BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,395
COMMITMENTS
     593    1,392      252    3,557    2,840    4,402    4,484      993      911

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        365)
      70      166        7      416      240      493      413     -128      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     25.8      4.7     65.9     52.6     81.6     83.1     18.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3       10        7       14       12       23       23                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,690
COMMITMENTS
  19,405   11,834      575   11,035   10,756   31,015   23,165    2,675   10,525

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        692)
     559      635       20      160      -19      739      636      -47       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     35.1      1.7     32.8     31.9     92.1     68.8      7.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11       35       13       22       17       40       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,008
COMMITMENTS
     297    2,796      468    6,714    3,797    7,479    7,061      529      947

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:         63)
     -27      327       56       17     -105       46      278       17     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     34.9      5.8     83.8     47.4     93.4     88.2      6.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       18       16       22       18       39       39                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      183,386
COMMITMENTS
  64,504   53,210   29,883   70,697   71,401  165,084  154,494   18,302   28,892

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     13,648)
   6,116     -556    2,327    4,513    9,938   12,956   11,709      692    1,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     29.0     16.3     38.6     38.9     90.0     84.2     10.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      97       90       97       60       82      210      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      276,556
COMMITMENTS
  68,636   75,009   46,970  129,877  109,105  245,483  231,084   31,073   45,472

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -708)
   3,850    6,497   -3,444     -990   -3,894     -584     -841     -124      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     27.1     17.0     47.0     39.5     88.8     83.6     11.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      94      101      119      115      143      279      320                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,890
COMMITMENTS
   1,211    3,088    1,087    2,207      558    4,505    4,733    1,385    1,157

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        577)
      65      373      215      320       37      600      625      -23      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     52.4     18.5     37.5      9.5     76.5     80.4     23.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       25       11       22       12       44       45                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,387
COMMITMENTS
  12,784    9,837    6,011   11,805    7,270   30,600   23,118    6,787   14,269

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        538)
    -505     -457      335      575      440      405      318      133      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     26.3     16.1     31.6     19.4     81.8     61.8     18.2     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      35       54       44       43       50      106      129                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,411
COMMITMENTS
     635    4,782      221    3,331      140    4,187    5,143    1,224      268

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:         92)
      19       86       12      -86        0      -55       98      147       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     88.4      4.1     61.6      2.6     77.4     95.0     22.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        5        9        3       19        9                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,887
COMMITMENTS
   3,680   21,519      473   28,185    8,452   32,338   30,444      549    2,443

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        539)
     121      454       34      369      -87      524      401       15      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     65.4      1.4     85.7     25.7     98.3     92.6      1.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       29       15       22       17       42       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,078
COMMITMENTS
   5,325    3,685        0   24,840   26,517   30,165   30,202      913      876

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        858)
   1,137    1,561        0     -211     -853      926      708      -68      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     11.9      0.0     79.9     85.3     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        3        0        9        9       20       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      157,362
COMMITMENTS
  30,069   82,489    2,014  103,015   32,595  135,098  117,098   22,264   40,264

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -7,878)
  -2,698  -17,097      313   -2,863    7,914   -5,248   -8,870   -2,630      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     52.4      1.3     65.5     20.7     85.9     74.4     14.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18       32       10       23       25       43       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       59,370
COMMITMENTS
  25,970   30,665      145   27,215    4,259   53,330   35,069    6,040   24,301

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      3,676)
   1,038    1,230      -28    2,315    1,533    3,325    2,735      351      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     51.7      0.2     45.8      7.2     89.8     59.1     10.2     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13        4       10       10       23       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      166,295
COMMITMENTS
  24,958  103,552   16,820  120,705   37,341  162,483  157,713    3,812    8,582

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,468)
  -3,529   -1,542      182    1,531     -746   -1,816   -2,106      348      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     62.3     10.1     72.6     22.5     97.7     94.8      2.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      31       66       11       17       21       54       94                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      270,680
COMMITMENTS
  32,737   77,755    6,966  214,581  142,835  254,284  227,556   16,396   43,124

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,118)
  -1,959   -4,478      500    1,498    2,049       39   -1,929   -2,157     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     28.7      2.6     79.3     52.8     93.9     84.1      6.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       50       14       23       35       52       94                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      237,289
COMMITMENTS
  82,108   44,863    2,677  130,736  157,826  215,521  205,366   21,768   31,923

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -13,422)
 -10,520    2,261      204    6,698  -20,853   -3,618  -18,388   -9,804    4,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     18.9      1.1     55.1     66.5     90.8     86.5      9.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      45       38       15       26       36       75       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      403,939
COMMITMENTS
  96,012  183,085    6,769  259,869  147,872  362,650  337,726   41,289   66,213

