BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        5,899
COMMITMENTS
     669    1,064      694    3,521    3,053    4,884    4,811    1,015    1,088

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        331)
      56      324       43      393      -35      492      332     -161       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     18.0     11.8     59.7     51.8     82.8     81.6     17.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       11       11       16       13       29       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       48,953
COMMITMENTS
  16,078    5,344   10,556   16,652   16,450   43,285   32,350    5,668   16,602

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      4,327)
   1,565      290    1,265      767      684    3,597    2,239      730    2,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     10.9     21.6     34.0     33.6     88.4     66.1     11.6     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       26       32       36       25       73       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED 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:       11,326
COMMITMENTS
     185    2,014    2,037    8,282    5,923   10,504    9,975      822    1,351

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        468)
      72       -4      173      468      196      713      365     -245      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     17.8     18.0     73.1     52.3     92.7     88.1      7.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5       17       17       24       19       42       40                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:        3,297
COMMITMENTS
     556       23      555    1,643    1,389    2,754    1,967      542    1,330

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        138)
     -94       16        9      321      102      236      127      -98       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      0.7     16.8     49.8     42.1     83.5     59.7     16.5     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        2        6       10       10       17       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      261,356
COMMITMENTS
  55,688   54,898  101,763   83,592   74,909  241,043  231,570   20,313   29,786

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -765)
     -76     -563    2,236   -2,228     -273      -69    1,400     -696   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     21.0     38.9     32.0     28.7     92.2     88.6      7.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     105       89      113       81       75      238      234                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      350,837
COMMITMENTS
  67,459   58,779  110,484  142,437  132,017  320,380  301,280   30,457   49,557

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      8,770)
     279   -4,736    8,077     -653    5,574    7,704    8,915    1,066     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     16.8     31.5     40.6     37.6     91.3     85.9      8.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     103      103      127      136      139      307      316                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        4,345
COMMITMENTS
   1,212    1,507      996      916      874    3,124    3,378    1,221      967

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -296)
     -18     -176      -95      -72       60     -185     -211     -111      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     34.7     22.9     21.1     20.1     71.9     77.7     28.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       16       13       17       17       43       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       48,887
COMMITMENTS
  13,331    9,320   13,158   12,151    8,956   38,640   31,434   10,247   17,453

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,877)
     388     -306    1,860     -298      600    1,950    2,154      927      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     19.1     26.9     24.9     18.3     79.0     64.3     21.0     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      42       60       50       61       53      139      138                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED 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:        4,679
COMMITMENTS
     616    3,702      216    2,930      377    3,762    4,295      917      385

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        432)
     150      453       20      307      -49      477      425      -46        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     79.1      4.6     62.6      8.0     80.4     91.8     19.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        5        5       11        4       19       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       40,751
COMMITMENTS
   1,987   19,221    5,194   32,868   11,616   40,049   36,030      702    4,721

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      4,409)
     225    2,466      812    3,309      704    4,346    3,982       63      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     47.2     12.7     80.7     28.5     98.3     88.4      1.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      11       42       30       23       23       57       72                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      205,413
COMMITMENTS
  41,064   95,132   12,343  127,862   52,905  181,269  160,380   24,144   45,033

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     29,886)
  -5,773    5,628    2,286   33,554   22,916   30,067   30,830     -181     -944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     46.3      6.0     62.2     25.8     88.2     78.1     11.8     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      24       38       15       25       29       55       76                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       54,979
COMMITMENTS
  29,161   27,737    1,841   17,804    5,371   48,806   34,948    6,173   20,031

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -25,437)
  18,439   -9,558   -7,575  -36,354   -4,370  -25,490  -21,503       54   -3,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     50.4      3.3     32.4      9.8     88.8     63.6     11.2     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       14       10        9       11       21       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      144,872
COMMITMENTS
  34,793   94,916      929  105,730   41,512  141,453  137,357    3,420    7,515

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -55,355)
 -10,448   25,526  -32,071  -13,107  -49,699  -55,626  -56,244      271      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     65.5      0.6     73.0     28.7     97.6     94.8      2.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      23       62        6       17       20       45       83                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      184,858
COMMITMENTS
  38,876   56,446   12,419  116,430   82,132  167,725  150,997   17,133   33,861

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -32,725)
  -2,812  -10,024   -5,118  -24,736  -13,910  -32,666  -29,053      -59   -3,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     30.5      6.7     63.0     44.4     90.7     81.7      9.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      23       36       14       24       35       55       77                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      218,594
COMMITMENTS
  36,179   66,026   15,886  146,078   99,930  198,142  181,842   20,452   36,752

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -46,332)
   9,895  -30,519   -6,557  -52,211    2,836  -48,873  -34,239    2,541  -12,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     30.2      7.3     66.8     45.7     90.6     83.2      9.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      28       46       25       25       39       67       96                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      474,039
COMMITMENTS
  71,423  224,363   46,502  296,523  117,253  414,448  388,118   59,591   85,921

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -67,902)
  -9,092  -22,587  -19,003  -35,500  -20,888  -63,595  -62,478   -4,307   -5,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     47.3      9.8     62.6     24.7     87.4     81.9     12.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      56      105       61       55       65      145      197                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:   16,409,927
COMMITMENTS
 1226775  1188953  6639202  7800441  7502080 15666418 15330235  743,509  1079692

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -3,419,652)
-301,945 -338,937 -1839282 -1331027 -1193600 -3472254 -3371818   52,601  -47,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      7.2     40.5     47.5     45.7     95.5     93.4      4.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      60       85      113      130      143      255      279                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      959,820
COMMITMENTS
  76,714   77,810  117,717  633,981  639,941  828,412  835,468  131,408  124,352

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     96,255)
   4,250   -1,238   20,629   35,105   42,050   59,984   61,441   36,270   34,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      8.1     12.3     66.1     66.7     86.3     87.0     13.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     144      140      162      261      267      491      486                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      199,355
COMMITMENTS
  17,748    5,277   28,473  102,032  120,516  148,253  154,266   51,102   45,089

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     37,320)
   5,590    1,039    4,450   11,075   10,486   21,115   15,975   16,206   21,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      2.6     14.3     51.2     60.5     74.4     77.4     25.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       11       25       45       40       75       65                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,802,327
COMMITMENTS
 338,852  406,689  402,197  2659746  2597124  3400794  3406010  401,533  396,317

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    294,672)
  16,283   11,596   57,917  120,149  157,817  194,349  227,331  100,323   67,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     10.7     10.6     70.0     68.3     89.4     89.6     10.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     138      135      152      253      260      470      469                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       80,072
COMMITMENTS
  19,652    6,931    2,825   53,172   67,846   75,649   77,602    4,423    2,470

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      9,886)
     498   -1,142      292   10,609   12,481   11,400   11,632   -1,514   -1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5      8.7      3.5     66.4     84.7     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      70       39       22       89       74      168      126                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      400,360
COMMITMENTS
  98,261   34,655   14,127  265,858  339,229  378,246  388,011   22,115   12,350

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     49,431)
   2,492   -5,709    1,461   53,047   62,407   56,999   58,158   -7,569   -8,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5      8.7      3.5     66.4     84.7     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      70       39       22       89       74      168      126                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      122,320
COMMITMENTS
  62,441   73,281    5,549   36,001   13,931  103,991   92,761   18,330   29,559

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -49,685)
  14,054   -9,083   -6,688  -55,567  -32,894  -48,202  -48,665   -1,483   -1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     59.9      4.5     29.4     11.4     85.0     75.8     15.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       42       14       18       20       47       67                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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