BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,798
COMMITMENTS
     561    1,118      280    3,037    2,511    3,878    3,909      920      889

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        351)
      88      320       49      272      -22      409      347      -58        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     23.3      5.8     63.3     52.3     80.8     81.5     19.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       10        9       14       13       27       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,508
COMMITMENTS
  15,409    8,937      488   10,967   11,148   26,864   20,573    2,644    8,935

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,115)
   1,636      754        2      319      300    1,957    1,056      158    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     30.3      1.7     37.2     37.8     91.0     69.7      9.0     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       26       15       24       18       49       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,052
COMMITMENTS
     206    1,784      514    5,852    3,631    6,572    5,929      480    1,123

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        265)
      68       54       40      407       77      515      171     -250       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     25.3      7.3     83.0     51.5     93.2     84.1      6.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       15       13       21       16       35       35                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,333
COMMITMENTS
     487      196      229    1,370    1,230    2,086    1,655      247      678

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      8.4      9.8     58.7     52.7     89.4     70.9     10.6     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        4        6        8       13       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,113
COMMITMENTS
  62,663   70,928   29,989   68,540   53,998  161,192  154,915   15,921   22,198

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -1,890)
     321    1,043      343   -2,132   -1,446   -1,468      -60     -422   -1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     40.0     16.9     38.7     30.5     91.0     87.5      9.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      86       93       84       62       67      201      204                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,936
COMMITMENTS
  69,351   78,141   39,811  114,907   93,581  224,069  211,533   24,867   37,403

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -2,125)
     339   -2,494     -204   -2,666    1,504   -2,531   -1,194      406     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     31.4     16.0     46.2     37.6     90.0     85.0     10.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      81      117       91       95      119      236      283                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,087
COMMITMENTS
   1,234    1,635      776      896      744    2,906    3,155    1,181      932

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -280)
     -25     -202      -63      -71       67     -159     -198     -121      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     40.0     19.0     21.9     18.2     71.1     77.2     28.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       18       12       14       16       40       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,640
COMMITMENTS
  13,764   11,507    4,663    9,349    6,615   27,776   22,785    7,864   12,855

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,005)
     663      223      317     -571      215      409      755      596      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     32.3     13.1     26.2     18.6     77.9     63.9     22.1     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      34       61       31       44       47      104      124                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,282
COMMITMENTS
     620    3,737      100    2,662      160    3,382    3,997      900      285

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        393)
     154      457        4      282      -57      440      404      -47      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     87.3      2.3     62.2      3.7     79.0     93.3     21.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        5       11        3       19       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,160
COMMITMENTS
   3,011   16,440      614   24,202    8,667   27,827   25,721      333    2,439

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,504)
     508    1,781      -13    1,990      450    2,485    2,218       19      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     58.4      2.2     85.9     30.8     98.8     91.3      1.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       31       13       20       19       42       58                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       45,112
COMMITMENTS
   3,252    2,416    1,949   39,152   40,204   44,353   44,569      759      543

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,171)
     788       75    1,949   -1,443     -766    1,294    1,258     -123      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.4      4.3     86.8     89.1     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        1       11        9       18       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      189,775
COMMITMENTS
  44,262   95,271    4,779  118,379   46,407  167,420  146,457   22,355   43,318

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     26,918)
  -4,514    6,357      204   31,681   21,686   27,371   28,247     -453   -1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     50.2      2.5     62.4     24.5     88.2     77.2     11.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       35        5       23       25       47       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,468
COMMITMENTS
  29,710   27,759      186   16,596    4,812   46,492   32,757    5,976   19,711

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -24,790)
  18,172   -9,319   -7,236  -35,765   -4,296  -24,829  -20,851       39   -3,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     52.9      0.4     31.6      9.2     88.6     62.4     11.4     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       12        6        9       10       19       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      144,451
COMMITMENTS
  34,779   95,151      641  105,676   41,221  141,096  137,013    3,355    7,438

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -55,439)
 -10,447   25,544  -32,101  -13,133  -49,754  -55,681  -56,311      242      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     65.9      0.4     73.2     28.5     97.7     94.9      2.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      23       62        4       17       20       44       82                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      165,845
COMMITMENTS
  39,121   56,041      964  110,007   76,000  150,092  133,005   15,753   32,840

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -34,400)
  -2,512   -9,494   -6,936  -24,637  -14,054  -34,085  -30,484     -315   -3,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     33.8      0.6     66.3     45.8     90.5     80.2      9.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       35        6       20       31       44       70                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      194,196
COMMITMENTS
  37,301   63,881    3,311  134,622   92,036  175,234  159,228   18,962   34,968

