Old  :     100.0:      26.6       60.8        0.2       59.4       12.5       86.2       73.5:      13.8       26.5
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  :        93:        25         32          5         21         24         47         60:
Old  :        93:        25         32          5         21         24         47         60:
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  :                 53.0       43.7       62.9       51.1       52.5       43.7       62.4       51.1
Old  :                 53.0       43.7       62.9       51.1       52.5       43.7       62.4       51.1
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 - Futures Only, December 22, 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  :    50,265:    27,646     24,894        158     16,989      5,186     44,793     30,238:     5,472     20,027
Old  :    50,265:    27,646     24,894        158     16,989      5,186     44,793     30,238:     5,472     20,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -2,203:    -2,064     -2,865        -28        393        374     -1,699     -2,519:      -504        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0       49.5        0.3       33.8       10.3       89.1       60.2:      10.9       39.8
Old  :     100.0:      55.0       49.5        0.3       33.8       10.3       89.1       60.2:      10.9       39.8
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  :        39:        10         11          3         10         11         20         25:
Old  :        39:        10         11          3         10         11         20         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  :                 56.8       41.2       72.8       47.8       56.8       41.2       72.6       47.8
Old  :                 56.8       41.2       72.8       47.8       56.8       41.2       72.6       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, December 22, 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  :   137,854:    28,736     85,455      1,648    104,271     43,594    134,655    130,697:     3,199      7,157
Old  :   137,854:    28,736     85,455      1,648    104,271     43,594    134,655    130,697:     3,199      7,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -6,597:    -6,043     -9,696      1,007     -1,405      2,373     -6,441     -6,316:      -156       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       62.0        1.2       75.6       31.6       97.7       94.8:       2.3        5.2
Old  :     100.0:      20.8       62.0        1.2       75.6       31.6       97.7       94.8:       2.3        5.2
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  :       118:        22         68          8         14         18         43         87:
Old  :       118:        22         68          8         14         18         43         87:
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  :                 77.7       45.9       85.8       59.3       77.7       45.9       85.2       59.3
Old  :                 77.7       45.9       85.8       59.3       77.7       45.9       85.2       59.3
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 - Futures Only, December 22, 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  :   194,313:    42,075     68,736      1,507    134,216     84,544    177,798    154,787:    16,515     39,526
Old  :   194,313:    42,075     68,736      1,507    134,216     84,544    177,798    154,787:    16,515     39,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    28,468:     2,954     12,695        543     24,209      8,544     27,706     21,782:       762      6,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.4        0.8       69.1       43.5       91.5       79.7:       8.5       20.3
Old  :     100.0:      21.7       35.4        0.8       69.1       43.5       91.5       79.7:       8.5       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  :       106:        27         37          8         23         32         52         75:
Old  :       106:        27         37          8         23         32         52         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  :                 56.4       30.4       68.9       39.2       56.4       29.8       68.9       38.5
Old  :                 56.4       30.4       68.9       39.2       56.4       29.8       68.9       38.5
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 - Futures Only, December 22, 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  :   197,375:    37,677     68,044      2,655    141,911     90,973    182,243    161,672:    15,132     35,703
Old  :   197,375:    37,677     68,044      2,655    141,911     90,973    182,243    161,672:    15,132     35,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     3,179:       376      4,163       -656      7,289     -1,063      7,009      2,444:    -3,830        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       34.5        1.3       71.9       46.1       92.3       81.9:       7.7       18.1
Old  :     100.0:      19.1       34.5        1.3       71.9       46.1       92.3       81.9:       7.7       18.1
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  :       120:        29         44         15         25         34         59         88:
Old  :       120:        29         44         15         25         34         59         88:
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  :                 60.2       31.2       70.8       40.6       60.2       31.0       70.8       39.6
Old  :                 60.2       31.2       70.8       40.6       60.2       31.0       70.8       39.6
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 - Futures Only, December 22, 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  :   406,533:    70,509    231,556      5,290    275,354     93,283    351,153    330,129:    55,380     76,404
Old  :   406,533:    70,509    231,556      5,290    275,354     93,283    351,153    330,129:    55,380     76,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     1,696:      -786        300        595        302      3,542        111      4,437:     1,585     -2,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       57.0        1.3       67.7       22.9       86.4       81.2:      13.6       18.8
Old  :     100.0:      17.3       57.0        1.3       67.7       22.9       86.4       81.2:      13.6       18.8
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  :       239:        50        105         30         52         59        115        181:
Old  :       239:        50        105         30         52         59        115        181:
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  :                 32.4       28.7       51.0       37.6       32.4       28.7       50.2       37.5
Old  :                 32.4       28.7       51.0       37.6       32.4       28.7       50.2       37.5
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 - Futures Only, December 22, 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  :    20,542:     8,968      5,908        421     10,423     12,789     19,812     19,118:       730      1,424
Old  :    20,542:     8,968      5,908        421     10,423     12,789     19,812     19,118:       730      1,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       835:      -569        519          2      1,510        346        943        867:      -108        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       28.8        2.0       50.7       62.3       96.4       93.1:       3.6        6.9
