BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,527
COMMITMENTS
     501    2,691      149    4,730    2,847    5,380    5,687    1,147      840

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        139)
      12      124       -7      143       50      148      167       -9      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     41.2      2.3     72.5     43.6     82.4     87.1     17.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       12        7       14       14       23       27
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,893
COMMITMENTS
  22,271    9,854      757   17,902   20,062   40,930   30,673    1,963   12,220

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        964)
     599      167       84      462      399    1,145      650     -181      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     23.0      1.8     41.7     46.8     95.4     71.5      4.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       29       21       27       26       54       63
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,660
COMMITMENTS
      32    1,613      123    4,794    3,081    4,949    4,817      711      843

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         51)
      -3       76      -28      129       55       98      103      -47      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     28.5      2.2     84.7     54.4     87.4     85.1     12.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1       12        5       17       16       22       29
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,974
COMMITMENTS
   1,881      196       74      687    1,566    2,642    1,836      332    1,138

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         24)
       0       20        0       24       -3       24       17        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2      6.6      2.5     23.1     52.7     88.8     61.7     11.2     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        4        5       10       12       15
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      212,035
COMMITMENTS
  73,120   76,133   36,989   81,179   68,470  191,288  181,592   20,747   30,443

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      5,617)
  -4,424    4,284    7,873    3,717   -6,561    7,166    5,596   -1,549       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     35.9     17.4     38.3     32.3     90.2     85.6      9.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      80       93      102       75       75      218      227
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,721
COMMITMENTS
 102,248   48,515   35,206  102,495  143,737  239,949  227,458   31,772   44,263

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     12,355)
   9,523   -2,234      751    1,881   12,581   12,155   11,098      200    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     17.9     13.0     37.7     52.9     88.3     83.7     11.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     126       75      110      107      142      294      279
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,687
COMMITMENTS
   2,289    3,920      415    2,695      680    5,399    5,015    1,288    1,672

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         39)
     -41     -143       86       15       90       60       33      -21        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     58.6      6.2     40.3     10.2     80.7     75.0     19.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       34        6       26       13       52       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,131
COMMITMENTS
  13,076   11,184    5,412   14,510    8,592   32,998   25,188    9,133   16,943

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        469)
     186      823       13       53      209      252    1,045      217     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     26.5     12.8     34.4     20.4     78.3     59.8     21.7     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      52       60       35       53       79      131      152
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,368
COMMITMENTS
     795    5,374       91    4,247      337    5,133    5,802    1,235      566

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     84.4      1.4     66.7      5.3     80.6     91.1     19.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        2       10        5       16       11
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,142
COMMITMENTS
   4,593   23,537      423   29,314    8,505   34,330   32,465      812    2,677

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        945)
     106      486       49      789      246      944      781        1      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     67.0      1.2     83.4     24.2     97.7     92.4      2.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       28        9       20       16       39       51
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       55,943
COMMITMENTS
   8,089    5,354      994   46,454   49,104   55,537   55,452      406      491

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,365)
      90     -263        0    3,134    3,714    3,224    3,451      141      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      9.6      1.8     83.0     87.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        1       13       12       18       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      106,731
COMMITMENTS
  19,193   51,849    3,221   64,097   14,614   86,511   69,684   20,220   37,047

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -51,845)
  -1,808   -1,974     -446  -48,465  -42,909  -50,719  -45,329   -1,126   -6,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     48.6      3.0     60.1     13.7     81.1     65.3     18.9     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       30       10       15       20       40       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,296
COMMITMENTS
  12,604   16,559      266   17,177    4,275   30,047   21,100    6,249   15,196

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -2,593)
  -5,525      665      -35    2,941     -992   -2,619     -362       26   -2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     45.6      0.7     47.3     11.8     82.8     58.1     17.2     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       11        1        8        9       20       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,320
COMMITMENTS
  35,044   76,144    5,409  107,097   61,754  147,550  143,307    2,770    7,013

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     15,176)
  11,342   -3,497    4,361     -888   15,253   14,815   16,117      361     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     50.7      3.6     71.2     41.1     98.2     95.3      1.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       56        7       18       23       44       81
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      178,140
COMMITMENTS
  35,938   74,495    2,698  125,186   66,328  163,822  143,521   14,318   34,619

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -10,098)
 -11,217  -10,511      485      342    1,110  -10,390   -8,916      292   -1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     41.8      1.5     70.3     37.2     92.0     80.6      8.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       38        6       24       35       54       76
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      181,026
COMMITMENTS
  39,156   85,061    2,919  126,021   40,043  168,096  128,023   12,930   53,003

