BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,622:       634      2,030        216      4,838      3,560      5,688      5,806:       934        816
Old  :     6,622:       634      2,030        216      4,838      3,560      5,688      5,806:       934        816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       643:        23        313         -9        479        459        493        763:       150       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       30.7        3.3       73.1       53.8       85.9       87.7:      14.1       12.3
Old  :     100.0:       9.6       30.7        3.3       73.1       53.8       85.9       87.7:      14.1       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3         10          9         16         14         27         25:
Old  :        36:         3         10          9         16         14         27         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       52.5       62.0       67.6       42.9       51.7       59.7       66.5
Old  :                 42.9       52.5       62.0       67.6       42.9       51.7       59.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    35,263:    20,775     12,148        869     10,973     11,626     32,617     24,643:     2,646     10,620
Old  :    35,263:    20,775     12,148        869     10,973     11,626     32,617     24,643:     2,646     10,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       976:       369        190        271        167        207        807        668:       169        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       34.4        2.5       31.1       33.0       92.5       69.9:       7.5       30.1
Old  :     100.0:      58.9       34.4        2.5       31.1       33.0       92.5       69.9:       7.5       30.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        13         32         21         23         18         48         60:
Old  :        78:        13         32         21         23         18         48         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       25.2       73.9       39.0       57.6       25.1       72.9       38.5
Old  :                 58.4       25.2       73.9       39.0       57.6       25.1       72.9       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     8,029:       317      1,834        771      6,272      4,495      7,360      7,100:       669        929
Old  :     8,029:       317      1,834        771      6,272      4,495      7,360      7,100:       669        929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       172:        71       -116         83         30        194        184        161:       -12         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       22.8        9.6       78.1       56.0       91.7       88.4:       8.3       11.6
Old  :     100.0:       3.9       22.8        9.6       78.1       56.0       91.7       88.4:       8.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         14         14         20         21         35         40:
Old  :        47:         6         14         14         20         21         35         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       35.1       62.8       52.2       48.1       32.6       62.0       46.2
Old  :                 48.1       35.1       62.8       52.2       48.1       32.6       62.0       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   196,308:    73,504     46,559     22,505     81,194     92,661    177,203    161,725:    19,105     34,583
Old  :   178,374:    66,793     44,081     19,103     76,116     82,730    162,012    145,914:    16,362     32,460
Other:    17,934:     9,558      5,325        555      5,078      9,931     15,191     15,811:     2,743      2,123
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     1,976:     2,094       -333     -4,635      2,728      4,083        187       -885:     1,789      2,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       23.7       11.5       41.4       47.2       90.3       82.4:       9.7       17.6
Old  :     100.0:      37.4       24.7       10.7       42.7       46.4       90.8       81.8:       9.2       18.2
Other:     100.0:      53.3       29.7        3.1       28.3       55.4       84.7       88.2:      15.3       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        88         81         82         68         89        205        218:
Old  :       282:        86         86         75         56         87        185        215:
Other:       101:        20         18          8         32         43         56         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       13.9       27.7       21.4       15.9       12.3       26.9       19.5
Old  :                 18.2       13.9       30.4       21.5       17.4       12.1       29.5       19.2
Other:                 37.5       27.1       51.3       41.7       35.8       27.0       49.6       41.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   280,951:    78,988     65,094     48,209    122,481    120,445    249,678    233,748:    31,273     47,203
Old  :   280,951:    78,988     65,094     48,209    122,481    120,445    249,678    233,748:    31,273     47,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    10,024:     8,439        469      1,192        480      5,284     10,111      6,945:       -87      3,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       23.2       17.2       43.6       42.9       88.9       83.2:      11.1       16.8
Old  :     100.0:      28.1       23.2       17.2       43.6       42.9       88.9       83.2:      11.1       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:        95         99        126        117        145        295        320:
Old  :       407:        95         99        126        117        145        295        320:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       15.8       24.8       23.4       15.1       14.8       23.1       21.7
Old  :                 16.2       15.8       24.8       23.4       15.1       14.8       23.1       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,336:     1,322      1,820        871      1,112        546      3,305      3,237:     1,031      1,099
Old  :     4,336:     1,322      1,820        871      1,112        546      3,305      3,237:     1,031      1,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -316:       -39       -249       -105       -252        -43       -396       -397:        80         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       42.0       20.1       25.6       12.6       76.2       74.7:      23.8       25.3
