BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,982
COMMITMENTS
     796    1,271      764    3,303    2,967    4,863    5,002    1,118      979

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        732)
     292      117      135      370      500      797      753      -65      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     21.3     12.8     55.2     49.6     81.3     83.6     18.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        9       10       15       14       26       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,230
COMMITMENTS
  18,863    6,541   11,743   16,211   16,122   46,818   34,406    6,412   18,824

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        740)
      51      -72      348      310      662      710      938       30     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     12.3     22.1     30.5     30.3     88.0     64.6     12.0     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16       30       32       31       23       66       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,886
COMMITMENTS
     306    2,073    2,112    8,734    6,397   11,152   10,581      734    1,305

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        357)
       1       83       87      243       15      331      185       26      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     17.4     17.8     73.5     53.8     93.8     89.0      6.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       18       19       27       21       47       41                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      235,079
COMMITMENTS
  50,790   35,127   85,631   78,198   81,301  214,618  202,059   20,460   33,020

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,636)
   1,383   -1,919    3,257    1,164    3,534    5,804    4,872     -168      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     14.9     36.4     33.3     34.6     91.3     86.0      8.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      93       80      112       76       73      225      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      384,807
COMMITMENTS
  62,537   43,834  129,968  159,826  151,881  352,330  325,683   32,476   59,124

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,557)
    -495      368    3,485    1,525      165    4,515    4,018       43      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     11.4     33.8     41.5     39.5     91.6     84.6      8.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     100      101      150      145      162      335      349                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,814
COMMITMENTS
   1,070    2,144      979    1,499      656    3,549    3,779    1,266    1,035

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        240)
       9      174       40       98      -47      147      167       93       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     44.5     20.3     31.1     13.6     73.7     78.5     26.3     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       19       12       21       13       48       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,935
COMMITMENTS
  12,743    6,304   16,188   14,248    9,641   43,179   32,134    8,756   19,801

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        630)
    -224      -52      777      123     -442      676      282      -46      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     12.1     31.2     27.4     18.6     83.1     61.9     16.9     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      49       47       56       65       61      145      145                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,368
COMMITMENTS
   2,153   22,412    5,660   35,490   11,285   43,303   39,356    1,066    5,012

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        689)
      33      528       97      532      124      662      749       27      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     50.5     12.8     80.0     25.4     97.6     88.7      2.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       7       36       25       24       22       52       62                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,398
COMMITMENTS
   3,432    2,721        0   25,195   26,074   28,627   28,795      771      603

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -137)
     276   -1,016        0     -397      900     -121     -116      -16      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      9.3      0.0     85.7     88.7     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        4        0        9       12       19       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      187,991
COMMITMENTS
  30,727   98,534   13,449  116,365   32,916  160,540  144,899   27,451   43,092

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,083)
  -5,303      500    3,284    4,256    1,708    2,236    5,492    1,847   -1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     52.4      7.2     61.9     17.5     85.4     77.1     14.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       34       20       27       29       59       76                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,527
COMMITMENTS
  24,848   24,216    1,581   19,253    4,131   45,681   29,928    5,845   21,599

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,025)
     554    3,058      172    2,344      346    3,070    3,577      -45     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2     47.0      3.1     37.4      8.0     88.7     58.1     11.3     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       14        9       11       11       25       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      172,658
COMMITMENTS
  30,539  106,329   21,351  117,028   36,896  168,917  164,576    3,740    8,082

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     23,449)
     984    2,925   16,160    6,007    4,551   23,151   23,636      298     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     61.6     12.4     67.8     21.4     97.8     95.3      2.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      28       66       15       20       19       57       93                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      294,225
COMMITMENTS
  34,336   70,509   30,860  208,285  147,135  273,481  248,504   20,744   45,721

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     27,173)
   2,354    6,733    9,347   15,095   12,919   26,796   28,999      377   -1,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     24.0     10.5     70.8     50.0     92.9     84.5      7.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      28       50       24       26       40       66      102                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      276,022
COMMITMENTS
  83,309   45,478   19,260  139,156  179,612  241,725  244,349   34,297   31,672

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      9,429)
   5,491   -6,625    3,268   -1,897   14,553    6,862   11,196    2,567   -1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     16.5      7.0     50.4     65.1     87.6     88.5     12.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      39       45       28       28       39       85       94                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      455,070
COMMITMENTS
  70,567  204,022   36,015  285,568  140,369  392,150  380,407   62,920   74,664

