BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,920
COMMITMENTS
     943    1,231      891    3,988    3,681    5,822    5,803    1,099    1,118

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        356)
      10       89       59      390      253      459      401     -103      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     17.8     12.9     57.6     53.2     84.1     83.8     15.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       10       10       15       15       26       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,551
COMMITMENTS
  19,908    7,181   12,519   16,743   16,493   49,170   36,193    6,382   19,359

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        789)
     667      705      253      112      -17    1,032      941     -243     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     12.9     22.5     30.1     29.7     88.5     65.2     11.5     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       35       33       31       23       67       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       13,743
COMMITMENTS
     294    2,494    2,852    9,665    7,170   12,811   12,516      932    1,227

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        510)
     -26      245      280      223      207      477      731       33     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     18.1     20.7     70.3     52.2     93.2     91.1      6.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       18       19       26       20       46       41                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,450
COMMITMENTS
  59,120   27,776   92,229   83,592   98,932  234,942  218,938   20,508   36,512

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     17,847)
   5,945   -3,374    6,685    4,665   12,241   17,296   15,552      552    2,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     10.9     36.1     32.7     38.7     92.0     85.7      8.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      96      109      122       82       85      254      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      381,362
COMMITMENTS
  66,095   51,901  127,780  152,516  144,443  346,392  324,124   34,971   57,238

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,028)
   4,169    5,418   -1,065   -4,817   -6,182   -1,714   -1,829     -314     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     13.6     33.5     40.0     37.9     90.8     85.0      9.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     104      104      151      150      157      342      344                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,180
COMMITMENTS
   1,202    3,048    1,253    2,281      671    4,735    4,972    1,445    1,209

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        503)
      85      354      195      308       13      587      562      -84      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     49.3     20.3     36.9     10.9     76.6     80.4     23.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       25       14       23       16       46       51                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,795
COMMITMENTS
  12,724    6,990   13,007   13,914    9,270   39,645   29,267    8,150   18,529

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -3,524)
      15      367   -3,292      -71     -537   -3,348   -3,463     -176      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     14.6     27.2     29.1     19.4     82.9     61.2     17.1     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      41       53       56       62       60      136      145                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,634
COMMITMENTS
     635    4,782      221    3,487      238    4,343    5,241    1,291      393

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:         91)
      19       86       12      -86        0      -55       98      147       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     84.9      3.9     61.9      4.2     77.1     93.0     22.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        5        9        4       19       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       46,320
COMMITMENTS
   2,562   23,478    6,026   36,759   11,668   45,347   41,172      973    5,147

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        529)
     127      191      142      308       50      577      382      -47      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     50.7     13.0     79.4     25.2     97.9     88.9      2.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       9       39       26       24       21       54       65                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,144
COMMITMENTS
   5,391    3,685        0   24,840   26,583   30,231   30,268      913      876

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        857)
   1,136    1,561        0     -211     -854      925      707      -68      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     11.8      0.0     79.8     85.4     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        3        0        9       11       21       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      182,522
COMMITMENTS
  27,377   84,170   13,193  117,455   42,496  158,025  139,859   24,498   42,663

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -7,101)
  -2,648  -17,307      327   -2,083    8,564   -4,404   -8,415   -2,697    1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     46.1      7.2     64.4     23.3     86.6     76.6     13.4     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       35       19       30       30       56       76                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,621
COMMITMENTS
  25,321   30,548    2,355   28,614    5,076   56,289   37,978    6,332   24,643

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      3,936)
     873    1,139      226    2,475    1,622    3,574    2,987      361      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     48.8      3.8     45.7      8.1     89.9     60.6     10.1     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       16        8       10       12       24       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      167,224
COMMITMENTS
  25,122  103,457   17,286  120,892   37,794  163,299  158,536    3,925    8,687

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,391)
  -3,590   -1,637      317    1,542     -720   -1,731   -2,040      341      649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     61.9     10.3     72.3     22.6     97.7     94.8      2.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      33       64       14       18       21       57       95                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      308,316
COMMITMENTS
  31,107   74,555   32,514  226,464  156,536  290,085  263,605   18,232   44,712

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,102)
  -1,127   -3,237    1,870    2,987    2,611    3,731    1,245   -2,629     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     24.2     10.5     73.5     50.8     94.1     85.5      5.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      26       51       27       25       39       64      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      271,193
COMMITMENTS
  80,643   40,528   25,137  141,774  171,018  247,554  236,684   23,638   34,509

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -9,820)
 -11,625     -636    5,073    6,754  -19,676      203  -15,238  -10,023    5,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     14.9      9.3     52.3     63.1     91.3     87.3      8.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      41       45       32       33       40       94       97                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      465,299
COMMITMENTS
  97,245  182,229   38,554  285,312  172,890  421,111  393,673   44,188   71,626