Old  :     100.0:      30.5       42.0       20.1       25.6       12.6       76.2       74.7:      23.8       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        17         16          8         14         14         37         34:
Old  :        56:        17         16          8         14         14         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       35.4       43.5       50.1       22.6       30.8       32.7       39.1
Old  :                 31.8       35.4       43.5       50.1       22.6       30.8       32.7       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    40,972:    13,835     10,022      7,276     12,423      7,510     33,534     24,808:     7,438     16,164
Old  :    40,972:    13,835     10,022      7,276     12,423      7,510     33,534     24,808:     7,438     16,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       827:       325       -800        -57        521        681        789       -176:        38      1,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       24.5       17.8       30.3       18.3       81.8       60.5:      18.2       39.5
Old  :     100.0:      33.8       24.5       17.8       30.3       18.3       81.8       60.5:      18.2       39.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        43         57         50         51         55        127        138:
Old  :       189:        43         57         50         51         55        127        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       11.4       27.3       18.4       15.3       10.5       23.9       15.2
Old  :                 17.6       11.4       27.3       18.4       15.3       10.5       23.9       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,775:       887      5,183        195      3,524         98      4,606      5,476:     1,169        299
Old  :     5,775:       887      5,183        195      3,524         98      4,606      5,476:     1,169        299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       120:        54        101         -3         37         -1         88         97:        32         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       89.7        3.4       61.0        1.7       79.8       94.8:      20.2        5.2
Old  :     100.0:      15.4       89.7        3.4       61.0        1.7       79.8       94.8:      20.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          7          5          9          3         19         11:
Old  :        22:         6          7          5          9          3         19         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       88.6       66.0       94.2       47.3       88.5       66.0       90.7
Old  :                 47.3       88.6       66.0       94.2       47.3       88.5       66.0       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,955:     3,995     23,189        575     30,853      9,493     35,423     33,257:       532      2,698
Old  :    35,955:     3,995     23,189        575     30,853      9,493     35,423     33,257:       532      2,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     2,612:       254      1,428        148      2,215        838      2,617      2,414:        -5        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       64.5        1.6       85.8       26.4       98.5       92.5:       1.5        7.5
Old  :     100.0:      11.1       64.5        1.6       85.8       26.4       98.5       92.5:       1.5        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        15         24         12         24         20         43         52:
Old  :        73:        15         24         12         24         20         43         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       56.1       75.7       71.4       52.6       56.1       75.4       71.3
Old  :                 52.7       56.1       75.7       71.4       52.6       56.1       75.4       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    29,983:     5,115      3,273        394     23,172     25,465     28,681     29,132:     1,302        851
Old  :    29,983:     5,115      3,273        394     23,172     25,465     28,681     29,132:     1,302        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -314:      -312       -720        353       -502         -7       -461       -374:       147         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.9        1.3       77.3       84.9       95.7       97.2:       4.3        2.8
Old  :     100.0:      17.1       10.9        1.3       77.3       84.9       95.7       97.2:       4.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        11          2          1          9         10         20         13:
Old  :        27:        11          2          1          9         10         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       75.9       85.8       92.9       73.7       73.3       83.1       87.5
Old  :                 74.7       75.9       85.8       92.9       73.7       73.3       83.1       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   159,107:    31,018     61,496      2,486    102,244     64,669    135,748    128,651:    23,359     30,456
Old  :   159,107:    31,018     61,496      2,486    102,244     64,669    135,748    128,651:    23,359     30,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     1,186:      -469     -6,931         43      1,632      7,558      1,206        670:       -20        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       38.7        1.6       64.3       40.6       85.3       80.9:      14.7       19.1
Old  :     100.0:      19.5       38.7        1.6       64.3       40.6       85.3       80.9:      14.7       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        19         31         11         20         22         43         60:
Old  :        83:        19         31         11         20         22         43         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       38.8       67.4       52.2       54.0       38.7       66.3       52.1
Old  :                 55.0       38.8       67.4       52.2       54.0       38.7       66.3       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    47,634:    19,723     21,230      1,425     19,833      5,332     40,981     27,987:     6,653     19,647
Old  :    47,634:    19,723     21,230      1,425     19,833      5,332     40,981     27,987:     6,653     19,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -204:      -490     -1,304       -168      1,103        476        445       -996:      -649        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       44.6        3.0       41.6       11.2       86.0       58.8:      14.0       41.2