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,527)
   6,532   -2,955       11   -5,328    8,641    1,214    5,697    1,312   -3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     44.8      7.9     62.8     30.8     86.2     83.6     13.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      53       97       60       56       59      141      185                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,316
COMMITMENTS
   6,520    1,945        0    8,539   24,847   15,059   26,792   16,257    4,524

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        984)
   1,024     -274     -485     -143    2,038      396    1,279      588     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      6.2      0.0     27.3     79.3     48.1     85.6     51.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        8        8       14       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,794
COMMITMENTS
   6,084    9,400      442    7,602    3,774   14,128   13,616      666    1,178

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        206)
     347      119       39      -96      267      290      425      -84     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1     63.5      3.0     51.4     25.5     95.5     92.0      4.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       16        2        2        4       11       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,114
COMMITMENTS
  14,938   17,892      344   10,398    4,395   25,680   22,631    2,434    5,483

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,680)
  -2,211    2,284      147    5,101     -582    3,037    1,849     -357      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1     63.6      1.2     37.0     15.6     91.3     80.5      8.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       26        4       12       11       34       39                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,630,085
COMMITMENTS
 1370950  1283079  7978227  8522026  8214181 17871202 17475486  758,884  1154599

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    723,889)
 154,927   18,813  529,511   26,251  162,980  710,688  711,303   13,201   12,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      6.9     42.8     45.7     44.1     95.9     93.8      4.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      61       95      125      141      153      282      298                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      871,302
COMMITMENTS
  74,859  104,687  104,060  544,393  529,844  723,313  738,591  147,990  132,711

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     23,854)
   6,530   14,423   -3,163   10,310    8,659   13,678   19,919   10,176    3,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     12.0     11.9     62.5     60.8     83.0     84.8     17.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     153      128      144      243      263      461      470                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      167,451
COMMITMENTS
  17,358    6,530   21,147   95,874   68,599  134,379   96,276   33,072   71,175

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,478)
   2,263      427   -1,697      439   -1,794    1,006   -3,063    1,472    5,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      3.9     12.6     57.3     41.0     80.2     57.5     19.8     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18        7       19       43       39       67       59                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,519,255
COMMITMENTS
 323,888  527,170  378,183  2242597  2306223  2944668  3211576  574,588  307,680

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    106,881)
  26,522   75,166  -12,517   49,356   52,264   63,361  114,913   43,520   -8,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     15.0     10.7     63.7     65.5     83.7     91.3     16.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     146      127      138      234      256      444      457                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,932
COMMITMENTS
  10,146   10,452      503   85,887   88,841   96,536   99,796    8,396    5,136

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      8,634)
   1,103    4,220     -185    7,954    4,214    8,872    8,249     -238      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     10.0      0.5     81.9     84.7     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      10        9        2       50       34       61       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,429
COMMITMENTS
  14,512    8,645    2,455   37,310   44,262   54,277   55,363    5,152    4,066

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -5,277)
  -2,561   -1,783     -552   -1,628   -2,892   -4,742   -5,227     -535      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     14.5      4.1     62.8     74.5     91.3     93.2      8.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      52       38       17       65       66      126      112                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      297,147
COMMITMENTS
  72,559   43,226   12,277  186,549  221,312  271,384  276,815   25,762   20,332

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    -26,385)
 -12,807   -8,914   -2,762   -8,140  -14,458  -23,709  -26,134   -2,676     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     14.5      4.1     62.8     74.5     91.3     93.2      8.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      52       38       17       65       66      126      112                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      150,544
COMMITMENTS
  45,572   81,963    9,347   79,252   18,729  134,171  110,039   16,373   40,505

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     14,580)
  -2,848   10,166    2,533   16,031    2,860   15,716   15,559   -1,136     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     54.4      6.2     52.6     12.4     89.1     73.1     10.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       46       20       21       21       56       76                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,963
COMMITMENTS
  16,393    7,270        0   17,470   32,011   33,863   39,281   10,100    4,682

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -4,215)
  -2,480      121        0   -2,851   -5,305   -5,331   -5,184    1,116      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.3     16.5      0.0     39.7     72.8     77.0     89.4     23.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        6        0       15       10       36       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       87,769
COMMITMENTS
  28,122   13,612      860   47,562   16,647   76,544   31,119   11,225   56,650

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      6,178)
   3,823    1,731      298      215    3,096    4,336    5,125    1,842    1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0     15.5      1.0     54.2     19.0     87.2     35.5     12.8     64.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      29       24        3       33       25       62       52                  



Updated January 22, 2016