BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,155
COMMITMENTS
     609    1,376      413    4,305    3,603    5,327    5,392      828      763

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -884)
    -109     -209       33     -698     -504     -774     -680     -110     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     22.4      6.7     69.9     58.5     86.5     87.6     13.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        6       16       17       25       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,625
COMMITMENTS
  17,300   12,177    1,040   11,091   10,265   29,431   23,482    3,194    9,143

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -2,150)
  -1,181     -211     -121     -476   -1,137   -1,778   -1,469     -372     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     37.3      3.2     34.0     31.5     90.2     72.0      9.8     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       36       26       23       20       57       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,141
COMMITMENTS
     496    1,131      523    4,575    3,674    5,594    5,328      547      813

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -668)
      72     -289        8     -655     -143     -575     -424      -93     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.4      8.5     74.5     59.8     91.1     86.8      8.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       14       11       17       20       30       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,224
COMMITMENTS
  87,110   43,017   33,499   87,946  116,244  208,555  192,760   21,669   37,464

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      2,122)
   3,526     -561      722   -2,872     -826    1,376     -665      746    2,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     18.7     14.6     38.2     50.5     90.6     83.7      9.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      99       70       88       69       82      219      204                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,142
COMMITMENTS
  91,113   76,378   42,203  109,667  116,506  242,983  235,087   31,159   39,055

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -3,375)
  -4,669   -3,950   -1,712    2,041    1,730   -4,340   -3,932      965      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     27.9     15.4     40.0     42.5     88.6     85.8     11.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      97      104      105       96      117      254      286                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,823
COMMITMENTS
   2,685      982      214      415    2,689    3,314    3,885    1,509      938

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        524)
     399      -34       86       44      454      529      506       -5       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     20.4      4.4      8.6     55.8     68.7     80.6     31.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      34       11        4       11       24       49       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,055
COMMITMENTS
  15,847   15,226    6,292   13,063    8,739   35,202   30,257    6,853   11,798

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,431)
     284      -75   -1,323     -251       22   -1,290   -1,376     -141      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     36.2     15.0     31.1     20.8     83.7     71.9     16.3     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      53       60       43       52       58      132      142                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,881
COMMITMENTS
   2,888   18,549      901   27,423    9,944   31,212   29,394      669    2,487

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -2,631)
    -481   -2,323        2   -2,072     -198   -2,551   -2,519      -80     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     58.2      2.8     86.0     31.2     97.9     92.2      2.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       36       11       20       20       38       59                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,249
COMMITMENTS
   6,627    2,485        0   19,755   24,244   26,382   26,729      867      520

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,177)
  -1,318   -1,009        0      100     -235   -1,218   -1,244       41       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      9.1      0.0     72.5     89.0     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0        7       11       13       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,765
COMMITMENTS
  42,040   16,166    1,315   48,293   82,183   91,648   99,664   33,117   25,101

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        901)
   2,200   -4,731       80    1,089    4,234    3,369     -417   -2,468    1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     13.0      1.1     38.7     65.9     73.5     79.9     26.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      31       15        8       19       21       52       42                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,701
COMMITMENTS
  22,674   15,757      656   10,744   11,722   34,074   28,135    8,627   14,566

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      1,045)
   1,377    1,289       -8    2,494   -1,398    3,863     -117   -2,818    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     36.9      1.5     25.2     27.5     79.8     65.9     20.2     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16       11        5       10        9       29       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,911
COMMITMENTS
  16,149   61,369    8,613   99,619   51,716  124,381  121,698    4,530    7,213

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     12,378)
 -19,604   13,196   -2,458   34,768     -585   12,706   10,153     -328    2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     47.6      6.7     77.3     40.1     96.5     94.4      3.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      30       59       11       17       18       56       81                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      238,519
COMMITMENTS
  37,628   72,563    4,937  181,040  126,018  223,605  203,518   14,914   35,001

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -9,661)
  -8,477  -13,950       69    1,433    3,289   -6,975  -10,592   -2,686      931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     30.4      2.1     75.9     52.8     93.7     85.3      6.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      25       41       14       27       38       61       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      165,549
COMMITMENTS
  88,897   29,850    3,061   43,309  106,603  135,267  139,514   30,282   26,035

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      4,020)
   3,270    5,744      266    1,405     -796    4,941    5,214     -921   -1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7     18.0      1.8     26.2     64.4     81.7     84.3     18.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      45       33       14       30       33       81       74                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      344,978
COMMITMENTS
 101,277  123,149    9,001  181,863  152,379  292,141  284,529   52,837   60,449