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      5,467)
  25,450  -14,623    1,693   -4,812   24,838   22,330   11,908  -16,863   -6,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     39.2      8.3     61.3     37.2     90.5     84.6      9.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      60       96       65       55       61      148      189                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,847
COMMITMENTS
  14,179    1,348      193    8,331   29,127   22,703   30,668   12,144    4,179

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      3,000)
   6,853      555      193      547    2,754    7,593    3,502   -4,593     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7      3.9      0.6     23.9     83.6     65.2     88.0     34.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        1        9        8       16       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,279
COMMITMENTS
   4,205    7,343        0    9,377    5,730   13,582   13,073      697    1,206

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -4,391)
  -2,556   -3,131   -1,504     -398      192   -4,458   -4,443       67       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     51.4      0.0     65.7     40.1     95.1     91.6      4.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       15        0        3        3        9       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,979
COMMITMENTS
  13,492   21,928      392   14,585    4,046   28,469   26,366    2,510    4,613

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        542)
  -1,674    1,362       57    2,047     -161      430    1,258      112     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     70.8      1.3     47.1     13.1     91.9     85.1      8.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       29        5       13       13       34       45                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,728,045
COMMITMENTS
 1343099  1126708  9094649  8468962  8300176 18906710 18521534  821,335  1206512

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    832,272)
 -45,050  -10,342  763,028  103,513   68,581  821,491  821,266   10,781   11,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      5.7     46.1     42.9     42.1     95.8     93.9      4.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      57      101      122      141      153      281      299                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      902,242
COMMITMENTS
  72,156  118,894  102,394  584,374  534,055  758,924  755,344  143,318  146,898

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     31,431)
  -5,455   20,251     -805   33,046   -2,490   26,787   16,956    4,644   14,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     13.2     11.3     64.8     59.2     84.1     83.7     15.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      650)
     143      157      160      257      269      486      500                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      177,351
COMMITMENTS
  14,201   10,513   20,296  110,920   68,310  145,417   99,119   31,934   78,232

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     16,034)
    -881    3,509      989   17,582    1,819   17,689    6,317   -1,656    9,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      5.9     11.4     62.5     38.5     82.0     55.9     18.0     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       13       22       46       41       75       64                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,624,457
COMMITMENTS
 323,446  575,575  376,822  2367267  2328729  3067535  3281125  556,922  343,332

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     76,986)
 -33,901   72,672    2,069   77,321  -21,545   45,489   53,196   31,498   23,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     15.9     10.4     65.3     64.3     84.6     90.5     15.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      631)
     137      152      151      247      261      464      484                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,247
COMMITMENTS
   7,483    9,735      500   87,869   85,463   95,852   95,698    6,395    6,549

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,188)
    -615      -21       61      331   -2,291     -223   -2,251     -965    1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      9.5      0.5     85.9     83.6     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
       9        8        4       56       38       68       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,682
COMMITMENTS
  14,244    9,921    2,842   37,367   40,915   54,452   53,678    4,229    5,004

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        374)
      62    1,763      194      532   -2,025      788      -68     -414      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     16.9      4.8     63.7     69.7     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      52       41       23       68       64      130      118                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      293,409
COMMITMENTS
  71,220   49,607   14,209  186,833  204,576  272,262  268,391   21,147   25,018

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,868)
     310    8,815      970    2,659  -10,124    3,939     -339   -2,072    2,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     16.9      4.8     63.7     69.7     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      52       41       23       68       64      130      118                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,856
COMMITMENTS
  50,741   77,116    8,875   59,515   17,392  119,132  103,383   17,724   33,473

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -5,049)
   4,777   -2,130      301   -9,824     -622   -4,746   -2,451     -303   -2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     56.3      6.5     43.5     12.7     87.0     75.5     13.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18       44       21       22       20       52       73                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,282
COMMITMENTS
  13,236    8,589       13   21,372   28,570   34,621   37,172    7,661    5,110

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -929)
   2,202     -363     -147     -337      158    1,718     -352   -2,647     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     20.3      0.0     50.5     67.6     81.9     87.9     18.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       10        1       17       12       31       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       94,529
COMMITMENTS
  33,881    9,574    1,318   48,468   18,377   83,667   29,269   10,862   65,260

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -7,937)
    -174      533      818   -8,618   -1,519   -7,974     -168       37   -7,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     10.1      1.4     51.3     19.4     88.5     31.0     11.5     69.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       13        5       33       22       66       39                  



Updated February 5, 2016