BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,039
COMMITMENTS
     718    1,585      380    5,003    4,107    6,101    6,072      938      967

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        288)
      14      149       74      249      101      337      324      -49      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     22.5      5.4     71.1     58.3     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        7        7       16       20       26       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,775
COMMITMENTS
  18,481   12,388    1,161   11,567   11,402   31,209   24,951    3,566    9,824

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,904)
     959      557      279      735      610    1,973    1,446      -69      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     35.6      3.3     33.3     32.8     89.7     71.7     10.3     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13       40       25       23       20       55       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,809
COMMITMENTS
     424    1,420      515    5,230    3,817    6,169    5,752      640    1,057

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        260)
      23      121       -8      200      136      215      249       45       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     20.9      7.6     76.8     56.1     90.6     84.5      9.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       15       13       17       19       31       37                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,102
COMMITMENTS
  83,584   43,578   32,777   90,818  117,070  207,179  193,425   20,923   34,677

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      3,976)
   5,912   -3,296      727   -4,283    7,139    2,356    4,570    1,620     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     19.1     14.4     39.8     51.3     90.8     84.8      9.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     101       69       97       72       87      229      214                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,517
COMMITMENTS
  95,782   80,328   43,915  107,626  114,776  247,323  239,019   30,194   38,498

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,886)
   5,018    7,159   -5,478    1,374    1,356      914    3,037    1,972     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     28.9     15.8     38.8     41.4     89.1     86.1     10.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      92      118      105      100      122      260      297                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,299
COMMITMENTS
   2,286    1,016      128      371    2,235    2,785    3,379    1,514      920

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        347)
     368      -44       50     -135      279      283      285       64       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     23.6      3.0      8.6     52.0     64.8     78.6     35.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28       11        5        5       21       37       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,486
COMMITMENTS
  15,563   15,301    7,615   13,314    8,717   36,492   31,633    6,994   11,853

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -700)
    -516      449     -363      268     -748     -611     -662      -89      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     35.2     17.5     30.6     20.0     83.9     72.7     16.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      57       67       44       53       57      138      149                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,512
COMMITMENTS
   3,369   20,872      899   29,495   10,142   33,763   31,913      749    2,599

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,524)
     328    1,634      185    1,049     -238    1,562    1,581      -38      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     60.5      2.6     85.5     29.4     97.8     92.5      2.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      11       35       11       21       23       39       62                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,426
COMMITMENTS
   7,945    3,494        0   19,655   24,479   27,600   27,973      826      453

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -1,360)
     870     -864        0   -2,357     -424   -1,487   -1,288      127      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     12.3      0.0     69.1     86.1     97.1     98.4      2.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        0        7       11       14       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,864
COMMITMENTS
  39,840   20,897    1,235   47,204   77,949   88,279  100,081   35,585   23,783

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,784)
   2,736   -4,208     -285      -64    4,997    2,387      504      397    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     16.9      1.0     38.1     62.9     71.3     80.8     28.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       15       10       17       21       55       44                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,656
COMMITMENTS
  21,297   14,468      664    8,250   13,120   30,211   28,252   11,445   13,404

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -1,204)
  -2,693     -257      267      -64      142   -2,490      152    1,286   -1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     34.7      1.6     19.8     31.5     72.5     67.8     27.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       14        8       11       10       29       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,533
COMMITMENTS
  35,753   48,173   11,071   64,851   52,301  111,675  111,545    4,858    4,988

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -645)
   1,151   -5,744    7,119   -8,821   -2,027     -551     -652      -94        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     41.3      9.5     55.7     44.9     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      48       41       15       17       21       75       69                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      248,180
COMMITMENTS
  46,105   86,513    4,868  179,607  122,729  230,580  214,110   17,600   34,070

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      4,351)
   5,674   -2,587    1,901   -2,785    7,943    4,790    7,257     -439   -2,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     34.9      2.0     72.4     49.5     92.9     86.3      7.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      30       40       14       26       40       62       88                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      161,529
COMMITMENTS
  85,627   24,106    2,795   41,904  107,399  130,326  134,300   31,203   27,229

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -7,238)
 -11,843   -6,866    1,029    1,170   -1,020   -9,644   -6,857    2,406     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     14.9      1.7     25.9     66.5     80.7     83.1     19.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      46       25       10       27       31       77       62                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      360,461
COMMITMENTS
 113,034  136,653    8,277  184,524  156,966  305,835  301,896   54,626   58,565

