BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,920:       943      1,231        891      3,988      3,681      5,822      5,803:     1,099      1,118
Old  :     6,920:       943      1,231        891      3,988      3,681      5,822      5,803:     1,099      1,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       356:        10         89         59        390        253        459        401:      -103        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       17.8       12.9       57.6       53.2       84.1       83.8:      15.9       16.2
Old  :     100.0:      13.6       17.8       12.9       57.6       53.2       84.1       83.8:      15.9       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3         10         10         15         15         26         27:
Old  :        33:         3         10         10         15         15         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       38.8       54.5       55.8       31.1       37.9       45.9       50.6
Old  :                 37.1       38.8       54.5       55.8       31.1       37.9       45.9       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    55,551:    19,908      7,181     12,519     16,743     16,493     49,170     36,193:     6,382     19,359
Old  :    55,551:    19,908      7,181     12,519     16,743     16,493     49,170     36,193:     6,382     19,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       789:       667        705        253        112        -17      1,032        941:      -243       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       12.9       22.5       30.1       29.7       88.5       65.2:      11.5       34.8
Old  :     100.0:      35.8       12.9       22.5       30.1       29.7       88.5       65.2:      11.5       34.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        14         35         33         31         23         67         69:
Old  :        84:        14         35         33         31         23         67         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       21.7       51.7       34.4       33.8       17.9       44.9       23.6
Old  :                 35.0       21.7       51.7       34.4       33.8       17.9       44.9       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    13,743:       294      2,494      2,852      9,665      7,170     12,811     12,516:       932      1,227
Old  :    13,743:       294      2,494      2,852      9,665      7,170     12,811     12,516:       932      1,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       510:       -26        245        280        223        207        477        731:        33       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.1       20.7       70.3       52.2       93.2       91.1:       6.8        8.9
Old  :     100.0:       2.1       18.1       20.7       70.3       52.2       93.2       91.1:       6.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         4         18         19         26         20         46         41:
Old  :        50:         4         18         19         26         20         46         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       29.9       55.2       49.3       31.3       15.8       40.4       23.5
Old  :                 35.0       29.9       55.2       49.3       31.3       15.8       40.4       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   255,450:    59,120     27,776     92,229     83,592     98,932    234,942    218,938:    20,508     36,512
Old  :   239,139:    54,393     28,953     86,210     79,781     88,984    220,384    204,146:    18,755     34,992
Other:    16,311:     6,245        342      4,501      3,811      9,949     14,558     14,792:     1,753      1,519
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    17,847:     5,945     -3,374      6,685      4,665     12,241     17,296     15,552:       552      2,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.9       36.1       32.7       38.7       92.0       85.7:       8.0       14.3
Old  :     100.0:      22.7       12.1       36.1       33.4       37.2       92.2       85.4:       7.8       14.6
Other:     100.0:      38.3        2.1       27.6       23.4       61.0       89.3       90.7:      10.7        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        96        109        122         82         85        254        251:
Old  :       316:        95        111        121         79         85        249        251:
Other:        92:        26         10         19         27         45         60         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       13.3       22.3       21.7       10.9        9.8       18.9       14.2
Old  :                 12.3       12.5       22.8       20.6       11.6        8.9       20.2       13.5
Other:                 31.1       36.3       49.5       51.5       28.0       26.8       39.4       35.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   381,362:    66,095     51,901    127,780    152,516    144,443    346,392    324,124:    34,971     57,238
Old  :   381,362:    66,095     51,901    127,780    152,516    144,443    346,392    324,124:    34,971     57,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -2,028:     4,169      5,418     -1,065     -4,817     -6,182     -1,714     -1,829:      -314       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.6       33.5       40.0       37.9       90.8       85.0:       9.2       15.0
Old  :     100.0:      17.3       13.6       33.5       40.0       37.9       90.8       85.0:       9.2       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       104        104        151        150        157        342        344:
Old  :       411:       104        104        151        150        157        342        344:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       13.4       21.5       19.9       14.1       10.8       19.3       15.6
Old  :                 15.4       13.4       21.5       19.9       14.1       10.8       19.3       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,180:     1,202      3,048      1,253      2,281        671      4,735      4,972:     1,445      1,209
Old  :     6,180:     1,202      3,048      1,253      2,281        671      4,735      4,972:     1,445      1,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       503:        85        354        195        308         13        587        562:       -84        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       49.3       20.3       36.9       10.9       76.6       80.4:      23.4       19.6