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -51,859)
  10,901  -30,569   -9,963  -55,160      811  -54,222  -39,721    2,363  -12,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     32.9      1.7     69.3     47.4     90.2     82.0      9.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      30       42       14       22       32       58       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      404,837
COMMITMENTS
  71,295  231,256    4,695  275,052   89,741  351,042  325,692   53,795   79,145

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -70,084)
  -9,083  -21,453  -21,188  -34,628  -22,831  -64,899  -65,472   -5,185   -4,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     57.1      1.2     67.9     22.2     86.7     80.5     13.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      50      100       29       52       57      114      174                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,707
COMMITMENTS
   9,537    5,389      419    8,913   12,443   18,869   18,251      838    1,456

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -1,662)
  -2,953   -1,717       15    1,293       -4   -1,645   -1,706      -17       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     27.3      2.1     45.2     63.1     95.7     92.6      4.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4       10        2        4        3        9       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,626
COMMITMENTS
  16,346   15,227      102    4,713    4,255   21,161   19,584    2,465    4,042

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -14,799)
  -8,106     -344     -901   -5,538  -13,102  -14,545  -14,347     -254     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     64.5      0.4     19.9     18.0     89.6     82.9     10.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19       20        2        9        9       29       30                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,232,911
COMMITMENTS
 1496152  1614156  1668334  6373626  5926294  9538112  9208784  694,799  1024127

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,162,170)
-188,461 -321,614 -318,052 -717,968 -499,776 -1224481 -1139442   62,311  -22,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     15.8     16.3     62.3     57.9     93.2     90.0      6.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      40       84       93      114      137      220      255                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      757,425
COMMITMENTS
  75,053   80,083   40,529  523,356  524,722  638,938  645,334  118,487  112,091

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     67,847)
   3,131   -1,314   10,280   18,350   23,625   31,762   32,591   36,085   35,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     10.6      5.4     69.1     69.3     84.4     85.2     15.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     121      119       80      244      251      406      411                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      128,457
COMMITMENTS
  15,035    4,995    3,473   63,753   79,654   82,261   88,122   46,196   40,335

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     25,526)
   4,590    1,244      885    3,963    1,581    9,438    3,710   16,088   21,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      3.9      2.7     49.6     62.0     64.0     68.6     36.0     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13        5        9       33       30       48       43                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,144,839
COMMITMENTS
 339,645  414,993  145,727  2298013  2225341  2783385  2786061  361,454  358,778

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    211,607)
  18,403   12,906   21,281   71,936  110,218  111,620  144,405   99,987   67,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     13.2      4.6     73.1     70.8     88.5     88.6     11.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     117      120       76      236      244      393      401                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,064
COMMITMENTS
   9,484    2,805      410   73,126   85,613   83,020   88,828   10,044    4,236

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,572)
  -1,712     -129      -50    7,980    5,070    6,218    4,891     -646      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      3.0      0.4     78.6     92.0     89.2     95.4     10.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12        4        2       50       40       62       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,044
COMMITMENTS
  19,540    7,236    1,579   51,677   65,965   72,796   74,780    4,248    2,264

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      9,599)
     428   -1,075       96   10,573   12,325   11,098   11,346   -1,498   -1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      9.4      2.0     67.1     85.6     94.5     97.1      5.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      66       37       17       84       72      158      118                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      385,220
COMMITMENTS
  97,699   36,182    7,896  258,383  329,823  363,978  373,901   21,242   11,319

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     47,996)
   2,142   -5,377      482   52,864   61,626   55,488   56,731   -7,492   -8,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      9.4      2.0     67.1     85.6     94.5     97.1      5.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      66       37       17       84       72      158      118                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,538
COMMITMENTS
  61,956   72,408      322   31,733   10,352   94,011   83,082   16,527   27,456

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -51,601)
  14,260   -8,867   -7,744  -56,437  -33,700  -49,921  -50,311   -1,680   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     65.5      0.3     28.7      9.4     85.0     75.2     15.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       39        5       17       15       38       56                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,828
COMMITMENTS
  19,024    7,803      139   20,064   37,358   39,227   45,300    9,601    3,528

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -16,887)
  -1,616  -10,648   -1,718  -10,452      441  -13,786  -11,925   -3,101   -4,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     16.0      0.3     41.1     76.5     80.3     92.8     19.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20       10        1       15       12       35       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       67,593
COMMITMENTS
  21,002    9,370      155   37,090   11,933   58,247   21,458    9,346   46,135

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -39,136)
 -21,797   -2,098   -2,659   -5,187  -19,296  -29,643  -24,053   -9,493  -15,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     13.9      0.2     54.9     17.7     86.2     31.7     13.8     68.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      28        5        3       30       15       59       22                  



Updated December 18, 2015