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     20,261)
  13,962   -2,086       62    1,528   18,696   15,552   16,672    4,709    3,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     37.9      2.3     51.2     43.5     84.8     83.8     15.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      69       79       33       59       58      142      158                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,518
COMMITMENTS
  11,176    2,725      219    7,609   22,752   19,004   25,696   10,514    3,822

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -2,090)
  -1,067     -326       40     -515   -1,017   -1,542   -1,303     -548     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      9.2      0.7     25.8     77.1     64.4     87.1     35.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        3        8        8       16       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,288
COMMITMENTS
  17,934   18,779        0    6,357    5,803   24,291   24,582      997      706

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -3,729)
  -1,530   13,404   -1,687     -484  -15,180   -3,701   -3,463      -28     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9     74.3      0.0     25.1     22.9     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       11        0        6        4       12       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,578
COMMITMENTS
  25,306   16,106       61    6,791   17,334   32,158   33,501    4,420    3,077

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,789)
     847     -969      -19    1,940    3,110    2,768    2,122       21      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     44.0      0.2     18.6     47.4     87.9     91.6     12.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28       20        3        9       14       38       36                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,303,832
COMMITMENTS
 1205056  1506409  1972179  6318191  5649953  9495426  9128541  808,406  1175291

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    158,892)
 -81,034   69,985   69,295  184,310   65,718  172,571  204,998  -13,679  -46,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.6     19.1     61.3     54.8     92.2     88.6      7.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      37       86       96      126      141      233      263                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      640,333
COMMITMENTS
  93,388   83,185   24,799  436,116  445,037  554,303  553,022   86,030   87,311

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -12,993)
  -2,752      864    1,163  -10,562  -13,325  -12,150  -11,298     -842   -1,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.0      3.9     68.1     69.5     86.6     86.4     13.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     107      152       69      213      251      356      436                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       77,934
COMMITMENTS
  12,349    4,164      105   27,509   56,560   39,963   60,829   37,971   17,105

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -1,612)
  -2,761    2,580        4    2,010   -5,595     -747   -3,011     -865    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      5.3      0.1     35.3     72.6     51.3     78.1     48.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14        7        2       24       29       38       38                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,811,993
COMMITMENTS
 428,832  418,745   99,832  2043036  1942386  2571700  2460963  240,293  351,030

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -56,903)
     823   -7,804    5,019  -62,859  -38,651  -57,017  -41,436      114  -15,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     14.9      3.6     72.7     69.1     91.5     87.5      8.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     105      151       64      206      242      343      425                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,118
COMMITMENTS
   8,623    5,415      355   60,736   70,175   69,714   75,945    9,404    3,173

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -291)
    -141     -205       46      441   -1,029      346   -1,188     -637      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      6.8      0.4     76.8     88.7     88.1     96.0     11.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       10        5       53       39       69       50                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,150
COMMITMENTS
  14,503   12,637      673   28,170   30,256   43,346   43,566    4,804    4,584

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,790)
  -1,155    4,342      135    4,440   -2,031    3,420    2,446     -631      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     26.2      1.4     58.5     62.8     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       54       17       66       71      133      134                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      240,748
COMMITMENTS
  72,516   63,186    3,364  140,850  151,278  216,730  217,828   24,018   22,920

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     13,949)
  -5,773   21,711      673   22,202  -10,156   17,102   12,228   -3,153    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     26.2      1.4     58.5     62.8     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       54       17       66       71      133      134                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,695
COMMITMENTS
  99,024   46,629    2,243   14,397   72,974  115,664  121,846   27,031   20,849

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -13,008)
 -10,908   -3,763      722      981   -8,912   -9,205  -11,953   -3,803   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     32.7      1.6     10.1     51.1     81.1     85.4     18.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       32       12       16       15       61       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,697
COMMITMENTS
  11,045    4,254        0   16,234   23,922   27,279   28,176    7,418    6,521

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,176)
     488     -127        0      175    2,132      663    2,005      513     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     12.3      0.0     46.8     68.9     78.6     81.2     21.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       10        0       15       14       26       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       96,727
COMMITMENTS
  19,268    9,180      731   67,990   18,155   87,989   28,066    8,738   68,661

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     15,466)
  -2,532    1,580      177   18,178    1,364   15,823    3,121     -357   12,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      9.5      0.8     70.3     18.8     91.0     29.0      9.0     71.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       11        3       36       17       68       30                  



Updated May 6, 2016