BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,510
COMMITMENTS
     981    1,538      417    4,248    3,729    5,646    5,684      864      826

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        226)
     120      190      -35       71      -87      156       68       70      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     23.6      6.4     65.3     57.3     86.7     87.3     13.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        9        6       15       16       24       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,265
COMMITMENTS
  16,347   10,093    1,014   11,306   13,710   28,667   24,817    3,598    7,448

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         26)
    -379     -481       54      304      597      -21      170       47     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     31.3      3.1     35.0     42.5     88.8     76.9     11.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       24       21       26       23       62       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,166
COMMITMENTS
     689    1,192      413    4,348    3,866    5,450    5,471      716      695

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        243)
    -173       73      -65      511      300      273      308      -30      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     19.3      6.7     70.5     62.7     88.4     88.7     11.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       11        9       19       20       30       36                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      266,488
COMMITMENTS
 112,984   51,482   32,624   97,349  144,259  242,957  228,365   23,531   38,123

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -224)
   4,466   -1,544   -5,969    2,361    7,827      858      314   -1,082     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     19.3     12.2     36.5     54.1     91.2     85.7      8.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
     111       73       90       74       95      242      215                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,356
COMMITMENTS
  87,189   69,210   30,774  100,149  110,843  218,112  210,827   26,244   33,529

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,992)
  -2,433    5,462    1,123   -1,179   -6,042   -2,489      543     -503   -3,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     28.3     12.6     41.0     45.4     89.3     86.3     10.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      88      112       92       96      116      243      275                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,659
COMMITMENTS
   1,969    1,057      373    1,005    2,286    3,347    3,716    1,312      943

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -380)
      39     -101     -193     -141      -89     -295     -383      -85        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     22.7      8.0     21.6     49.1     71.8     79.8     28.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      30        9        9       12       20       50       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,425
COMMITMENTS
  16,154   17,109    4,740   14,531    8,881   35,425   30,730    6,000   10,695

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,178)
     538      705        4      621      486    1,163    1,195       15      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     41.3     11.4     35.1     21.4     85.5     74.2     14.5     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      48       66       37       56       55      127      140                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,391
COMMITMENTS
   2,545   16,508      753   26,517   10,852   29,815   28,113      576    2,278

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         13)
      28     -313      -62       51      381       17        6       -4        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     54.3      2.5     87.3     35.7     98.1     92.5      1.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      12       25       12       22       22       41       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,807
COMMITMENTS
  16,553   11,165        0   18,279   24,169   34,832   35,334      975      473

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -6,412)
   2,015    2,854   -2,473   -5,809   -6,659   -6,267   -6,278     -145     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     31.2      0.0     51.0     67.5     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        0        6        9       12       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,157
COMMITMENTS
  40,664   38,069    1,750   44,071   58,205   86,485   98,024   31,672   20,133

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -59,554)
  -1,730   14,115  -15,081  -30,566  -57,342  -47,377  -58,308  -12,177   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     32.2      1.5     37.3     49.3     73.2     83.0     26.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24       26        9       18       24       46       55                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,535
COMMITMENTS
  24,016   17,635      621    5,635    4,852   30,272   23,108    8,263   15,427

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -4,575)
  -4,476   -3,727      -22   -1,087      161   -5,585   -3,588    1,010     -987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     45.8      1.6     14.6     12.6     78.6     60.0     21.4     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       12        4        7       11       19       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,143
COMMITMENTS
  13,509   82,389    1,815   92,449   19,222  107,773  103,426    3,370    7,717

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        253)
  -3,385     -124      596    3,697     -466      908        6     -655      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     74.1      1.6     83.2     17.3     97.0     93.1      3.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       68        9       18       19       48       89                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,189
COMMITMENTS
  41,707   93,654    6,240  134,361   66,143  182,308  166,037   16,881   33,152

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -7,200)
 -19,999   -4,713      652   10,232      625   -9,115   -3,436    1,915   -3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     47.0      3.1     67.5     33.2     91.5     83.4      8.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      24       42       14       21       33       50       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      144,710
COMMITMENTS
  79,398   27,102    2,851   30,450   86,992  112,699  116,945   32,011   27,765

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      5,658)
   1,695    5,089      130    1,772      930    3,597    6,149    2,061     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     18.7      2.0     21.0     60.1     77.9     80.8     22.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      37       29        8       26       30       66       64                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      317,400
COMMITMENTS
  88,639  149,985   10,484  174,231  100,833  273,354  261,302   44,046   56,098