Old  :     100.0:      43.7       28.8        2.0       50.7       62.3       96.4       93.1:       3.6        6.9
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  :        28:         8         15          2          3          3         12         19:
Old  :        28:         8         15          2          3          3         12         19:
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  :                 69.9       77.4       92.5       86.1       69.8       76.4       92.3       84.1
Old  :                 69.9       77.4       92.5       86.1       69.8       76.4       92.3       84.1
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 - Futures Only, December 22, 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  :    24,057:    14,946     15,167        211      6,207      4,514     21,364     19,892:     2,693      4,165
Old  :    24,057:    14,946     15,167        211      6,207      4,514     21,364     19,892:     2,693      4,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       431:    -1,400        -60        109      1,494        259        203        308:       228        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       63.0        0.9       25.8       18.8       88.8       82.7:      11.2       17.3
Old  :     100.0:      62.1       63.0        0.9       25.8       18.8       88.8       82.7:      11.2       17.3
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  :        59:        21         20          4         11          9         33         32:
Old  :        59:        21         20          4         11          9         33         32:
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  :                 33.2       41.2       51.9       55.8       33.2       41.2       51.9       55.8
Old  :                 33.2       41.2       51.9       55.8       33.2       41.2       51.9       55.8
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 - Futures Only, December 22, 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  :10,204,274: 1,382,095  1,696,512  1,723,745  6,430,533  5,725,507  9,536,373  9,145,764:   667,901  1,058,510
Old  :10,204,274: 1,382,095  1,696,512  1,723,745  6,430,533  5,725,507  9,536,373  9,145,764:   667,901  1,058,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -28,637:  -114,057     82,356     55,411     56,907   -200,787     -1,739    -63,020:   -26,898     34,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       16.6       16.9       63.0       56.1       93.5       89.6:       6.5       10.4
Old  :     100.0:      13.5       16.6       16.9       63.0       56.1       93.5       89.6:       6.5       10.4
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  :       269:        37         84         95        113        133        222        252:
Old  :       269:        37         84         95        113        133        222        252:
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  :                 25.8       19.5       40.8       29.6       20.2       13.0       31.0       18.6
Old  :                 25.8       19.5       40.8       29.6       20.2       13.0       31.0       18.6
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 - Futures Only, December 22, 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  :   593,654:    67,962     79,327     23,711    396,910    388,842    488,583    491,879:   105,070    101,774
Old  :   593,654:    67,962     79,327     23,711    396,910    388,842    488,583    491,879:   105,070    101,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :  -163,771:    -7,091       -756    -16,818   -126,445   -135,881   -150,355   -153,455:   -13,416    -10,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       13.4        4.0       66.9       65.5       82.3       82.9:      17.7       17.1
Old  :     100.0:      11.4       13.4        4.0       66.9       65.5       82.3       82.9:      17.7       17.1
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  :       544:       100        117         60        220        231        355        374:
Old  :       544:       100        117         60        220        231        355        374:
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  :                 16.4       11.8       25.2       19.5       14.2       11.0       22.4       17.5
Old  :                 16.4       11.8       25.2       19.5       14.2       11.0       22.4       17.5
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 - Futures Only, December 22, 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  :    83,587:     9,939      2,260      2,684     42,608     28,938     55,231     33,882:    28,356     49,705
Old  :    83,587:     9,939      2,260      2,684     42,608     28,938     55,231     33,882:    28,356     49,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -44,870:    -5,096     -2,735       -789    -21,145    -50,716    -27,030    -54,240:   -17,840      9,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        2.7        3.2       51.0       34.6       66.1       40.5:      33.9       59.5
Old  :     100.0:      11.9        2.7        3.2       51.0       34.6       66.1       40.5:      33.9       59.5
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  :        58:         9          5          4         32         19         43         27:
Old  :        58:         9          5          4         32         19         43         27:
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  :                 25.1       23.5       35.6       33.5       25.1       22.7       35.5       30.6
Old  :                 25.1       23.5       35.6       33.5       25.1       22.7       35.5       30.6
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 - Futures Only, December 22, 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  : 2,550,333:   307,567    402,786     87,683  1,771,511  1,799,518  2,166,761  2,289,987:   383,572    260,346
Old  : 2,550,333:   307,567    402,786     87,683  1,771,511  1,799,518  2,166,761  2,289,987:   383,572    260,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :  -594,506:   -32,078    -12,207    -58,044   -526,502   -425,823   -616,624   -496,074:    22,118    -98,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.8        3.4       69.5       70.6       85.0       89.8:      15.0       10.2
Old  :     100.0:      12.1       15.8        3.4       69.5       70.6       85.0       89.8:      15.0       10.2
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  :       533:        95        118         55        211        223        340        362:
Old  :       533:        95        118         55        211        223        340        362:
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  :                 17.6       13.7       27.7       22.1       15.3       12.3       24.8       19.9
Old  :                 17.6       13.7       27.7       22.1       15.3       12.3       24.8       19.9
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 - Futures Only, December 22, 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  :    86,384:    10,035      3,708        790     65,689     77,807     76,514     82,305:     9,870      4,079