Old  :     100.0:      41.4       44.6        3.0       41.6       11.2       86.0       58.8:      14.0       41.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4         13          5         13         12         20         27:
Old  :        37:         4         13          5         13         12         20         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       38.8       70.0       46.2       56.1       36.5       69.5       43.7
Old  :                 56.4       38.8       70.0       46.2       56.1       36.5       69.5       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   141,104:    25,194     81,667     16,168     96,311     36,474    137,673    134,309:     3,431      6,795
Old  :   141,104:    25,194     81,667     16,168     96,311     36,474    137,673    134,309:     3,431      6,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -4,527:    -4,955     -1,341     -2,743      3,101        582     -4,597     -3,502:        70     -1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       57.9       11.5       68.3       25.8       97.6       95.2:       2.4        4.8
Old  :     100.0:      17.9       57.9       11.5       68.3       25.8       97.6       95.2:       2.4        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        30         52         19         19         21         63         80:
Old  :       116:        30         52         19         19         21         63         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       48.5       72.9       68.2       54.9       45.7       66.2       59.9
Old  :                 60.6       48.5       72.9       68.2       54.9       45.7       66.2       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   275,825:    38,965     78,343      5,206    214,139    151,755    258,310    235,304:    17,515     40,521
Old  :   275,825:    38,965     78,343      5,206    214,139    151,755    258,310    235,304:    17,515     40,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    18,611:     3,486      9,796       -257     15,847      6,251     19,076     15,790:      -465      2,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       28.4        1.9       77.6       55.0       93.6       85.3:       6.4       14.7
Old  :     100.0:      14.1       28.4        1.9       77.6       55.0       93.6       85.3:       6.4       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        23         43         11         23         39         49         90:
Old  :       114:        23         43         11         23         39         49         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       40.7       73.9       51.0       63.2       40.0       73.9       50.2
Old  :                 63.2       40.7       73.9       51.0       63.2       40.0       73.9       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   261,679:    94,070     34,445      7,192    132,993    191,615    234,255    233,252:    27,424     28,427
Old  :   261,679:    94,070     34,445      7,192    132,993    191,615    234,255    233,252:    27,424     28,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     4,615:     1,694     -5,197      4,258      1,843      3,223      7,795      2,284:    -3,180      2,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       13.2        2.7       50.8       73.2       89.5       89.1:      10.5       10.9
Old  :     100.0:      35.9       13.2        2.7       50.8       73.2       89.5       89.1:      10.5       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        50         36         19         26         38         82         87:
Old  :       132:        50         36         19         26         38         82         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       54.2       58.9       63.2       49.7       53.5       58.7       60.9
Old  :                 49.8       54.2       58.9       63.2       49.7       53.5       58.7       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   417,624:   103,965    172,506      8,298    260,901    174,403    373,164    355,207:    44,460     62,417
Old  :   417,624:   103,965    172,506      8,298    260,901    174,403    373,164    355,207:    44,460     62,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -5,000:    -3,601     18,083        620      1,947    -31,024     -1,034    -12,321:    -3,966      7,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       41.3        2.0       62.5       41.8       89.4       85.1:      10.6       14.9
Old  :     100.0:      24.9       41.3        2.0       62.5       41.8       89.4       85.1:      10.6       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        59         90         35         55         54        129        164:
Old  :       229:        59         90         35         55         54        129        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       35.4       45.9       43.8       28.7       35.1       45.4       43.5
Old  :                 28.7       35.4       45.9       43.8       28.7       35.1       45.4       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    34,144:    14,810        793        196      8,030     29,320     23,036     30,309:    11,108      3,835
Old  :    34,144:    14,810        793        196      8,030     29,320     23,036     30,309:    11,108      3,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -369:        83          0       -104         72        233         51        129:      -420       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        2.3        0.6       23.5       85.9       67.5       88.8:      32.5       11.2
Old  :     100.0:      43.4        2.3        0.6       23.5       85.9       67.5       88.8:      32.5       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          1          3         10         10         17         14:
Old  :        21:         7          1          3         10         10         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       80.8       53.9       87.1       40.4       80.5       52.2       84.1
Old  :                 41.9       80.8       53.9       87.1       40.4       80.5       52.2       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    14,911:     6,839      5,370        535      6,471      7,530     13,845     13,435:     1,066      1,476