Old  :     100.0:      19.4       49.3       20.3       36.9       10.9       76.6       80.4:      23.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        16         25         14         23         16         46         51:
Old  :        70:        16         25         14         23         16         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       29.6       39.4       46.1       21.4       28.1       31.0       37.6
Old  :                 25.9       29.6       39.4       46.1       21.4       28.1       31.0       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    47,795:    12,724      6,990     13,007     13,914      9,270     39,645     29,267:     8,150     18,529
Old  :    47,795:    12,724      6,990     13,007     13,914      9,270     39,645     29,267:     8,150     18,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -3,524:        15        367     -3,292        -71       -537     -3,348     -3,463:      -176        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       14.6       27.2       29.1       19.4       82.9       61.2:      17.1       38.8
Old  :     100.0:      26.6       14.6       27.2       29.1       19.4       82.9       61.2:      17.1       38.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        41         53         56         62         60        136        145:
Old  :       180:        41         53         56         62         60        136        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       10.0       25.9       17.4       14.5        6.3       21.9        9.5
Old  :                 16.2       10.0       25.9       17.4       14.5        6.3       21.9        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,634:       635      4,782        221      3,487        238      4,343      5,241:     1,291        393
Old  :     5,634:       635      4,782        221      3,487        238      4,343      5,241:     1,291        393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :        91:        19         86         12        -86          0        -55         98:       147         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       84.9        3.9       61.9        4.2       77.1       93.0:      22.9        7.0
Old  :     100.0:      11.3       84.9        3.9       61.9        4.2       77.1       93.0:      22.9        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          5          5          9          4         19         10:
Old  :        20:         6          5          5          9          4         19         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       84.9       64.6       92.1       45.8       84.6       62.2       85.3
Old  :                 45.8       84.9       64.6       92.1       45.8       84.6       62.2       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    46,320:     2,562     23,478      6,026     36,759     11,668     45,347     41,172:       973      5,147
Old  :    46,320:     2,562     23,478      6,026     36,759     11,668     45,347     41,172:       973      5,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       529:       127        191        142        308         50        577        382:       -47        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       50.7       13.0       79.4       25.2       97.9       88.9:       2.1       11.1
Old  :     100.0:       5.5       50.7       13.0       79.4       25.2       97.9       88.9:       2.1       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         9         39         26         24         21         54         65:
Old  :        83:         9         39         26         24         21         54         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       39.4       70.6       55.7       52.7       39.3       69.4       51.9
Old  :                 52.7       39.4       70.6       55.7       52.7       39.3       69.4       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    31,144:     5,391      3,685          0     24,840     26,583     30,231     30,268:       913        876
Old  :    31,144:     5,391      3,685          0     24,840     26,583     30,231     30,268:       913        876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       857:     1,136      1,561          0       -211       -854        925        707:       -68        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.8        0.0       79.8       85.4       97.1       97.2:       2.9        2.8
Old  :     100.0:      17.3       11.8        0.0       79.8       85.4       97.1       97.2:       2.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        12          3          0          9         11         21         14:
Old  :        30:        12          3          0          9         11         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       76.0       87.6       92.3       76.8       73.5       86.3       87.9
Old  :                 76.8       76.0       87.6       92.3       76.8       73.5       86.3       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   182,522:    27,377     84,170     13,193    117,455     42,496    158,025    139,859:    24,498     42,663
Old  :   182,522:    27,377     84,170     13,193    117,455     42,496    158,025    139,859:    24,498     42,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -7,101:    -2,648    -17,307        327     -2,083      8,564     -4,404     -8,415:    -2,697      1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       46.1        7.2       64.4       23.3       86.6       76.6:      13.4       23.4
Old  :     100.0:      15.0       46.1        7.2       64.4       23.3       86.6       76.6:      13.4       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        18         35         19         30         30         56         76:
Old  :        92:        18         35         19         30         30         56         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       35.1       60.5       44.7       47.9       35.0       57.9       43.3
Old  :                 48.9       35.1       60.5       44.7       47.9       35.0       57.9       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    62,621:    25,321     30,548      2,355     28,614      5,076     56,289     37,978:     6,332     24,643
Old  :    62,621:    25,321     30,548      2,355     28,614      5,076     56,289     37,978:     6,332     24,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     3,936:       873      1,139        226      2,475      1,622      3,574      2,987:       361        948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       48.8        3.8       45.7        8.1       89.9       60.6:      10.1       39.4