Old  :    86,384:    10,035      3,708        790     65,689     77,807     76,514     82,305:     9,870      4,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -6,680:       551        903        380     -7,437     -7,806     -6,506     -6,523:      -174       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        4.3        0.9       76.0       90.1       88.6       95.3:      11.4        4.7
Old  :     100.0:      11.6        4.3        0.9       76.0       90.1       88.6       95.3:      11.4        4.7
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  :        86:        11          5          3         51         36         63         43:
Old  :        86:        11          5          3         51         36         63         43:
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  :                 37.8       44.3       49.9       66.4       37.5       44.3       49.0       66.0
Old  :                 37.8       44.3       49.9       66.4       37.5       44.3       49.0       66.0
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 - Futures Only, December 22, 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  :    61,599:    16,793      7,215        793     38,292     50,295     55,877     58,302:     5,722      3,296
Old  :    61,599:    16,793      7,215        793     38,292     50,295     55,877     58,302:     5,722      3,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -15,445:    -2,747        -21       -787    -13,385    -15,670    -16,919    -16,478:     1,473      1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       11.7        1.3       62.2       81.6       90.7       94.6:       9.3        5.4
Old  :     100.0:      27.3       11.7        1.3       62.2       81.6       90.7       94.6:       9.3        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  :       204:        59         35         11         63         57        128         97:
Old  :       204:        59         35         11         63         57        128         97:
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  :                 44.8       29.6       53.2       47.0       44.8       29.5       53.1       46.8
Old  :                 44.8       29.6       53.2       47.0       44.8       29.5       53.1       46.8
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 - Futures Only, December 22, 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  :   307,993:    83,964     36,075      3,963    191,458    251,473    279,385    291,511:    28,608     16,482
Old  :   307,993:    83,964     36,075      3,963    191,458    251,473    279,385    291,511:    28,608     16,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -77,227:   -13,735       -107     -3,933    -66,925    -78,350    -84,593    -82,390:     7,366      5,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       11.7        1.3       62.2       81.6       90.7       94.6:       9.3        5.4
Old  :     100.0:      27.3       11.7        1.3       62.2       81.6       90.7       94.6:       9.3        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  :       204:        59         35         11         63         57        128         97:
Old  :       204:        59         35         11         63         57        128         97:
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  :                 44.8       29.6       53.2       47.0       44.8       29.5       53.1       46.8
Old  :                 44.8       29.6       53.2       47.0       44.8       29.5       53.1       46.8
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 - Futures Only, December 22, 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  :   106,301:    49,122     69,976        239     43,043      9,475     92,404     79,690:    13,897     26,611
Old  :   106,301:    49,122     69,976        239     43,043      9,475     92,404     79,690:    13,897     26,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -4,237:   -12,834     -2,432        -83     11,310       -877     -1,607     -3,392:    -2,630       -845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       65.8        0.2       40.5        8.9       86.9       75.0:      13.1       25.0
Old  :     100.0:      46.2       65.8        0.2       40.5        8.9       86.9       75.0:      13.1       25.0
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  :        83:        17         41          3         20         13         39         55:
Old  :        83:        17         41          3         20         13         39         55:
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  :                 57.1       40.2       68.6       47.9       57.0       40.1       67.9       47.8
Old  :                 57.1       40.2       68.6       47.9       57.0       40.1       67.9       47.8
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 - Futures Only, December 22, 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  :    48,555:    18,358      7,725        133     19,734     37,348     38,225     45,206:    10,330      3,349
Old  :    48,555:    18,358      7,725        133     19,734     37,348     38,225     45,206:    10,330      3,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :      -273:      -666        -78         -6       -330        -10     -1,002        -94:       729       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       15.9        0.3       40.6       76.9       78.7       93.1:      21.3        6.9
Old  :     100.0:      37.8       15.9        0.3       40.6       76.9       78.7       93.1:      21.3        6.9
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  :        55:        20         10          1         14         12         34         23:
Old  :        55:        20         10          1         14         12         34         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       70.3       58.4       82.3       42.6       70.3       58.2       82.3
Old  :                 42.6       70.3       58.4       82.3       42.6       70.3       58.2       82.3
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 - Futures Only, December 22, 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  :    68,106:    20,377      7,820      1,408     37,748     12,415     59,533     21,643:     8,573     46,463
Old  :    68,106:    20,377      7,820      1,408     37,748     12,415     59,533     21,643:     8,573     46,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       513:      -625     -1,550      1,253        658        482      1,286        185:      -773        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       11.5        2.1       55.4       18.2       87.4       31.8:      12.6       68.2
Old  :     100.0:      29.9       11.5        2.1       55.4       18.2       87.4       31.8:      12.6       68.2
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  :        76:        29          8          3         31         17         62         26:
Old  :        76:        29          8          3         31         17         62         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  :                 25.8       14.9       40.2       21.8       24.2       14.9       38.1       20.8
Old  :                 25.8       14.9       40.2       21.8       24.2       14.9       38.1       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 25, 2015