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -14,887)
  -5,340   -7,489    1,231  -12,421     -688  -16,530   -6,946    1,643   -7,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     47.0      1.6     69.6     22.1     92.9     70.7      7.1     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       59       11       23       28       53       91
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      460,950
COMMITMENTS
  50,148  271,111    6,291  366,788   94,933  423,227  372,335   37,723   88,615

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     11,442)
  -6,181   21,008   -1,515   18,034   -6,132   10,338   13,361    1,104   -1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     58.8      1.4     79.6     20.6     91.8     80.8      8.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      51      104       30       53       55      120      174
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,958
COMMITMENTS
  12,149   13,015      632    5,470    2,413   18,251   16,060    2,707    4,898

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -2,359)
    -968   -1,243     -111   -1,685     -298   -2,764   -1,652      405     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     62.1      3.0     26.1     11.5     87.1     76.6     12.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       25        5        7        7       28       35
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,612,872
COMMITMENTS
 1733635  1424142  1982633  6046365  5948714  9762633  9355489  850,239  1257383

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    117,599)
 -49,804 -445,296   25,175   63,637  478,206   39,008   58,085   78,591   59,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.4     18.7     57.0     56.1     92.0     88.2      8.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      37       89       95      118      138      226      258
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      629,452
COMMITMENTS
  84,963   82,937   19,074  428,181  451,578  532,218  553,589   97,234   75,863

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:   -275,518)
 -11,119  -20,240   -3,724 -192,132 -184,275 -206,975 -208,238  -68,543  -67,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     13.2      3.0     68.0     71.7     84.6     87.9     15.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      542)
     106      104       53      224      225      356      356
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      103,073
COMMITMENTS
  11,932    1,102      134   55,879   69,532   67,945   70,768   35,128   32,305

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:   -117,233)
  -4,031   -3,173     -544 -107,338  -50,009 -111,913  -53,726   -5,320  -63,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      1.1      0.1     54.2     67.5     65.9     68.7     34.1     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10        6        4       27       32       37       42
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,631,895
COMMITMENTS
 366,729  410,751   93,126  1861511  1910230  2321366  2414107  310,529  217,788

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:   -791,425)
 -43,583  -93,474   -7,757 -423,968 -671,328 -475,308 -772,559 -316,117  -18,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.6      3.5     70.7     72.6     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     101      105       50      216      214      343      343
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,458
COMMITMENTS
   9,642    5,171      842   64,377   76,029   74,861   82,042   10,597    3,416

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -19,653)
     348      644     -930  -17,320  -11,592  -17,902  -11,878   -1,751   -7,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      6.1      1.0     75.3     89.0     87.6     96.0     12.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15        7        3       53       38       69       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       66,961
COMMITMENTS
  17,172    5,002    1,286   42,485   57,518   60,943   63,806    6,018    3,155

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -32,012)
  -1,229     -695       49  -28,319  -29,797  -29,499  -30,442   -2,513   -1,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      7.5      1.9     63.4     85.9     91.0     95.3      9.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      66       31        9       69       61      138       98
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      334,803
COMMITMENTS
  85,860   25,012    6,429  212,424  287,588  304,713  319,029   30,090   15,774

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -69,795)
    -120   -3,476      247  -66,362  -63,063  -66,235  -66,292   -3,560   -3,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      7.5      1.9     63.4     85.9     91.0     95.3      9.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      66       31        9       69       61      138       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,693
COMMITMENTS
  52,079   80,447    1,090   68,957   18,636  122,126  100,173   13,567   35,520

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -17,053)
 -10,967  -11,406      200   -6,408     -616  -17,175  -11,822      122   -5,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     59.3      0.8     50.8     13.7     90.0     73.8     10.0     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       46        8       17       14       44       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       59,147
COMMITMENTS
  18,981    7,689      697   28,013   44,527   47,691   52,913   11,456    6,234

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,253)
    -121      699      697      888     -108    1,464    1,288     -211      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     13.0      1.2     47.4     75.3     80.6     89.5     19.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       10        3       21       11       44       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      102,960
COMMITMENTS
  34,543    5,342      745   56,955    9,011   92,243   15,098   10,717   87,862

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -1,970)
  -2,096    2,917      286     -850    1,099   -2,660    4,302      690   -6,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      5.2      0.7     55.3      8.8     89.6     14.7     10.4     85.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      35        6        4       31       13       67       22



Updated March 27, 2015