BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,751
COMMITMENTS
     704    1,436      306    4,754    4,006    5,764    5,748      987    1,003

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        170)
      99       89      -12       86       78      173      155       -3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     21.3      4.5     70.4     59.3     85.4     85.1     14.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        5       16       19       24       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,871
COMMITMENTS
  17,522   11,831      882   10,832   10,792   29,236   23,505    3,635    9,366

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,374)
     -80    1,244      138    1,085      289    1,143    1,671      231     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     36.0      2.7     33.0     32.8     88.9     71.5     11.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       37       23       22       18       50       65                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,549
COMMITMENTS
     401    1,299      523    5,030    3,681    5,954    5,503      595    1,046

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        186)
      26      130       14      174       14      214      158      -28       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     19.8      8.0     76.8     56.2     90.9     84.0      9.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       12       13       18       19       32       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,126
COMMITMENTS
  77,672   46,874   32,050   95,101  109,931  204,823  188,855   19,303   35,271

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      4,806)
  -2,679    1,979    1,888    4,752      618    3,961    4,485      845      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     20.9     14.3     42.4     49.0     91.4     84.3      8.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      87       77       94       73       86      219      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,631
COMMITMENTS
  90,764   73,169   49,393  106,252  113,420  246,409  235,982   28,222   38,649

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -8,219)
     487    3,794   -1,293   -5,452   -8,386   -6,258   -5,885   -1,961   -2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     26.6     18.0     38.7     41.3     89.7     85.9     10.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      88      117      103       94      122      249      288                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,952
COMMITMENTS
   1,918    1,060       78      506    1,956    2,502    3,094    1,450      858

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -249)
    -154      -60     -186        1       81     -339     -165       90      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     26.8      2.0     12.8     49.5     63.3     78.3     36.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      24       11        4       12       19       39       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,186
COMMITMENTS
  16,079   14,852    7,978   13,046    9,465   37,103   32,295    7,083   11,891

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,212)
   1,653    1,227      932     -288    1,160    2,297    3,319      -85   -1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     33.6     18.1     29.5     21.4     84.0     73.1     16.0     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      56       70       53       50       57      139      157                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,988
COMMITMENTS
   3,041   19,238      714   28,446   10,380   32,201   30,332      787    2,656

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        441)
    -127       61       84      489      270      446      415       -5       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     58.3      2.2     86.2     31.5     97.6     91.9      2.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       33       11       20       21       38       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,786
COMMITMENTS
   7,075    4,358        0   22,012   24,903   29,087   29,261      699      525

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         74)
     -98      -14        0      188       51       90       37      -16       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     14.6      0.0     73.9     83.6     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        0        8       11       15       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,080
COMMITMENTS
  37,104   25,105    1,520   47,268   72,952   85,892   99,577   35,188   21,503

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      6,882)
   4,631      -60      219      467    8,086    5,317    8,245    1,565   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     20.7      1.3     39.0     60.3     70.9     82.2     29.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      34       18        8       17       21       53       45                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,860
COMMITMENTS
  23,990   14,725      397    8,314   12,978   32,701   28,100   10,159   14,760

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -352)
   4,131    4,276        2     -659   -6,022    3,474   -1,744   -3,826    1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     34.4      0.9     19.4     30.3     76.3     65.6     23.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16       14        6       10       11       29       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      117,178
COMMITMENTS
  34,602   53,917    3,952   73,672   54,328  112,226  112,197    4,952    4,981

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -9,333)
  -9,323   -4,417       34      468   -5,413   -8,821   -9,796     -512      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     46.0      3.4     62.9     46.4     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      42       46       10       13       21       63       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      243,829
COMMITMENTS
  40,431   89,100    2,967  182,392  114,786  225,790  206,853   18,039   36,976

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      5,634)
   7,666    1,183     -426     -422    2,991    6,818    3,748   -1,184    1,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     36.5      1.2     74.8     47.1     92.6     84.8      7.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      28       41       13       25       41       59       89                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      168,767
COMMITMENTS
  97,470   30,972    1,766   40,734  108,419  139,970  141,157   28,797   27,610

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -11,121)
  -8,240   -2,868     -124     -524   -9,668   -8,888  -12,660   -2,233    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8     18.4      1.0     24.1     64.2     82.9     83.6     17.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      38       33        6       27       36       70       70                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      340,200
COMMITMENTS
  99,072  138,739    8,215  182,996  138,270  290,283  285,224   49,917   54,976

