BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :     8,014:       893      1,364        873      5,157      4,646      6,923      6,882:     1,091      1,132
Old  :     8,014:       893      1,364        873      5,157      4,646      6,923      6,882:     1,091      1,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       349:        52        -96         63        172        348        287        316:        62         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       17.0       10.9       64.4       58.0       86.4       85.9:      13.6       14.1
Old  :     100.0:      11.1       17.0       10.9       64.4       58.0       86.4       85.9:      13.6       14.1
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  :        38:         4          9          8         18         18         28         29:
Old  :        38:         4          9          8         18         18         28         29:
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  :                 40.0       38.4       56.0       54.4       39.4       37.1       52.6       52.2
Old  :                 40.0       38.4       56.0       54.4       39.4       37.1       52.6       52.2
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, March 22, 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  :    55,788:    19,022      7,483     13,424     17,079     16,847     49,524     37,753:     6,264     18,035
Old  :    55,788:    19,022      7,483     13,424     17,079     16,847     49,524     37,753:     6,264     18,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       -15:       -92        618        -11        399        -94        296        513:      -311       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       13.4       24.1       30.6       30.2       88.8       67.7:      11.2       32.3
Old  :     100.0:      34.1       13.4       24.1       30.6       30.2       88.8       67.7:      11.2       32.3
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  :        80:        16         29         29         30         24         64         64:
Old  :        80:        16         29         29         30         24         64         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  :                 34.6       23.4       49.8       35.8       32.4       18.7       42.6       24.4
Old  :                 34.6       23.4       49.8       35.8       32.4       18.7       42.6       24.4
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, March 22, 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  :    10,030:       335      1,406      2,103      6,594      5,381      9,033      8,890:       998      1,140
Old  :    10,030:       335      1,406      2,103      6,594      5,381      9,033      8,890:       998      1,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :      -131:        10          9         26        -58        -88        -22        -54:      -109        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       14.0       21.0       65.7       53.6       90.1       88.6:       9.9       11.4
Old  :     100.0:       3.3       14.0       21.0       65.7       53.6       90.1       88.6:       9.9       11.4
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  :        46:         6         14         19         23         21         43         40:
Old  :        46:         6         14         19         23         21         43         40:
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  :                 37.5       29.9       53.2       47.4       35.7       20.4       45.1       31.8
Old  :                 37.5       29.9       53.2       47.4       35.7       20.4       45.1       31.8
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, March 22, 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  :   283,079:    96,236     25,719     73,508     90,798    140,980    260,542    240,207:    22,537     42,872
Old  :   250,582:    88,130     26,042     63,630     79,793    121,451    231,553    211,123:    19,030     39,460
Other:    32,496:    11,303      2,873      6,682     11,005     19,529     28,989     29,084:     3,507      3,412
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     8,933:     4,796       -271      3,608      1,422      7,005      9,826     10,342:      -893     -1,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        9.1       26.0       32.1       49.8       92.0       84.9:       8.0       15.1
Old  :     100.0:      35.2       10.4       25.4       31.8       48.5       92.4       84.3:       7.6       15.7
Other:     100.0:      34.8        8.8       20.6       33.9       60.1       89.2       89.5:      10.8       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       119         71        120         81         98        270        239:
Old  :       315:       113         79        117         75         98        258        238:
Other:       132:        30         16         27         46         60         90         92:
     :----------------------------------------------------------------------------------------------------
     :             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       16.1       20.7       24.1       11.7       13.7       19.5       19.5
Old  :                 12.7       15.6       22.0       23.2       12.7       13.6       21.6       19.6
Other:                 26.7       28.5       38.5       42.6       22.3       23.3       31.6       31.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   377,528:    92,909     35,808    116,954    131,236    164,070    341,099    316,832:    36,429     60,696
Old  :   377,528:    92,909     35,808    116,954    131,236    164,070    341,099    316,832:    36,429     60,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     4,761:     2,846      2,091        967        602        -29      4,415      3,029:       346      1,732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        9.5       31.0       34.8       43.5       90.4       83.9:       9.6       16.1