Old  :     100.0:      40.4       48.8        3.8       45.7        8.1       89.9       60.6:      10.1       39.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         16          8         10         12         24         31:
Old  :        42:         9         16          8         10         12         24         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       39.5       69.9       47.1       57.3       39.5       69.3       46.1
Old  :                 57.9       39.5       69.9       47.1       57.3       39.5       69.3       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   167,224:    25,122    103,457     17,286    120,892     37,794    163,299    158,536:     3,925      8,687
Old  :   167,224:    25,122    103,457     17,286    120,892     37,794    163,299    158,536:     3,925      8,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -1,391:    -3,590     -1,637        317      1,542       -720     -1,731     -2,040:       341        649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       61.9       10.3       72.3       22.6       97.7       94.8:       2.3        5.2
Old  :     100.0:      15.0       61.9       10.3       72.3       22.6       97.7       94.8:       2.3        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        33         64         14         18         21         57         95:
Old  :       129:        33         64         14         18         21         57         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       43.7       78.8       62.3       63.6       41.7       72.1       56.0
Old  :                 68.1       43.7       78.8       62.3       63.6       41.7       72.1       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   308,316:    31,107     74,555     32,514    226,464    156,536    290,085    263,605:    18,232     44,712
Old  :   308,316:    31,107     74,555     32,514    226,464    156,536    290,085    263,605:    18,232     44,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     1,102:    -1,127     -3,237      1,870      2,987      2,611      3,731      1,245:    -2,629       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       24.2       10.5       73.5       50.8       94.1       85.5:       5.9       14.5
Old  :     100.0:      10.1       24.2       10.5       73.5       50.8       94.1       85.5:       5.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        26         51         27         25         39         64        104:
Old  :       121:        26         51         27         25         39         64        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       34.9       68.8       44.1       56.4       34.2       66.1       42.8
Old  :                 57.7       34.9       68.8       44.1       56.4       34.2       66.1       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   271,193:    80,643     40,528     25,137    141,774    171,018    247,554    236,684:    23,638     34,509
Old  :   271,193:    80,643     40,528     25,137    141,774    171,018    247,554    236,684:    23,638     34,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -9,820:   -11,625       -636      5,073      6,754    -19,676        203    -15,238:   -10,023      5,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       14.9        9.3       52.3       63.1       91.3       87.3:       8.7       12.7
Old  :     100.0:      29.7       14.9        9.3       52.3       63.1       91.3       87.3:       8.7       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        41         45         32         33         40         94         97:
Old  :       136:        41         45         32         33         40         94         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       43.2       55.9       51.6       47.2       41.9       55.5       49.0
Old  :                 47.5       43.2       55.9       51.6       47.2       41.9       55.5       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   465,299:    97,245    182,229     38,554    285,312    172,890    421,111    393,673:    44,188     71,626
Old  :   465,299:    97,245    182,229     38,554    285,312    172,890    421,111    393,673:    44,188     71,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     5,467:    25,450    -14,623      1,693     -4,812     24,838     22,330     11,908:   -16,863     -6,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       39.2        8.3       61.3       37.2       90.5       84.6:       9.5       15.4
Old  :     100.0:      20.9       39.2        8.3       61.3       37.2       90.5       84.6:       9.5       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        60         96         65         55         61        148        189:
Old  :       235:        60         96         65         55         61        148        189:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       27.0       43.9       37.7       26.8       26.1       43.4       35.9
Old  :                 26.9       27.0       43.9       37.7       26.8       26.1       43.4       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    34,847:    14,179      1,348        193      8,331     29,127     22,703     30,668:    12,144      4,179
Old  :    34,847:    14,179      1,348        193      8,331     29,127     22,703     30,668:    12,144      4,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     3,000:     6,853        555        193        547      2,754      7,593      3,502:    -4,593       -502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        3.9        0.6       23.9       83.6       65.2       88.0:      34.8       12.0
Old  :     100.0:      40.7        3.9        0.6       23.9       83.6       65.2       88.0:      34.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          2          1          9          8         16         11:
Old  :        22:         7          2          1          9          8         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       80.6       53.6       86.5       40.7       80.6       52.0       85.7
Old  :                 41.8       80.6       53.6       86.5       40.7       80.6       52.0       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    14,279:     4,205      7,343          0      9,377      5,730     13,582     13,073:       697      1,206
Old  :    14,279:     4,205      7,343          0      9,377      5,730     13,582     13,073:       697      1,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -4,391:    -2,556     -3,131     -1,504       -398        192     -4,458     -4,443:        67         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       51.4        0.0       65.7       40.1       95.1       91.6:       4.9        8.4