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -5,363)
  -2,139   -9,389    1,855   -2,463    4,751   -2,747   -2,783   -2,616   -2,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     40.8      2.4     53.8     40.6     85.3     83.8     14.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      58       82       27       56       56      127      154                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,608
COMMITMENTS
  12,243    3,051      179    8,124   23,769   20,546   26,999   11,062    4,609

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -882)
  -1,015     -918      -21      360     -577     -676   -1,516     -206      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      9.7      0.6     25.7     75.2     65.0     85.4     35.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        2        9        9       16       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       29,017
COMMITMENTS
  19,464    5,375    1,687    6,841   20,983   27,992   28,045    1,025      972

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,605)
  -1,385   -2,310      122     -376      487   -1,639   -1,701       34       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     18.5      5.8     23.6     72.3     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       10        2        3        5       12       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       33,789
COMMITMENTS
  24,459   17,075       80    4,851   14,224   29,390   31,379    4,399    2,410

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,476)
   1,785     -248      -38      178    3,592    1,925    3,306      551     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     50.5      0.2     14.4     42.1     87.0     92.9     13.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       20        2        6       14       35       34                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,144,940
COMMITMENTS
 1286090  1436424  1902884  6133881  5584235  9322855  8923543  822,085  1221397

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     28,611)
 -51,524 -141,974   67,925   54,313  130,046   70,714   55,997  -42,103  -27,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     14.2     18.8     60.5     55.0     91.9     88.0      8.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      37       79       93      124      141      226      257                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      653,325
COMMITMENTS
  96,139   82,321   23,636  446,678  458,362  566,453  564,320   86,872   89,005

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      6,276)
   7,889   -5,869   -4,190   -8,680   12,175   -4,982    2,116   11,258    4,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     12.6      3.6     68.4     70.2     86.7     86.4     13.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     106      142       69      217      246      357      423                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       79,546
COMMITMENTS
  15,110    1,584      101   25,499   62,155   40,710   63,840   38,836   15,706

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      7,373)
   1,698    1,420   -1,045   -2,227    7,320   -1,574    7,695    8,947     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      2.0      0.1     32.1     78.1     51.2     80.3     48.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14        5        1       28       28       42       34                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,868,896
COMMITMENTS
 428,009  426,549   94,813  2105895  1981037  2628717  2502399  240,179  366,497

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -5,484)
  38,162  -29,236  -22,934  -32,266   24,274  -17,038  -27,896   11,554   22,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     14.9      3.3     73.4     69.1     91.6     87.2      8.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     104      141       64      208      235      340      412                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,409
COMMITMENTS
   8,764    5,620      309   60,295   71,204   69,368   77,133   10,041    2,276

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -685)
   2,458   -1,016       83   -3,570    1,930   -1,029      997      344   -1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      7.1      0.4     75.9     89.7     87.4     97.1     12.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12        9        3       52       39       66       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,360
COMMITMENTS
  15,658    8,295      538   23,730   32,287   39,926   41,120    5,434    4,240

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,718)
  -2,071      664       -4     -143   -2,357   -2,218   -1,697      500      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     18.3      1.2     52.3     71.2     88.0     90.7     12.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      58       53       13       67       72      131      132                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      226,799
COMMITMENTS
  78,289   41,475    2,691  118,648  161,434  199,628  205,600   27,171   21,199

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -8,591)
 -10,357    3,319      -19     -714  -11,785  -11,090   -8,485    2,499     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     18.3      1.2     52.3     71.2     88.0     90.7     12.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      58       53       13       67       72      131      132                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      155,703
COMMITMENTS
 109,932   50,392    1,521   13,416   81,886  124,869  133,799   30,834   21,904

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     12,781)
  12,460   -2,974     -134    1,255   16,174   13,581   13,066     -800     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     32.4      1.0      8.6     52.6     80.2     85.9     19.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       27        6       13       18       58       47                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,521
COMMITMENTS
  10,557    4,381        0   16,059   21,790   26,616   26,171    6,905    7,350

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,451)
   2,042      589        0      614    1,250    2,656    1,839      795    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     13.1      0.0     47.9     65.0     79.4     78.1     20.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       10        0       15       13       28       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,261
COMMITMENTS
  21,800    7,600      554   49,812   16,791   72,166   24,945    9,095   56,316

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,641)
     104    1,623      217    1,151   -1,789    1,472       51      169    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      9.4      0.7     61.3     20.7     88.8     30.7     11.2     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       10        5       33       17       66       31                  



Updated April 29, 2016