Old  :    14,911:     6,839      5,370        535      6,471      7,530     13,845     13,435:     1,066      1,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     1,975:     1,224        950        342        412        532      1,978      1,824:        -3        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       36.0        3.6       43.4       50.5       92.9       90.1:       7.1        9.9
Old  :     100.0:      45.9       36.0        3.6       43.4       50.5       92.9       90.1:       7.1        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         15          2          3          5          9         21:
Old  :        27:         5         15          2          3          5          9         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       55.7       92.0       69.7       64.6       55.7       86.5       68.8
Old  :                 67.4       55.7       92.0       69.7       64.6       55.7       86.5       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    31,473:    16,593     20,750        196     12,386      6,500     29,175     27,446:     2,298      4,027
Old  :    31,473:    16,593     20,750        196     12,386      6,500     29,175     27,446:     2,298      4,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -1,145:       625     -1,833         25     -1,240        469       -590     -1,339:      -555        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.7       65.9        0.6       39.4       20.7       92.7       87.2:       7.3       12.8
Old  :     100.0:      52.7       65.9        0.6       39.4       20.7       92.7       87.2:       7.3       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        19         22          4         13         13         34         37:
Old  :        62:        19         22          4         13         13         34         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       42.0       61.7       55.7       41.7       42.0       59.7       55.5
Old  :                 41.9       42.0       61.7       55.7       41.7       42.0       59.7       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :10,929,373: 1,645,177  2,114,456  1,809,771  6,681,953  5,866,768 10,136,901  9,790,995:   792,472  1,138,378
Old  :10,929,373: 1,645,177  2,114,456  1,809,771  6,681,953  5,866,768 10,136,901  9,790,995:   792,472  1,138,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   300,226:   -41,079     68,870    171,903    211,820    107,246    342,644    348,019:   -42,418    -47,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       19.3       16.6       61.1       53.7       92.7       89.6:       7.3       10.4
Old  :     100.0:      15.1       19.3       16.6       61.1       53.7       92.7       89.6:       7.3       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        36         88         97        123        141        233        262:
Old  :       280:        36         88         97        123        141        233        262:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       20.4       40.7       29.6       22.3       13.6       32.9       19.2
Old  :                 25.8       20.4       40.7       29.6       22.3       13.6       32.9       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   776,246:    81,740    120,938     26,640    519,718    469,865    628,098    617,443:   148,148    158,803
Old  :   776,246:    81,740    120,938     26,640    519,718    469,865    628,098    617,443:   148,148    158,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    15,134:       503     -2,344      1,765      4,664     10,172      6,932      9,594:     8,202      5,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       15.6        3.4       67.0       60.5       80.9       79.5:      19.1       20.5
Old  :     100.0:      10.5       15.6        3.4       67.0       60.5       80.9       79.5:      19.1       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       585:       102        147         74        229        247        370        429:
Old  :       585:       102        147         74        229        247        370        429:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       10.6       23.5       17.3       12.7        9.0       20.8       14.0
Old  :                 14.1       10.6       23.5       17.3       12.7        9.0       20.8       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   146,272:    11,726     12,640        843    102,900     43,326    115,469     56,809:    30,803     89,463
Old  :   146,272:    11,726     12,640        843    102,900     43,326    115,469     56,809:    30,803     89,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     3,739:       715      1,208          1        269       -101        985      1,108:     2,754      2,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        8.6        0.6       70.3       29.6       78.9       38.8:      21.1       61.2
Old  :     100.0:       8.0        8.6        0.6       70.3       29.6       78.9       38.8:      21.1       61.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         9          9          4         34         27         45         38:
Old  :        66:         9          9          4         34         27         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       15.5       52.0       24.0       35.9       14.7       50.9       22.6
Old  :                 36.6       15.5       52.0       24.0       35.9       14.7       50.9       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,149,871:   379,010    570,432    100,045  2,084,090  2,132,694  2,563,145  2,803,171:   586,726    346,700
Old  : 3,149,871:   379,010    570,432    100,045  2,084,090  2,132,694  2,563,145  2,803,171:   586,726    346,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    56,976:     6,373    -10,327      1,390     21,974     51,367     29,737     42,430:    27,239     14,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       18.1        3.2       66.2       67.7       81.4       89.0:      18.6       11.0
Old  :     100.0:      12.0       18.1        3.2       66.2       67.7       81.4       89.0:      18.6       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       100        147         69        220        241        357        420:
Old  :       579:       100        147         69        220        241        357        420:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       12.9       24.9       20.6       13.3       12.9       22.0       19.5
Old  :                 15.3       12.9       24.9       20.6       13.3       12.9       22.0       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    95,249:     5,965      9,463        415     81,416     80,656     87,796     90,534:     7,453      4,715
