BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,614
COMMITMENTS
     677      687      774    3,920    4,059    5,371    5,520    1,243    1,094

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        338)
     124      289       63      175      169      362      521      -24     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     10.4     11.7     59.3     61.4     81.2     83.5     18.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        7        9       14       16       25       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,970
COMMITMENTS
  15,428    5,347    9,820   18,592   18,716   43,839   33,882    5,131   15,087

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,941)
   1,339      722    1,172    1,010    1,354    3,522    3,248      419      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     10.9     20.1     38.0     38.2     89.5     69.2     10.5     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       21       32       39       31       74       75                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,195
COMMITMENTS
     282    1,961    2,242    8,771    6,750   11,295   10,954      900    1,242

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        838)
       5      440      198      646      300      850      938      -11     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     16.1     18.4     71.9     55.4     92.6     89.8      7.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6       16       16       25       19       42       40                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,338
COMMITMENTS
     312      112      577    1,897    1,158    2,786    1,846      552    1,492

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         24)
      64      -20      -77      -24        2      -37      -95       61      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      3.3     17.3     56.8     34.7     83.5     55.3     16.5     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        6        9        8       15       14                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      284,245
COMMITMENTS
  66,017   64,226  102,721   91,914   84,121  260,652  251,068   23,593   33,176

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,436)
  -2,479    1,167    1,109      483   -2,502     -887     -226     -549   -1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     22.6     36.1     32.3     29.6     91.7     88.3      8.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     118       90      108       84       76      252      232                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      402,344
COMMITMENTS
  68,784   68,738  139,109  161,306  142,641  369,198  350,487   33,146   51,857

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,573)
   2,378    2,029    1,883     -594     -120    3,667    3,792      -94     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     17.1     34.6     40.1     35.5     91.8     87.1      8.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     110      115      149      148      145      337      344                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,269
COMMITMENTS
   1,327    1,826      680    1,183      683    3,190    3,189    1,079    1,080

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         -1)
      -9       50      -24      -15      110      -49      136       48     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     42.8     15.9     27.7     16.0     74.7     74.7     25.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       21       10       22       14       45       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,340
COMMITMENTS
  11,382   10,204    9,405   12,744    7,626   33,532   27,235    8,808   15,105

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -5,035)
     213      203   -3,785   -1,346     -485   -4,918   -4,067     -117     -968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     24.1     22.2     30.1     18.0     79.2     64.3     20.8     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       57       47       57       51      130      130                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,683
COMMITMENTS
     594    3,315      239    2,680      628    3,513    4,181    1,169      501

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        377)
      -8      376        7      298      -29      297      354       80       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     70.8      5.1     57.2     13.4     75.0     89.3     25.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        5       10        4       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,942
COMMITMENTS
   1,596   16,252    4,510   30,263   11,384   36,369   32,146      573    4,796

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,656)
       8    2,016       76    2,716      356    2,799    2,448     -143      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     44.0     12.2     81.9     30.8     98.4     87.0      1.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       9       37       30       23       21       58       62                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,789
COMMITMENTS
   2,969    1,353        0   37,980   39,971   40,949   41,324      840      465

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,445)
     809      541        0    2,593    3,219    3,402    3,760       43     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      3.2      0.0     90.9     95.6     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        0       12        9       18       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      155,964
COMMITMENTS
  39,184   79,990    7,513   87,020   27,643  133,717  115,146   22,247   40,818

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,723)
  -3,881    6,147       67    4,954   -1,922    1,141    4,293      582   -2,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     51.3      4.8     55.8     17.7     85.7     73.8     14.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       34       19       23       27       57       71                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       79,972
COMMITMENTS
  17,021   40,560    4,790   51,298    7,169   73,109   52,518    6,862   27,453

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,620)
    -754    6,065      -84    8,246      549    7,408    6,530     -788       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     50.7      6.0     64.1      9.0     91.4     65.7      8.6     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       21       10       13       12       27       39                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,370
COMMITMENTS
  50,299   79,463   17,583  117,104   86,996  184,985  184,042    4,385    5,328

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,575)
   8,831     -126     -450   -2,075    9,571    6,305    8,994    1,270   -1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     42.0      9.3     61.8     45.9     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      33       51       12       17       25       60       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      198,063
COMMITMENTS
  32,404   64,783   17,649  129,058   77,704  179,111  160,136   18,952   37,927

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        462)
  -1,892    4,380    2,009     -162   -5,315      -44    1,075      506     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     32.7      8.9     65.2     39.2     90.4     80.9      9.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      28       45       25       27       38       70       93                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      275,522
COMMITMENTS
  29,412  109,113   21,388  206,883   95,948  257,683  226,449   17,840   49,073

