BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        5,127
COMMITMENTS
     573      809      192    3,314    3,283    4,079    4,284    1,048      843

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        270)
     103      284       48      154      135      305      467      -35     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     15.8      3.7     64.6     64.0     79.6     83.6     20.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       10        6       13       15       23       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       30,007
COMMITMENTS
  14,739    8,577      328   12,290   13,168   27,357   22,073    2,650    7,934

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,849)
   1,233    1,122      -53      530      587    1,710    1,656      139      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     28.6      1.1     41.0     43.9     91.2     73.6      8.8     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       28       15       25       22       49       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY 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:        7,097
COMMITMENTS
     248    1,550      494    5,827    4,041    6,569    6,085      528    1,012

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        253)
      25      394      -17      265      -39      273      338      -20      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     21.8      7.0     82.1     56.9     92.6     85.7      7.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       13       13       21       16       35       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      203,800
COMMITMENTS
  73,170   77,836   36,089   75,930   64,770  185,189  178,695   18,611   25,105

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -121)
    -875    1,878      844       57   -2,391       26      331     -147     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     38.2     17.7     37.3     31.8     90.9     87.7      9.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      98       89       80       61       66      207      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      278,849
COMMITMENTS
  71,700   82,711   54,238  126,140  102,555  252,078  239,504   26,771   39,345

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,195)
   3,255    2,625    2,460        4    1,031    5,719    6,116      476       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     29.7     19.5     45.2     36.8     90.4     85.9      9.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
      95      120      120      104      119      269      306                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        3,982
COMMITMENTS
   1,344    1,916      473    1,145      551    2,962    2,940    1,020    1,042

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          6)
      -6       53      -36      -10      117      -52      134       58     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     48.1     11.9     28.8     13.8     74.4     73.8     25.6     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       23        7       18       14       39       39                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       33,664
COMMITMENTS
  11,263   11,221    4,506   10,633    5,972   26,402   21,699    7,262   11,965

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,485)
    -351     -574     -737     -646     -136   -1,734   -1,447      249      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     33.3     13.4     31.6     17.7     78.4     64.5     21.6     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       61       38       40       40      102      116                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY 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:        4,158
COMMITMENTS
     589    3,361       83    2,344      298    3,016    3,742    1,142      416

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        374)
       0      375        0      294      -25      294      350       80       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     80.8      2.0     56.4      7.2     72.5     90.0     27.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        8        5       10        3       18       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY 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:       26,720
COMMITMENTS
   2,217   14,296      908   23,266    8,898   26,391   24,102      329    2,618

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,451)
     -54    1,389      136    1,443     -207    1,525    1,318      -74      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     53.5      3.4     87.1     33.3     98.8     90.2      1.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       25       15       19       18       43       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      143,742
COMMITMENTS
  41,304   79,921    2,034   80,182   23,034  123,520  104,989   20,222   38,753

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,957)
  -4,285    5,980      453    5,092   -2,089    1,260    4,344      697   -2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     55.6      1.4     55.8     16.0     85.9     73.0     14.1     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       29       10       23       21       51       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       72,945
COMMITMENTS
  18,314   40,523      164   48,161    5,456   66,639   46,143    6,306   26,802

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,826)
    -700    6,180     -593    7,966      273    6,673    5,860     -847      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     55.6      0.2     66.0      7.5     91.4     63.3      8.6     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       18        5       13       10       24       33                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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:      189,063
COMMITMENTS
  50,323   79,584   17,333  117,041   86,859  184,697  183,776    4,366    5,287

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,564)
   8,888     -114     -516   -2,081    9,592    6,291    8,962    1,273   -1,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     42.1      9.2     61.9     45.9     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      33       51       10       17       25       59       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY 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:      172,390
COMMITMENTS
  32,322   64,578    3,248  119,432   68,053  155,002  135,879   17,388   36,511

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,864)
  -2,785    4,211      719   -1,032   -7,179   -3,098   -2,249      234     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     37.5      1.9     69.3     39.5     89.9     78.8     10.1     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      26       43       11       24       33       57       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      247,513
COMMITMENTS
  30,277  107,613    6,112  194,629   86,696  231,018  200,421   16,495   47,092

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,833)
  -4,198   -5,473      980      604    3,895   -2,614     -598     -219   -2,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     43.5      2.5     78.6     35.0     93.3     81.0      6.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      32       52       15       26       34       66       93                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      444,626
COMMITMENTS
  76,296  251,780    7,450  318,441  102,519  402,187  361,749   42,439   82,877

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,825)
  -2,602    8,705      376   10,987     -783    8,761    8,298     -936     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     56.6      1.7     71.6     23.1     90.5     81.4      9.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      59      114       36       53       62      129      195                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:   11,182,522
COMMITMENTS
 1696005  1888687  1898270  6922858  6338763 10517133 10125720  665,389  1056802

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     95,731)
  90,125   85,047      151   -5,224   16,364   85,052  101,562   10,679   -5,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     16.9     17.0     61.9     56.7     94.0     90.5      6.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      55       79      104      128      150      245      281                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      678,277
COMMITMENTS
  72,334   83,935   25,352  488,408  474,465  586,093  583,751   92,184   94,526

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,594)
     804   -4,118   -1,635    3,319    7,343    2,489    1,590   -5,083   -4,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     12.4      3.7     72.0     70.0     86.4     86.1     13.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
      99      133       64      239      256      369      424                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      102,886
COMMITMENTS
  11,175    3,165    2,499   54,802   65,381   68,476   71,045   34,410   31,841

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,903)
    -517      106     -714   -3,165    5,317   -4,396    4,709    1,493   -7,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      3.1      2.4     53.3     63.5     66.6     69.1     33.4     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13        5        4       30       28       46       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,876,955
COMMITMENTS
 317,780  415,835  102,276  2168030  2045421  2588086  2563532  288,869  313,423

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,545)
   4,994  -22,733   -2,991   32,420   10,128   34,423  -15,596  -32,878   17,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     14.5      3.6     75.4     71.1     90.0     89.1     10.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
      93      135       59      230      245      353      410                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:      3,374)
   2,973     -858       90      303    4,085    3,366    3,317        8       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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+
FUTURES ONLY 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:       67,450
COMMITMENTS
  18,197    7,153    1,907   41,615   54,302   61,719   63,362    5,731    4,088

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,505)
  -1,328    1,401      607   -1,690   -4,524   -2,411   -2,516      -95       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     10.6      2.8     61.7     80.5     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      64       42       16       75       78      146      131                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      337,248
COMMITMENTS
  90,987   35,767    9,533  208,073  271,509  308,593  316,809   28,655   20,439

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -12,527)
  -6,640    7,007    3,034   -8,448  -22,621  -12,054  -12,580     -473       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     10.6      2.8     61.7     80.5     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      64       42       16       75       78      146      131                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      152,585
COMMITMENTS
  46,037  103,182    1,267   90,627   15,600  137,931  120,049   14,654   32,536

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -9,498)
   1,104   -8,215      827  -12,564    1,273  -10,633   -6,115    1,135   -3,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     67.6      0.8     59.4     10.2     90.4     78.7      9.6     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       44       11       19       16       45       66                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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