Old  :    95,249:     5,965      9,463        415     81,416     80,656     87,796     90,534:     7,453      4,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -2,884:      -483        850        100     -2,850     -2,848     -3,233     -1,898:       349       -986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        9.9        0.4       85.5       84.7       92.2       95.0:       7.8        5.0
Old  :     100.0:       6.3        9.9        0.4       85.5       84.7       92.2       95.0:       7.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:         9         10          4         48         39         60         50:
Old  :        89:         9         10          4         48         39         60         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       43.1       55.7       65.6       35.4       43.0       54.8       64.9
Old  :                 35.9       43.1       55.7       65.6       35.4       43.0       54.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    51,617:    12,650      9,870      1,472     33,246     35,084     47,368     46,425:     4,249      5,192
Old  :    51,617:    12,650      9,870      1,472     33,246     35,084     47,368     46,425:     4,249      5,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -516:     1,018     -1,187        306     -2,367        766     -1,043       -115:       527       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       19.1        2.9       64.4       68.0       91.8       89.9:       8.2       10.1
Old  :     100.0:      24.5       19.1        2.9       64.4       68.0       91.8       89.9:       8.2       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        48         56         17         54         74        111        138:
Old  :       212:        48         56         17         54         74        111        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       21.6       50.8       37.5       43.3       21.2       50.7       37.1
Old  :                 43.3       21.6       50.8       37.5       43.3       21.2       50.7       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   258,086:    63,249     49,350      7,359    166,232    175,418    236,840    232,127:    21,246     25,959
Old  :   258,086:    63,249     49,350      7,359    166,232    175,418    236,840    232,127:    21,246     25,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -2,581:     5,091     -5,936      1,529    -11,836      3,830     -5,216       -577:     2,635     -2,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       19.1        2.9       64.4       68.0       91.8       89.9:       8.2       10.1
Old  :     100.0:      24.5       19.1        2.9       64.4       68.0       91.8       89.9:       8.2       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        48         56         17         54         74        111        138:
Old  :       212:        48         56         17         54         74        111        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       21.6       50.8       37.5       43.3       21.2       50.7       37.1
Old  :                 43.3       21.6       50.8       37.5       43.3       21.2       50.7       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   122,911:    76,480     59,619      2,441     26,825     37,442    105,746     99,502:    17,165     23,409
Old  :   122,911:    76,480     59,619      2,441     26,825     37,442    105,746     99,502:    17,165     23,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     3,385:     3,957     -3,329        166        918      6,942      5,041      3,779:    -1,656       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       48.5        2.0       21.8       30.5       86.0       81.0:      14.0       19.0
Old  :     100.0:      62.2       48.5        2.0       21.8       30.5       86.0       81.0:      14.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        21         37         14         18         17         49         58:
Old  :        83:        21         37         14         18         17         49         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       39.2       64.7       52.2       53.1       39.2       64.7       52.1
Old  :                 53.1       39.2       64.7       52.2       53.1       39.2       64.7       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    40,667:    11,271      6,073        240     22,002     29,708     33,513     36,021:     7,154      4,646
Old  :    40,667:    11,271      6,073        240     22,002     29,708     33,513     36,021:     7,154      4,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       574:      -150       -412       -264      1,251      1,218        837        542:      -263         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       14.9        0.6       54.1       73.1       82.4       88.6:      17.6       11.4
Old  :     100.0:      27.7       14.9        0.6       54.1       73.1       82.4       88.6:      17.6       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        12         13          5         15         13         31         27:
Old  :        51:        12         13          5         15         13         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       63.7       60.2       73.0       44.2       63.7       59.8       73.0
Old  :                 44.5       63.7       60.2       73.0       44.2       63.7       59.8       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :   100,816:    32,534      9,268      1,073     56,599     24,071     90,206     34,412:    10,610     66,404
Old  :   100,816:    32,534      9,268      1,073     56,599     24,071     90,206     34,412:    10,610     66,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -119:       719     -1,560        160       -493      2,663        386      1,263:      -505     -1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.2        1.1       56.1       23.9       89.5       34.1:      10.5       65.9
Old  :     100.0:      32.3        9.2        1.1       56.1       23.9       89.5       34.1:      10.5       65.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        30         13          8         35         24         69         42:
Old  :        96:        30         13          8         35         24         69         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       14.9       35.8       21.0       25.1       12.9       35.8       17.9
Old  :                 25.1       14.9       35.8       21.0       25.1       12.9       35.8       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 4, 2016