BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,252
COMMITMENTS
     512    1,664      194    4,621    3,501    5,327    5,359      925      893

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        266)
       8       81       13      163      147      184      241       82       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     26.6      3.1     73.9     56.0     85.2     85.7     14.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        9        7       15       14       25       24                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,410
COMMITMENTS
  18,786   10,932      889   10,146   10,665   29,821   22,486    2,589    9,924

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        424)
     151      300      102      420       10      673      412     -249       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     33.7      2.7     31.3     32.9     92.0     69.4      8.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       29       18       21       17       45       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,678
COMMITMENTS
     301    1,547      448    5,184    3,654    5,933    5,649      745    1,029

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -181)
     -46      -96      -34     -106      -67     -186     -197        5       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     23.2      6.7     77.6     54.7     88.8     84.6     11.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10       13       19       21       34       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      220,979
COMMITMENTS
  91,495   48,312   26,870   81,620  108,824  199,985  184,006   20,994   36,973

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     21,910)
  12,974   -1,481    4,536    2,257   17,244   19,767   20,299    2,143    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     21.9     12.2     36.9     49.2     90.5     83.3      9.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     107       75       84       62       88      218      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      292,575
COMMITMENTS
  88,336   55,670   53,672  117,450  135,602  259,458  244,944   33,117   47,631

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,978)
   5,655   -8,081    2,160   -3,519   10,317    4,296    4,396     -318     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     19.0     18.3     40.1     46.3     88.7     83.7     11.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     112       83      119      120      153      302      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,375
COMMITMENTS
   2,004    1,496      668      529    1,382    3,201    3,546    1,174      829

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        122)
     247      -68      -87     -188      272      -28      117      150        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     34.2     15.3     12.1     31.6     73.2     81.1     26.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      29       16        6        8       15       41       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,580
COMMITMENTS
  16,345   11,231    6,780   12,360    8,350   35,485   26,361    7,095   16,219

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,034)
   1,865      689      481     -266    1,147    2,080    2,317      -46     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     26.4     15.9     29.0     19.6     83.3     61.9     16.7     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       56       48       51       62      134      149                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,716
COMMITMENTS
   3,352   21,730      734   29,983    9,554   34,069   32,018      647    2,698

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,600)
      22    1,214       50    1,464      287    1,536    1,551       64       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     62.6      2.1     86.4     27.5     98.1     92.2      1.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       29       11       22       20       40       54                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,223
COMMITMENTS
   5,939      797    1,956   24,701   29,899   32,596   32,652      627      571

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,303)
     135   -2,406      876    1,512    4,202    2,523    2,672     -220     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      2.4      5.9     74.3     90.0     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        2       10       10       21       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      169,228
COMMITMENTS
  31,584   48,410    3,048  108,483   91,330  143,115  142,788   26,113   26,440

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -5,119)
   1,034   -7,921   -8,622    3,070   13,137   -4,518   -3,406     -601   -1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     28.6      1.8     64.1     54.0     84.6     84.4     15.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       27       11       22       22       45       55                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,250
COMMITMENTS
  22,619   17,357      439   10,398    3,582   33,456   21,378    6,794   18,872

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -9,494)
   2,884   -2,507   -3,652   -7,572     -868   -8,340   -7,027   -1,154   -2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     43.1      1.1     25.8      8.9     83.1     53.1     16.9     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       12        5        9        7       19       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       97,456
COMMITMENTS
  23,040   68,077    1,173   69,834   22,849   94,047   92,099    3,409    5,357

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -41,649)
   2,599   -9,918  -16,320  -27,967  -14,263  -41,688  -40,501       39   -1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     69.9      1.2     71.7     23.4     96.5     94.5      3.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      33       47        7       11       19       49       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      253,177
COMMITMENTS
  62,876   76,495    2,601  174,396  135,467  239,873  214,563   13,304   38,614

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -45,871)
  33,512   -1,874  -12,642  -59,919  -26,166  -39,049  -40,682   -6,822   -5,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     30.2      1.0     68.9     53.5     94.7     84.7      5.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      22       37        8       22       36       46       79                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,084
COMMITMENTS
  79,426   33,937    2,104   32,762   79,738  114,292  115,779   25,792   24,305

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:   -149,795)
 -14,441    4,403  -11,761 -120,507 -138,841 -146,709 -146,199   -3,086   -3,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     24.2      1.5     23.4     56.9     81.6     82.6     18.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      45       31        9       22       32       71       68                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      322,405
COMMITMENTS
  90,353  167,908    6,390  180,672   92,859  277,415  267,157   44,990   55,248