Old  :     100.0:      24.6        9.5       31.0       34.8       43.5       90.4       83.9:       9.6       16.1
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  :       424:       122         80        137        160        171        357        337:
Old  :       424:       122         80        137        160        171        357        337:
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  :                 11.5       11.8       18.9       18.1        8.7       11.0       15.3       15.8
Old  :                 11.5       11.8       18.9       18.1        8.7       11.0       15.3       15.8
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, March 22, 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  :     4,881:     2,042      1,127        779        559      1,853      3,379      3,759:     1,502      1,122
Old  :     4,881:     2,042      1,127        779        559      1,853      3,379      3,759:     1,502      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       248:        56       -256        -84         -9        357        -38         16:       286        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       23.1       16.0       11.5       38.0       69.2       77.0:      30.8       23.0
Old  :     100.0:      41.8       23.1       16.0       11.5       38.0       69.2       77.0:      30.8       23.0
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  :        63:        31         10         10         14         17         49         33:
Old  :        63:        31         10         10         14         17         49         33:
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  :                 18.4       31.8       29.7       45.9       15.3       29.8       24.4       40.6
Old  :                 18.4       31.8       29.7       45.9       15.3       29.8       24.4       40.6
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, March 22, 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  :    54,833:    15,689      7,892     15,542     15,081     11,203     46,311     34,637:     8,522     20,195
Old  :    54,833:    15,689      7,892     15,542     15,081     11,203     46,311     34,637:     8,522     20,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       414:      -341        194          5        542        315        205        514:       209       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       14.4       28.3       27.5       20.4       84.5       63.2:      15.5       36.8
Old  :     100.0:      28.6       14.4       28.3       27.5       20.4       84.5       63.2:      15.5       36.8
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  :       216:        55         56         65         70         80        165        169:
Old  :       216:        55         56         65         70         80        165        169:
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  :                 12.4       11.7       22.7       20.0       10.3        6.7       16.9        9.7
Old  :                 12.4       11.7       22.7       20.0       10.3        6.7       16.9        9.7
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, March 22, 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  :    47,661:     2,839     23,766      5,618     38,042     12,878     46,499     42,261:     1,162      5,400
Old  :    47,661:     2,839     23,766      5,618     38,042     12,878     46,499     42,261:     1,162      5,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :        95:       230        -82        -67        -58        161        105         12:       -10         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       49.9       11.8       79.8       27.0       97.6       88.7:       2.4       11.3
Old  :     100.0:       6.0       49.9       11.8       79.8       27.0       97.6       88.7:       2.4       11.3
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  :        81:        10         35         25         24         25         53         66:
Old  :        81:        10         35         25         24         25         53         66:
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  :                 50.3       41.9       69.8       56.1       50.2       41.9       69.6       53.6
Old  :                 50.3       41.9       69.8       56.1       50.2       41.9       69.6       53.6
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, March 22, 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  :    28,079:     6,746      2,792          0     20,696     24,636     27,442     27,428:       637        651
Old  :    28,079:     6,746      2,792          0     20,696     24,636     27,442     27,428:       637        651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -5,784:       167      1,995     -1,956     -4,005     -5,903     -5,794     -5,864:        10         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        9.9        0.0       73.7       87.7       97.7       97.7:       2.3        2.3
Old  :     100.0:      24.0        9.9        0.0       73.7       87.7       97.7       97.7:       2.3        2.3
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  :        27:         9          2          0          7         13         16         15:
Old  :        27:         9          2          0          7         13         16         15:
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  :                 82.3       68.1       92.0       84.4       82.3       68.1       91.1       83.6
Old  :                 82.3       68.1       92.0       84.4       82.3       68.1       91.1       83.6