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    -15,483)
 -11,757  -13,504      724   -2,661   -4,587  -13,694  -17,367   -1,789    1,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     35.7      2.6     52.7     44.2     84.7     82.5     15.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      59       80       37       56       52      131      155                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,713
COMMITMENTS
  11,192    2,048      197    7,795   23,042   19,184   25,287   10,529    4,426

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        195)
      16     -677      -22      186      290      180     -409       15      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      6.9      0.7     26.2     77.5     64.6     85.1     35.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        2        8        8       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,543
COMMITMENTS
  20,523   20,331       52    5,969    6,286   26,544   26,669      999      874

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      2,255)
   2,589    1,552       52     -388      483    2,253    2,087        2      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     73.8      0.2     21.7     22.8     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       10        1        4        3       11       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       45,419
COMMITMENTS
  33,573   24,221      280    7,951   17,640   41,804   42,141    3,615    3,278

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      8,841)
   8,267    8,115      219    1,160      306    9,646    8,640     -805      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9     53.3      0.6     17.5     38.8     92.0     92.8      8.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      31       19        5       10       13       42       36                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,750,214
COMMITMENTS
 1280903  1565107  2094919  6500662  5873233  9876484  9533259  873,730  1216955

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    446,382)
  75,847   58,698  122,740  182,471  223,280  381,058  404,718   65,324   41,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     14.6     19.5     60.5     54.6     91.9     88.7      8.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      38       87      100      129      145      241      271                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      648,848
COMMITMENTS
  97,871   86,046   25,124  441,018  450,757  564,013  561,928   84,835   86,920

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      8,515)
   4,483    2,861      325    4,902    5,720    9,710    8,907   -1,195     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     13.3      3.9     68.0     69.5     86.9     86.6     13.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     116      146       63      218      257      367      433                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       75,781
COMMITMENTS
  12,247    4,358      106   28,369   55,437   40,722   59,901   35,059   15,880

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -2,153)
    -102      194        1      860   -1,123      759     -928   -2,912   -1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      5.8      0.1     37.4     73.2     53.7     79.0     46.3     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14        8        2       26       28       40       38                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,865,334
COMMITMENTS
 446,765  427,089  106,445  2063245  1976602  2616455  2510136  248,879  355,198

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     53,341)
  17,933    8,344    6,613   20,209   34,216   44,755   49,173    8,586    4,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     14.9      3.7     72.0     69.0     91.3     87.6      8.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      598)
     114      144       61      210      248      354      423                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,919
COMMITMENTS
   8,017    4,506      723   60,443   71,990   69,183   77,219   10,736    2,700

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        801)
    -606     -909      368     -293    1,815     -531    1,274    1,332     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.6      0.9     75.6     90.1     86.6     96.6     13.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      10        9        4       50       38       63       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,611
COMMITMENTS
  11,035   12,899    1,089   29,957   27,858   42,081   41,847    4,530    4,765

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,538)
  -3,468      262      416    1,787   -2,397   -1,265   -1,719     -273      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     27.7      2.3     64.3     59.8     90.3     89.8      9.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      52       58       17       67       63      127      131                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      233,057
COMMITMENTS
  55,174   64,496    5,445  149,786  139,292  210,405  209,233   22,652   23,824

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -7,691)
 -17,342    1,310    2,081    8,936  -11,986   -6,325   -8,595   -1,366      904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     27.7      2.3     64.3     59.8     90.3     89.8      9.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      52       58       17       67       63      127      131                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,768
COMMITMENTS
  82,774   44,616    2,272   16,516   59,234  101,562  106,122   25,206   20,646

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    -15,927)
 -16,250   -2,013       29    2,119  -13,740  -14,102  -15,724   -1,825     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     35.2      1.8     13.0     46.7     80.1     83.7     19.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       27       12       16       15       55       47                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,093
COMMITMENTS
  12,146    2,923        0   15,657   24,511   27,803   27,434    6,290    6,659

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -604)
   1,101   -1,331        0     -577      589      524     -742   -1,128      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      8.6      0.0     45.9     71.9     81.6     80.5     18.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13        7        0       13       15       26       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       93,158
COMMITMENTS
  19,851    7,931      284   64,782   20,204   84,917   28,419    8,241   64,739

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -3,569)
     583   -1,249     -447   -3,208    2,049   -3,072      353     -497   -3,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      8.5      0.3     69.5     21.7     91.2     30.5      8.8     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       12        3       34       19       62       32                  



Updated May 13, 2016