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -8,002)
 -15,871  -11,014    2,533    5,278    2,585   -8,060   -5,896       58   -2,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     47.3      3.3     54.9     31.8     86.1     82.3     13.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       76       30       57       53      129      148                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,396
COMMITMENTS
   9,142    3,584      227    6,996   18,006   16,365   21,817   10,031    4,579

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     13.6      0.9     26.5     68.2     62.0     82.7     38.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        2        8        8       14       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,085
COMMITMENTS
  18,362    5,390      995    7,502   20,909   26,859   27,294    1,226      791

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -288)
     403      -92       -8     -650       20     -255      -80      -33     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4     19.2      3.5     26.7     74.4     95.6     97.2      4.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9       11        3        4        5       15       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,562
COMMITMENTS
  30,013   33,058      118    8,232    7,418   38,363   40,594    5,199    2,968

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,643)
     455     -318       94    1,156    1,880    1,705    1,656      -62      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     75.9      0.3     18.9     17.0     88.1     93.2     11.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      44       21        2        7       11       52       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,009,517
COMMITMENTS
 1281093  1463414  1961485  5965468  5466173  9208046  8891072  801,471  1118445

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     68,593)
 109,996  -71,754    4,659  -62,827  171,522   51,828  104,427   16,765  -35,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     14.6     19.6     59.6     54.6     92.0     88.8      8.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      47       79       98      115      135      224      254                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      620,998
COMMITMENTS
 108,900   93,951   17,780  404,632  423,143  531,311  534,874   89,687   86,125

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:   -153,473)
 -18,977   -3,453  -12,838 -105,797 -111,655 -137,611 -127,946  -15,862  -25,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     15.1      2.9     65.2     68.1     85.6     86.1     14.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     115      132       61      218      237      364      399                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       64,756
COMMITMENTS
   8,620    4,635       50   27,106   33,704   35,776   38,389   28,980   26,367

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -41,333)
  -3,573     -724     -654  -36,045  -32,009  -40,272  -33,387   -1,061   -7,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      7.2      0.1     41.9     52.0     55.2     59.3     44.8     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        7        1       24       19       33       26                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,781,212
COMMITMENTS
 509,973  455,153   80,074  1887630  1947197  2477677  2482424  303,535  298,788

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:   -560,700)
 -79,744  -16,369  -58,192 -348,759 -398,232 -486,695 -472,793  -74,005  -87,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     16.4      2.9     67.9     70.0     89.1     89.3     10.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
     112      133       58      210      229      351      391                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,326
COMMITMENTS
  20,457    3,558      327   51,199   76,657   71,983   80,542   11,343    2,784

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -11,683)
  -1,712      399     -406   -7,887  -11,477  -10,005  -11,484   -1,678     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      4.3      0.4     61.4     92.0     86.4     96.7     13.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15        7        3       49       39       65       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       43,667
COMMITMENTS
  21,007    5,689      478   17,536   33,497   39,022   39,665    4,646    4,003

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -13,854)
  -2,817   -1,497   -1,223   -9,155  -10,264  -13,195  -12,984     -659     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     13.0      1.1     40.2     76.7     89.4     90.8     10.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      59       45       16       54       69      121      122                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      218,337
COMMITMENTS
 105,037   28,446    2,391   87,681  167,486  195,109  198,323   23,228   20,014

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -69,269)
 -14,087   -7,484   -6,114  -45,775  -51,320  -65,976  -64,918   -3,293   -4,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     13.0      1.1     40.2     76.7     89.4     90.8     10.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      59       45       16       54       69      121      122                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       78,925
COMMITMENTS
  38,611   45,654    2,344   16,500   10,357   57,455   58,355   21,470   20,570

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -210)
    -901     -636      231      629    4,104      -41    3,699     -169   -3,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     57.8      3.0     20.9     13.1     72.8     73.9     27.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       32        7       16       13       46       48                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,479
COMMITMENTS
  10,685    3,462        0   15,790   22,827   26,475   26,289    6,004    6,190

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        875)
     427     -110        0      569      552      996      442     -121      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     10.7      0.0     48.6     70.3     81.5     80.9     18.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        5        0       13       11       24       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       65,068
COMMITMENTS
  12,827    3,473      494   43,932   11,839   57,253   15,806    7,815   49,262

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,597)
      39     -649     -152     -231      465     -344     -336   -1,253   -1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      5.3      0.8     67.5     18.2     88.0     24.3     12.0     75.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22        8        3       30       18       53       28                  



Updated June 24, 2016