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, March 22, 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  :   121,663:    18,831     34,900     13,203     58,558     47,001     90,592     95,103:    31,071     26,560
Old  :   121,663:    18,831     34,900     13,203     58,558     47,001     90,592     95,103:    31,071     26,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -65,862:   -12,056    -12,973      1,429    -58,237    -52,143    -68,864    -63,687:     3,002     -2,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       28.7       10.9       48.1       38.6       74.5       78.2:      25.5       21.8
Old  :     100.0:      15.5       28.7       10.9       48.1       38.6       74.5       78.2:      25.5       21.8
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  :        81:        23         25         16         25         26         53         62:
Old  :        81:        23         25         16         25         26         53         62:
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  :                 33.8       24.7       45.8       37.7       31.5       24.5       39.4       35.4
Old  :                 33.8       24.7       45.8       37.7       31.5       24.5       39.4       35.4
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, March 22, 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  :    40,290:    19,332     14,882      1,666     10,875      5,924     31,873     22,473:     8,416     17,817
Old  :    40,290:    19,332     14,882      1,666     10,875      5,924     31,873     22,473:     8,416     17,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -2,331:    -3,287     -2,362        449       -900      1,070     -3,737       -842:     1,406     -1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       36.9        4.1       27.0       14.7       79.1       55.8:      20.9       44.2
Old  :     100.0:      48.0       36.9        4.1       27.0       14.7       79.1       55.8:      20.9       44.2
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  :        40:        10         13          9         11          9         26         26:
Old  :        40:        10         13          9         11          9         26         26:
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  :                 42.2       31.5       55.3       38.9       42.2       31.1       54.4       38.1
Old  :                 42.2       31.5       55.3       38.9       42.2       31.1       54.4       38.1
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, March 22, 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  :   105,958:    28,425     74,222      1,102     71,964     25,901    101,491    101,225:     4,468      4,734
Old  :   105,958:    28,425     74,222      1,102     71,964     25,901    101,491    101,225:     4,468      4,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     8,127:     5,424      6,108       -254      1,935      2,954      7,105      8,808:     1,022       -681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       70.0        1.0       67.9       24.4       95.8       95.5:       4.2        4.5
Old  :     100.0:      26.8       70.0        1.0       67.9       24.4       95.8       95.5:       4.2        4.5
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  :       112:        36         45         11         15         21         60         68:
Old  :       112:        36         45         11         15         21         60         68:
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  :                 66.9       45.3       78.2       60.1       66.9       45.3       78.2       60.1
Old  :                 66.9       45.3       78.2       60.1       66.9       45.3       78.2       60.1
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, March 22, 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  :   275,925:    38,199     74,076     21,449    200,436    142,982    260,084    238,508:    15,842     37,418
Old  :   275,925:    38,199     74,076     21,449    200,436    142,982    260,084    238,508:    15,842     37,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -3,462:   -24,671       -387      2,646     17,490     -3,194     -4,534       -935:     1,072     -2,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       26.8        7.8       72.6       51.8       94.3       86.4:       5.7       13.6
Old  :     100.0:      13.8       26.8        7.8       72.6       51.8       94.3       86.4:       5.7       13.6
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  :       107:        24         36         22         29         42         63         90:
Old  :       107:        24         36         22         29         42         63         90:
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  :                 55.3       37.4       67.5       49.5       55.3       36.7       66.6       48.6
Old  :                 55.3       37.4       67.5       49.5       55.3       36.7       66.6       48.6
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, March 22, 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  :   175,678:    79,458     28,375     19,780     46,036    100,145    145,273    148,300:    30,405     27,379
Old  :   175,678:    79,458     28,375     19,780     46,036    100,145    145,273    148,300:    30,405     27,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     6,122:     3,693     -3,235     -1,026         72      9,841      2,739      5,580:     3,383        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       16.2       11.3       26.2       57.0       82.7       84.4:      17.3       15.6
Old  :     100.0:      45.2       16.2       11.3       26.2       57.0       82.7       84.4:      17.3       15.6
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  :       124:        42         36         28         29         40         85         90:
Old  :       124:        42         36         28         29         40         85         90:
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  :                 28.7       30.1       37.4       40.6       28.7       28.7       36.9       37.0
Old  :                 28.7       30.1       37.4       40.6       28.7       28.7       36.9       37.0
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, March 22, 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  :   383,958:    87,292    149,261     45,716    199,151    127,878    332,159    322,855:    51,798     61,103
Old  :   383,958:    87,292    149,261     45,716    199,151    127,878    332,159    322,855:    51,798     61,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     6,827:       -66    -13,544      4,725     -1,855     14,915      2,804      6,096:     4,023        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       38.9       11.9       51.9       33.3       86.5       84.1:      13.5       15.9
Old  :     100.0:      22.7       38.9       11.9       51.9       33.3       86.5       84.1:      13.5       15.9
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  :       226:        53         94         59         59         63        149        180:
Old  :       226:        53         94         59         59         63        149        180:
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  :                 24.8       21.5       38.9       30.8       24.3       20.9       37.7       29.3
Old  :                 24.8       21.5       38.9       30.8       24.3       20.9       37.7       29.3
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, March 22, 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  :    31,657:    13,741      2,868        206      7,668     24,448     21,615     27,522:    10,042      4,135
Old  :    31,657:    13,741      2,868        206      7,668     24,448     21,615     27,522:    10,042      4,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.1        0.7       24.2       77.2       68.3       86.9:      31.7       13.1
Old  :     100.0:      43.4        9.1        0.7       24.2       77.2       68.3       86.9:      31.7       13.1
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  :        23:         9          3          1          8          9         17         13:
Old  :        23:         9          3          1          8          9         17         13:
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  :                 44.1       75.9       54.1       83.9       41.6       75.9       51.3       81.3
Old  :                 44.1       75.9       54.1       83.9       41.6       75.9       51.3       81.3
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, March 22, 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  :    29,616:    22,781     14,524        409      5,353     13,572     28,543     28,505:     1,073      1,111
Old  :    29,616:    22,781     14,524        409      5,353     13,572     28,543     28,505:     1,073      1,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     5,039:     4,779      1,580        169        117      3,309      5,065      5,058:       -26        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       49.0        1.4       18.1       45.8       96.4       96.2:       3.6        3.8
Old  :     100.0:      76.9       49.0        1.4       18.1       45.8       96.4       96.2:       3.6        3.8
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  :        25:         6         13          2          3          4         11         17:
Old  :        25:         6         13          2          3          4         11         17:
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  :                 85.4       61.5       95.2       86.3       85.4       58.6       93.4       83.4
Old  :                 85.4       61.5       95.2       86.3       85.4       58.6       93.4       83.4
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, March 22, 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  :    27,163:    19,375     18,358        148      4,040      5,493     23,563     23,999:     3,600      3,164
Old  :    27,163:    19,375     18,358        148      4,040      5,493     23,563     23,999:     3,600      3,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -1,288:    -1,149       -876       -404     -1,042        696     -2,595       -584:     1,307       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3       67.6        0.5       14.9       20.2       86.7       88.4:      13.3       11.6
Old  :     100.0:      71.3       67.6        0.5       14.9       20.2       86.7       88.4:      13.3       11.6
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  :        63:        23         23          1          7         13         30         37:
Old  :        63:        23         23          1          7         13         30         37:
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  :                 45.3       44.0       65.5       57.7       44.5       44.0       62.2       57.6
Old  :                 45.3       44.0       65.5       57.7       44.5       44.0       62.2       57.6
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, March 22, 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  :17,627,735:   951,050  1,019,531  8,387,863  7,585,562  7,098,629 16,924,475 16,506,023:   703,260  1,121,712
Old  :17,627,735:   951,050  1,019,531  8,387,863  7,585,562  7,098,629 16,924,475 16,506,023:   703,260  1,121,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :  -705,209:  -165,379   -211,894   -353,135   -149,631   -106,130   -668,145   -671,158:   -37,063    -34,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.8       47.6       43.0       40.3       96.0       93.6:       4.0        6.4