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,712)
  24,566  -15,576      543   -7,143   23,678   17,966    8,645  -16,254   -6,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     45.3      1.7     64.3     36.6     89.8     83.6     10.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      56       95       33       51       54      121      168                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,847
COMMITMENTS
  14,179    1,348      193    8,331   29,127   22,703   30,668   12,144    4,179

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      3,000)
   6,853      555      193      547    2,754    7,593    3,502   -4,593     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      3.9      0.6     23.9     83.6     65.2     88.0     34.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        1        9        8       16       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,279
COMMITMENTS
   4,205    7,343        0    9,377    5,730   13,582   13,073      697    1,206

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -4,391)
  -2,556   -3,131   -1,504     -398      192   -4,458   -4,443       67       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     51.4      0.0     65.7     40.1     95.1     91.6      4.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       15        0        3        3        9       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,979
COMMITMENTS
  13,492   21,928      392   14,585    4,046   28,469   26,366    2,510    4,613

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        542)
  -1,674    1,362       57    2,047     -161      430    1,258      112     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     70.8      1.3     47.1     13.1     91.9     85.1      8.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       29        5       13       13       34       45                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,169,637
COMMITMENTS
 1817445  2068138  1813125  6779291  6160971 10409861 10042234  759,776  1127403

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    229,424)
 132,743  210,035    7,927   85,691   16,235  226,361  234,197    3,063   -4,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     18.5     16.2     60.7     55.2     93.2     89.9      6.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      45       82       98      122      142      237      265                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      719,671
COMMITMENTS
  71,022  116,393   29,481  491,345  439,868  591,849  585,742  127,822  133,929

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     32,590)
  -7,893   13,896    3,935   31,544       34   27,585   17,865    5,005   14,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     16.2      4.1     68.3     61.1     82.2     81.4     17.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     106      146       72      229      257      380      430                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      121,771
COMMITMENTS
   9,691    9,881      846   85,079   38,089   95,616   48,816   26,155   72,955

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     14,544)
     -38    2,945        2   16,456    2,063   16,420    5,010   -1,876    9,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.1      0.7     69.9     31.3     78.5     40.1     21.5     59.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        8        5       37       25       50       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,989,501
COMMITMENTS
 355,721  581,626   94,112  2031332  2008894  2481165  2684632  508,336  304,869

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     90,231)
 -24,836   69,198    5,222   75,439  -10,144   55,825   64,276   34,406   25,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     19.5      3.1     67.9     67.2     83.0     89.8     17.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     107      143       67      217      249      364      419                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,247
COMMITMENTS
   7,483    9,735      500   87,869   85,463   95,852   95,698    6,395    6,549

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,188)
    -615      -21       61      331   -2,291     -223   -2,251     -965    1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      9.5      0.5     85.9     83.6     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
       9        8        4       56       38       68       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,214
COMMITMENTS
  14,327    9,978      777   35,108   38,677   50,212   49,432    4,002    4,782

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        435)
     116    1,826      199      538   -2,044      853      -19     -418      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     18.4      1.4     64.8     71.3     92.6     91.2      7.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      45       42       14       64       62      117      110                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      271,070
COMMITMENTS
  71,633   49,891    3,886  175,542  193,383  251,061  247,160   20,009   23,910

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      2,174)
     580    9,129      997    2,688  -10,220    4,265      -94   -2,091    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     18.4      1.4     64.8     71.3     92.6     91.2      7.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      45       42       14       64       62      117      110                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,056
COMMITMENTS
  51,397   77,565    1,545   53,282   11,652  106,224   90,762   15,832   31,294

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -3,395)
   5,116   -1,514      503   -9,122      122   -3,503     -889      108   -2,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     63.5      1.3     43.7      9.5     87.0     74.4     13.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       41       10       19       15       41       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,282
COMMITMENTS
  13,236    8,589       13   21,372   28,570   34,621   37,172    7,661    5,110

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -929)
   2,202     -363     -147     -337      158    1,718     -352   -2,647     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     20.3      0.0     50.5     67.6     81.9     87.9     18.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       10        1       17       12       31       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       94,529
COMMITMENTS
  33,881    9,574    1,318   48,468   18,377   83,667   29,269   10,862   65,260

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -7,937)
    -174      533      818   -8,618   -1,519   -7,974     -168       37   -7,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     10.1      1.4     51.3     19.4     88.5     31.0     11.5     69.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       13        5       33       22       66       39                  



Updated February 5, 2016