Old  :     100.0:      29.4       51.4        0.0       65.7       40.1       95.1       91.6:       4.9        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6         15          0          3          3          9         18:
Old  :        26:         6         15          0          3          3          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       65.3       94.3       80.4       79.0       65.3       94.2       80.4
Old  :                 79.0       65.3       94.3       80.4       79.0       65.3       94.2       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    30,979:    13,492     21,928        392     14,585      4,046     28,469     26,366:     2,510      4,613
Old  :    30,979:    13,492     21,928        392     14,585      4,046     28,469     26,366:     2,510      4,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       542:    -1,674      1,362         57      2,047       -161        430      1,258:       112       -716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       70.8        1.3       47.1       13.1       91.9       85.1:       8.1       14.9
Old  :     100.0:      43.6       70.8        1.3       47.1       13.1       91.9       85.1:       8.1       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        19         29          5         13         13         34         45:
Old  :        69:        19         29          5         13         13         34         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       44.0       60.9       57.2       44.5       44.0       60.8       57.0
Old  :                 44.5       44.0       60.9       57.2       44.5       44.0       60.8       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :19,728,045: 1,343,099  1,126,708  9,094,649  8,468,962  8,300,176 18,906,710 18,521,534:   821,335  1,206,512
Old  :19,728,045: 1,343,099  1,126,708  9,094,649  8,468,962  8,300,176 18,906,710 18,521,534:   821,335  1,206,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :   832,272:   -45,050    -10,342    763,028    103,513     68,581    821,491    821,266:    10,781     11,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        5.7       46.1       42.9       42.1       95.8       93.9:       4.2        6.1
Old  :     100.0:       6.8        5.7       46.1       42.9       42.1       95.8       93.9:       4.2        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        57        101        122        141        153        281        299:
Old  :       322:        57        101        122        141        153        281        299:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       22.8       36.5       34.7       11.5        8.5       18.0       11.4
Old  :                 23.4       22.8       36.5       34.7       11.5        8.5       18.0       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   902,242:    72,156    118,894    102,394    584,374    534,055    758,924    755,344:   143,318    146,898
Old  :   902,242:    72,156    118,894    102,394    584,374    534,055    758,924    755,344:   143,318    146,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    31,431:    -5,455     20,251       -805     33,046     -2,490     26,787     16,956:     4,644     14,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       13.2       11.3       64.8       59.2       84.1       83.7:      15.9       16.3
Old  :     100.0:       8.0       13.2       11.3       64.8       59.2       84.1       83.7:      15.9       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       650:       143        157        160        257        269        486        500:
Old  :       650:       143        157        160        257        269        486        500:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       10.8       21.7       17.9       10.1        6.7       17.7       11.0
Old  :                 13.2       10.8       21.7       17.9       10.1        6.7       17.7       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   177,351:    14,201     10,513     20,296    110,920     68,310    145,417     99,119:    31,934     78,232
Old  :   177,351:    14,201     10,513     20,296    110,920     68,310    145,417     99,119:    31,934     78,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    16,034:      -881      3,509        989     17,582      1,819     17,689      6,317:    -1,656      9,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.9       11.4       62.5       38.5       82.0       55.9:      18.0       44.1
Old  :     100.0:       8.0        5.9       11.4       62.5       38.5       82.0       55.9:      18.0       44.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        17         13         22         46         41         75         64:
Old  :        82:        17         13         22         46         41         75         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       18.3       37.9       27.0       24.4       12.6       33.2       18.3
Old  :                 25.8       18.3       37.9       27.0       24.4       12.6       33.2       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,624,457:   323,446    575,575    376,822  2,367,267  2,328,729  3,067,535  3,281,125:   556,922    343,332
Old  : 3,624,457:   323,446    575,575    376,822  2,367,267  2,328,729  3,067,535  3,281,125:   556,922    343,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    76,986:   -33,901     72,672      2,069     77,321    -21,545     45,489     53,196:    31,498     23,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.9       10.4       65.3       64.3       84.6       90.5:      15.4        9.5
Old  :     100.0:       8.9       15.9       10.4       65.3       64.3       84.6       90.5:      15.4        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       631:       137        152        151        247        261        464        484:
Old  :       631:       137        152        151        247        261        464        484:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       10.9       24.3       19.1       12.0        9.5       20.5       15.3
Old  :                 14.7       10.9       24.3       19.1       12.0        9.5       20.5       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   102,247:     7,483      9,735        500     87,869     85,463     95,852     95,698:     6,395      6,549