Old  :     100.0:       5.4        5.8       47.6       43.0       40.3       96.0       93.6:       4.0        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  :       296:        61         86        114        129        141        256        281:
Old  :       296:        61         86        114        129        141        256        281:
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  :                 25.4       22.9       37.4       34.6       12.1        8.2       17.5       10.8
Old  :                 25.4       22.9       37.4       34.6       12.1        8.2       17.5       10.8
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, March 22, 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  :   806,381:    80,237    113,515     97,361    539,693    491,030    717,290    701,906:    89,091    104,475
Old  :   806,381:    80,237    113,515     97,361    539,693    491,030    717,290    701,906:    89,091    104,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :  -247,021:     2,037     -4,834    -24,896   -140,337   -139,822   -163,196   -169,552:   -83,825    -77,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.1       12.1       66.9       60.9       89.0       87.0:      11.0       13.0
Old  :     100.0:      10.0       14.1       12.1       66.9       60.9       89.0       87.0:      11.0       13.0
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  :       630:       117        173        154        245        249        455        483:
Old  :       630:       117        173        154        245        249        455        483:
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  :                 14.3       14.3       23.8       21.9       11.1       11.2       18.9       15.9
Old  :                 14.3       14.3       23.8       21.9       11.1       11.2       18.9       15.9
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, March 22, 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  :   131,979:    11,889     13,114     28,759     56,850     59,333     97,498    101,206:    34,482     30,773
Old  :   131,979:    11,889     13,114     28,759     56,850     59,333     97,498    101,206:    34,482     30,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :  -100,217:    -2,527       -126       -485    -85,754    -26,576    -88,765    -27,186:   -11,452    -73,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.9       21.8       43.1       45.0       73.9       76.7:      26.1       23.3
Old  :     100.0:       9.0        9.9       21.8       43.1       45.0       73.9       76.7:      26.1       23.3
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  :        70:        17         13         22         35         35         64         58:
Old  :        70:        17         13         22         35         35         64         58:
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  :                 24.5       27.0       34.6       41.2       10.0       19.5       14.5       25.2
Old  :                 24.5       27.0       34.6       41.2       10.0       19.5       14.5       25.2
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, March 22, 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  : 3,372,010:   355,378    515,643    329,372  2,414,215  2,158,487  3,098,964  3,003,501:   273,045    368,508
Old  : 3,372,010:   355,378    515,643    329,372  2,414,215  2,158,487  3,098,964  3,003,501:   273,045    368,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :  -734,017:    11,368    -34,997   -110,604   -272,918   -566,230   -372,154   -711,831:  -361,863    -22,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       15.3        9.8       71.6       64.0       91.9       89.1:       8.1       10.9
Old  :     100.0:      10.5       15.3        9.8       71.6       64.0       91.9       89.1:       8.1       10.9
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  :       608:       110        166        146        239        240        436        465:
Old  :       608:       110        166        146        239        240        436        465:
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       15.1       24.6       23.7       12.5       12.9       21.4       18.5
Old  :                 14.7       15.1       24.6       23.7       12.5       12.9       21.4       18.5
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, March 22, 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  :    84,557:     4,703      9,744        399     70,239     70,566     75,341     80,709:     9,216      3,848
Old  :    84,557:     4,703      9,744        399     70,239     70,566     75,341     80,709:     9,216      3,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -17,485:      -398        125       -366    -17,665    -16,265    -18,429    -16,506:       944       -980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       11.5        0.5       83.1       83.5       89.1       95.4:      10.9        4.6
Old  :     100.0:       5.6       11.5        0.5       83.1       83.5       89.1       95.4:      10.9        4.6
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  :        85:         6         10          3         50         35         58         46:
Old  :        85:         6         10          3         50         35         58         46:
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  :                 36.4       46.6       50.7       69.8       36.2       46.6       50.1       69.7
Old  :                 36.4       46.6       50.7       69.8       36.2       46.6       50.1       69.7
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, March 22, 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  :    44,503:    11,783     10,283      2,028     26,274     27,263     40,085     39,574:     4,418      4,928