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -5,897)
  -4,899   -6,129     -101     -559    3,002   -5,559   -3,228     -339   -2,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     39.6      7.8     75.1     34.8     93.5     82.2      6.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      28       63       34       32       41       83      115                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      557,979
COMMITMENTS
  78,344  244,663   66,411  363,374  153,317  508,129  464,391   49,850   93,588

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      8,750)
  -2,769    6,970      520   11,960    1,347    9,711    8,837     -962      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     43.8     11.9     65.1     27.5     91.1     83.2      8.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      62      125       73       58       65      164      219                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       30,543
COMMITMENTS
  23,400   20,255       49    6,175    8,942   29,624   29,246      919    1,297

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,958)
   1,839    1,273       14    2,160    2,706    4,013    3,993      -55      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.6     66.3      0.2     20.2     29.3     97.0     95.8      3.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       15        3        3        5       11       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,099
COMMITMENTS
  22,603   18,593      264   10,292   10,740   33,159   29,597    1,940    5,502

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        200)
     384    1,622     -214       80     -373      250    1,035      -50     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.4     53.0      0.8     29.3     30.6     94.5     84.3      5.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       31        4       12       12       32       45                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        7,882
COMMITMENTS
   2,218    5,183       23    5,070      687    7,311    5,893      571    1,989

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        100)
    -245     -215        0      211       15      -34     -200      134      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     65.8      0.3     64.3      8.7     92.8     74.8      7.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       12        1        6        3        8       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,354,777
COMMITMENTS
 1338642  1443018  8383712  8918978  8416055 18641332 18242785  713,445  1111992

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    480,584)
  20,363  -28,111  368,887   78,621  142,630  467,871  483,407   12,713   -2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      7.5     43.3     46.1     43.5     96.3     94.3      3.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      65       87      123      143      161      280      306                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      853,369
COMMITMENTS
  72,140   84,186   89,865  587,749  571,636  749,753  745,687  103,616  107,681

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -40,565)
     848   -3,802  -11,913  -20,197  -17,306  -31,263  -33,021   -9,302   -7,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      9.9     10.5     68.9     67.0     87.9     87.4     12.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     132      147      155      257      274      473      494                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      166,095
COMMITMENTS
  12,385    4,239   25,151   88,989   99,148  126,525  128,538   39,571   37,557

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -10,836)
  -1,304     -276   -1,054   -7,053      467   -9,412     -864   -1,424   -9,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      2.6     15.1     53.6     59.7     76.2     77.4     23.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       10       22       41       39       70       61                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,436,366
COMMITMENTS
 316,724  417,683  305,619  2493798  2362442  3116141  3085744  320,225  350,622

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:   -148,645)
   3,137  -25,255  -46,670  -65,722  -88,864 -109,255 -160,789  -39,390   12,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     12.2      8.9     72.6     68.7     90.7     89.8      9.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     125      143      145      248      266      450      477                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,860
COMMITMENTS
   8,627    2,947      488   70,180   81,975   79,295   85,410   10,565    4,450

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,372)
   2,973     -858       90      303    4,085    3,366    3,317        6       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      3.3      0.5     78.1     91.2     88.2     95.0     11.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13        5        2       51       38       64       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,943
COMMITMENTS
  18,249    7,110    2,892   42,870   55,619   64,010   65,620    5,933    4,322

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -3,815)
  -1,353    1,379      114   -2,407   -5,226   -3,645   -3,733     -170      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     10.2      4.1     61.3     79.5     91.5     93.8      8.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      66       44       22       84       80      162      136                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      349,714
COMMITMENTS
  91,243   35,549   14,458  214,348  278,096  320,048  328,102   29,667   21,612

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -19,073)
  -6,763    6,893      572  -12,035  -26,129  -18,226  -18,664     -848     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     10.2      4.1     61.3     79.5     91.5     93.8      8.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      66       44       22       84       80      162      136                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      167,926
COMMITMENTS
  47,137  104,601    7,560   96,060   20,406  150,756  132,567   17,170   35,359

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -8,021)
   1,100   -7,966    1,282  -11,447    1,598   -9,065   -5,086    1,044   -2,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     62.3      4.5     57.2     12.2     89.8     78.9     10.2     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      19       52       23       19       19       52       80                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,522
COMMITMENTS
  22,159   21,065      691   21,836   24,598   44,686   46,354    8,836    7,168

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        947)
   1,106    1,429      122     -231      229      997    1,780      -50     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     39.4      1.3     40.8     46.0     83.5     86.6     16.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      22       21        5       21       11       46       34                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       94,872
COMMITMENTS
  44,653    9,071    1,188   39,442   26,801   85,283   37,060    9,589   57,812

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -3,212)
  -3,167   -3,768      177     -249   -2,028   -3,239   -5,619       27    2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1      9.6      1.3     41.6     28.2     89.9     39.1     10.1     60.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      43        9        8       37       19       82       34                  



Updated November 30, 2015