Old  :   102,247:     7,483      9,735        500     87,869     85,463     95,852     95,698:     6,395      6,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -1,188:      -615        -21         61        331     -2,291       -223     -2,251:      -965      1,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        9.5        0.5       85.9       83.6       93.7       93.6:       6.3        6.4
Old  :     100.0:       7.3        9.5        0.5       85.9       83.6       93.7       93.6:       6.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:         9          8          4         56         38         68         47:
Old  :        95:         9          8          4         56         38         68         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       42.3       53.9       64.4       34.8       42.3       53.4       63.9
Old  :                 35.2       42.3       53.9       64.4       34.8       42.3       53.4       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    58,682:    14,244      9,921      2,842     37,367     40,915     54,452     53,678:     4,229      5,004
Old  :    58,682:    14,244      9,921      2,842     37,367     40,915     54,452     53,678:     4,229      5,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       374:        62      1,763        194        532     -2,025        788        -68:      -414        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       16.9        4.8       63.7       69.7       92.8       91.5:       7.2        8.5
Old  :     100.0:      24.3       16.9        4.8       63.7       69.7       92.8       91.5:       7.2        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        52         41         23         68         64        130        118:
Old  :       203:        52         41         23         68         64        130        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       24.2       48.8       39.7       40.5       23.8       47.8       39.4
Old  :                 40.6       24.2       48.8       39.7       40.5       23.8       47.8       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   293,409:    71,220     49,607     14,209    186,833    204,576    272,262    268,391:    21,147     25,018
Old  :   293,409:    71,220     49,607     14,209    186,833    204,576    272,262    268,391:    21,147     25,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     1,868:       310      8,815        970      2,659    -10,124      3,939       -339:    -2,072      2,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       16.9        4.8       63.7       69.7       92.8       91.5:       7.2        8.5
Old  :     100.0:      24.3       16.9        4.8       63.7       69.7       92.8       91.5:       7.2        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        52         41         23         68         64        130        118:
Old  :       203:        52         41         23         68         64        130        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       24.2       48.8       39.7       40.5       23.8       47.8       39.4
Old  :                 40.6       24.2       48.8       39.7       40.5       23.8       47.8       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   136,856:    50,741     77,116      8,875     59,515     17,392    119,132    103,383:    17,724     33,473
Old  :   136,856:    50,741     77,116      8,875     59,515     17,392    119,132    103,383:    17,724     33,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -5,049:     4,777     -2,130        301     -9,824       -622     -4,746     -2,451:      -303     -2,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       56.3        6.5       43.5       12.7       87.0       75.5:      13.0       24.5
Old  :     100.0:      37.1       56.3        6.5       43.5       12.7       87.0       75.5:      13.0       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        18         44         21         22         20         52         73:
Old  :        89:        18         44         21         22         20         52         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       32.3       65.6       39.7       49.3       32.3       64.0       39.5
Old  :                 50.5       32.3       65.6       39.7       49.3       32.3       64.0       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    42,282:    13,236      8,589         13     21,372     28,570     34,621     37,172:     7,661      5,110
Old  :    42,282:    13,236      8,589         13     21,372     28,570     34,621     37,172:     7,661      5,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :      -929:     2,202       -363       -147       -337        158      1,718       -352:    -2,647       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       20.3        0.0       50.5       67.6       81.9       87.9:      18.1       12.1
Old  :     100.0:      31.3       20.3        0.0       50.5       67.6       81.9       87.9:      18.1       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13         10          1         17         12         31         22:
Old  :        50:        13         10          1         17         12         31         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       65.7       61.0       76.3       42.3       65.7       60.8       76.3
Old  :                 42.5       65.7       61.0       76.3       42.3       65.7       60.8       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    94,529:    33,881      9,574      1,318     48,468     18,377     83,667     29,269:    10,862     65,260
Old  :    94,529:    33,881      9,574      1,318     48,468     18,377     83,667     29,269:    10,862     65,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -7,937:      -174        533        818     -8,618     -1,519     -7,974       -168:        37     -7,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       10.1        1.4       51.3       19.4       88.5       31.0:      11.5       69.0
Old  :     100.0:      35.8       10.1        1.4       51.3       19.4       88.5       31.0:      11.5       69.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        31         13          5         33         22         66         39:
Old  :        91:        31         13          5         33         22         66         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       15.4       32.5       19.7       21.4       13.0       31.9       17.3
Old  :                 22.0       15.4       32.5       19.7       21.4       13.0       31.9       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 5, 2016