Old  :    44,503:    11,783     10,283      2,028     26,274     27,263     40,085     39,574:     4,418      4,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -15,194:     1,478       -886     -1,296    -15,133    -12,534    -14,951    -14,716:      -243       -478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       23.1        4.6       59.0       61.3       90.1       88.9:       9.9       11.1
Old  :     100.0:      26.5       23.1        4.6       59.0       61.3       90.1       88.9:       9.9       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  :       210:        46         57         23         65         66        125        133:
Old  :       210:        46         57         23         65         66        125        133:
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  :                 30.6       25.5       39.7       37.9       30.6       25.5       39.6       37.9
Old  :                 30.6       25.5       39.7       37.9       30.6       25.5       39.6       37.9
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, March 22, 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  :   222,514:    58,916     51,416     10,141    131,369    136,315    200,426    197,872:    22,088     24,642
Old  :   222,514:    58,916     51,416     10,141    131,369    136,315    200,426    197,872:    22,088     24,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -75,971:     7,388     -4,429     -6,480    -75,663    -62,671    -74,755    -73,581:    -1,216     -2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       23.1        4.6       59.0       61.3       90.1       88.9:       9.9       11.1
Old  :     100.0:      26.5       23.1        4.6       59.0       61.3       90.1       88.9:       9.9       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  :       210:        46         57         23         65         66        125        133:
Old  :       210:        46         57         23         65         66        125        133:
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  :                 30.6       25.5       39.7       37.9       30.6       25.5       39.6       37.9
Old  :                 30.6       25.5       39.7       37.9       30.6       25.5       39.6       37.9
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, March 22, 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  :   131,931:    67,158     50,137     11,663     20,403     49,545     99,224    111,345:    32,707     20,586
Old  :   131,931:    67,158     50,137     11,663     20,403     49,545     99,224    111,345:    32,707     20,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    13,965:     5,646      1,706      1,011      4,857     11,606     11,514     14,324:     2,451       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       38.0        8.8       15.5       37.6       75.2       84.4:      24.8       15.6
Old  :     100.0:      50.9       38.0        8.8       15.5       37.6       75.2       84.4:      24.8       15.6
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  :        91:        28         37         19         21         20         64         61:
Old  :        91:        28         37         19         21         20         64         61:
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       45.0       42.3       52.0       35.0       43.7       41.2       50.4
Old  :                 35.0       45.0       42.3       52.0       35.0       43.7       41.2       50.4
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, March 22, 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  :    30,399:     7,441      5,337          0     17,305     19,427     24,746     24,764:     5,653      5,635
Old  :    30,399:     7,441      5,337          0     17,305     19,427     24,746     24,764:     5,653      5,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,117:       659        658       -400        693      1,705        952      1,963:       165       -846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       17.6        0.0       56.9       63.9       81.4       81.5:      18.6       18.5
Old  :     100.0:      24.5       17.6        0.0       56.9       63.9       81.4       81.5:      18.6       18.5
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  :        46:         7         14          0         13         13         20         27:
Old  :        46:         7         14          0         13         13         20         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  :                 53.8       50.5       66.2       61.1       53.8       50.5       66.0       61.1
Old  :                 53.8       50.5       66.2       61.1       53.8       50.5       66.0       61.1
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, March 22, 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  :    61,470:    20,995      4,839         38     30,844     15,458     51,877     20,335:     9,593     41,135
Old  :    61,470:    20,995      4,839         38     30,844     15,458     51,877     20,335:     9,593     41,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     2,973:     1,146     -1,158       -281      1,352      3,877      2,217      2,438:       756        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        7.9        0.1       50.2       25.1       84.4       33.1:      15.6       66.9
Old  :     100.0:      34.2        7.9        0.1       50.2       25.1       84.4       33.1:      15.6       66.9
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  :        75:        29          7          1         27         19         56         27:
Old  :        75:        29          7          1         27         19         56         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  :                 26.7       15.5       41.3       21.3       26.7       15.0       41.3       20.9
Old  :                 26.7       15.5       41.3       21.3       26.7       15.0       41.3       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 25, 2016