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:   -110,816)
 -13,812   -8,164  -11,873  -82,705  -80,519 -108,390 -100,556   -2,426  -10,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     52.1      2.0     56.0     28.8     86.0     82.9     14.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      57       82       27       53       57      122      155                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,577
COMMITMENTS
  18,002   12,944      240    5,236   10,263   23,478   23,447    1,099    1,130

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,691)
   3,720    4,296      -54     -127     -261    3,539    3,981      152     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.2     52.7      1.0     21.3     41.8     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       14        2        3        4       11       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,451
COMMITMENTS
  20,524   19,234      552    5,082    4,797   26,158   24,583    2,293    3,868

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -6,506)
     105   -3,185   -1,820   -4,040   -2,100   -5,755   -7,105     -751      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     67.6      1.9     17.9     16.9     91.9     86.4      8.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       25        4        8       10       33       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,656,108
COMMITMENTS
 1388271  1801343  1606709  5965129  5153330  8960109  8561382  695,999  1094726

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,231,340)
-235,449 -286,030 -211,656 -719,829 -691,804 -1166934 -1189490  -64,406  -41,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     18.7     16.6     61.8     53.4     92.8     88.7      7.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      34       85       91      114      130      218      245                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      835,103
COMMITMENTS
  81,649  119,281   29,811  565,138  521,628  676,598  670,720  158,505  164,383

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     23,014)
     896    1,641    3,820   21,791   22,597   26,507   28,057   -3,493   -5,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     14.3      3.6     67.7     62.5     81.0     80.3     19.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
      96      155       90      241      261      389      454                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      155,794
COMMITMENTS
  13,584   10,027    1,083  102,253   48,241  116,920   59,351   38,874   96,443

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -1,979)
    -560      127      240   -3,471    3,724   -3,791    4,091    1,812   -6,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      6.4      0.7     65.6     31.0     75.0     38.1     25.0     61.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11        8        9       41       28       55       42                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,396,546
COMMITMENTS
 364,788  570,733  119,179  2314424  2366935  2798391  3056847  598,155  339,699

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    124,964)
  15,431   15,721    9,746  126,311   94,363  151,488  119,830  -26,524    5,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     16.8      3.5     68.1     69.7     82.4     90.0     17.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
      94      154       88      231      255      375      447                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,042
COMMITMENTS
   5,101    9,619      765   87,904   86,830   93,770   97,214    8,272    4,828

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      6,257)
     101     -629      278    5,812    6,711    6,191    6,360       66     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      9.4      0.7     86.1     85.1     91.9     95.3      8.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        9        5       56       41       68       51                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,478
COMMITMENTS
  10,298   11,178    1,600   39,054   37,561   50,951   50,339    4,527    5,139

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,017)
  -2,790     -553      278    5,173    3,156    2,661    2,880      356      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.1      2.9     70.4     67.7     91.8     90.7      8.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      47       56       19       68       74      123      141                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      277,389
COMMITMENTS
  51,489   55,891    7,999  195,268  187,803  254,756  251,693   22,633   25,696

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     15,083)
 -13,950   -2,767    1,389   25,866   15,779   13,305   14,401    1,778      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.1      2.9     70.4     67.7     91.8     90.7      8.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      47       56       19       68       74      123      141                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       99,992
COMMITMENTS
  61,544   48,762    1,634    7,917   30,785   71,095   81,181   28,897   18,811

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -41,853)
 -24,597   -8,184   -3,516  -17,316  -27,807  -45,429  -39,507    3,576   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     48.8      1.6      7.9     30.8     71.1     81.2     28.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29       32        7       14       13       49       46                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,282
COMMITMENTS
   6,782    4,679      400   16,612   17,722   23,794   22,801    5,488    6,481

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -15,997)
  -3,014     -617   -2,581   -7,032  -14,007  -12,627  -17,205   -3,370    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     16.0      1.4     56.7     60.5     81.3     77.9     18.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       11        1       13       11       21       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,497
COMMITMENTS
  19,849    5,997      319   29,492   11,581   49,660   17,897    8,837   40,600

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -45,174)
 -15,904   -4,312   -3,296  -22,323  -15,141  -41,523  -22,749   -3,651  -22,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     10.3      0.5     50.4     19.8     84.9     30.6     15.1     69.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      28        8        3       24       14       53       24                  



Updated March 18, 2016