BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,605
COMMITMENTS
     976    1,436      968    4,764    4,014    6,708    6,418      898    1,187

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        593)
      34      -37      130      385      368      549      461       43      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     18.9     12.7     62.6     52.8     88.2     84.4     11.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        9       10       18       17       29       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,609
COMMITMENTS
  20,825    7,052   12,378   16,828   17,678   50,032   37,108    6,577   19,501

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,499)
     822      107      946    1,114    1,263    2,883    2,315      616    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8     12.5     21.9     29.7     31.2     88.4     65.6     11.6     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       29       31       33       25       66       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,066
COMMITMENTS
     244    1,822    2,456    8,329    6,665   11,029   10,943    1,038    1,123

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        183)
      17        6       51      110       85      178      142        5       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     15.1     20.4     69.0     55.2     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       16       17       24       22       42       41                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,350
COMMITMENTS
  71,550   23,143   68,813   86,389  115,150  226,752  207,106   19,598   39,244

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -33,947)
     731   -4,346  -32,038     -802    3,609  -32,109  -32,775   -1,837   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      9.4     27.9     35.1     46.7     92.0     84.1      8.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     101       75      106       84       92      246      224                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      346,499
COMMITMENTS
  73,031   48,408  101,864  136,350  140,793  311,246  291,065   35,253   55,434

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:         16)
   1,131   -3,740    1,821   -3,942    2,284     -990      365    1,005     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     14.0     29.4     39.4     40.6     89.8     84.0     10.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     109       95      137      155      151      342      327                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,993
COMMITMENTS
   1,340    1,936    1,237    1,413      705    3,990    3,878    1,003    1,115

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -831)
     255     -652      -97     -677       20     -519     -729     -312     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     38.8     24.8     28.3     14.1     79.9     77.7     20.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       19       14       20       16       48       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,524
COMMITMENTS
  13,354    7,802   15,100   14,253    9,040   42,708   31,942    8,816   19,582

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        590)
     123     -164      310       12     -166      446      -19      144      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     15.1     29.3     27.7     17.5     82.9     62.0     17.1     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      46       56       55       68       64      151      148                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,846
COMMITMENTS
     838    5,061      255    3,597      165    4,690    5,481    1,157      365

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        448)
     186      458      -27      206        0      365      431       83       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     86.6      4.4     61.5      2.8     80.2     93.7     19.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        7        9        4       20       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       46,613
COMMITMENTS
   2,570   23,753    5,779   37,212   11,907   45,562   41,440    1,051    5,173

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,261)
      53    1,460      423    2,645      890    3,120    2,773      141      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     51.0     12.4     79.8     25.5     97.7     88.9      2.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       8       35       23       26       25       53       64                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,389
COMMITMENTS
   5,519    3,993       41   23,674   25,564   29,234   29,598    1,155      791

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,662)
    -485     -707       17   -1,109     -988   -1,577   -1,678      -85       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     13.1      0.1     77.9     84.1     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        3        1       10       12       22       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      177,435
COMMITMENTS
  30,062   68,152   11,267  110,722   65,818  152,052  145,238   25,383   32,197

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -533)
   1,002   -6,854    1,329   -2,793    5,854     -462      328      -71     -862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     38.4      6.4     62.4     37.1     85.7     81.9     14.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       35       18       27       26       54       71                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,209
COMMITMENTS
  20,170   22,144    3,454   19,965    6,422   43,589   32,020    7,619   19,189

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -704)
      44   -2,014      135    1,330     -401    1,509   -2,280   -2,213    1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     43.2      6.7     39.0     12.5     85.1     62.5     14.9     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       12       10       11       11       24       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      146,568
COMMITMENTS
  30,295   82,988   19,366   93,455   36,251  143,116  138,606    3,452    7,962

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -15,595)
   8,643  -15,842    1,915  -26,269   -1,085  -15,711  -15,012      115     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     56.6     13.2     63.8     24.7     97.6     94.6      2.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      29       56       19       20       20       62       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      298,486
COMMITMENTS
  36,802   62,043   30,573  209,447  166,044  276,822  258,659   21,664   39,826

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      7,365)
    -363   -8,454    8,121   -4,352    5,841    3,406    5,507    3,959    1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     20.8     10.2     70.2     55.6     92.7     86.7      7.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      32       37       23       25       41       66       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      309,999
COMMITMENTS
  85,240   36,096   33,524  158,258  210,591  277,022  280,211   32,977   29,788

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     13,670)
   4,657    1,685    5,321    3,081    6,691   13,060   13,698      610      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     11.6     10.8     51.1     67.9     89.4     90.4     10.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      48       42       34       29       40       94       99                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      497,724
COMMITMENTS
 109,210  145,228   52,239  283,946  240,448  445,395  437,915   52,329   59,809

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,887)
  -4,594   -7,029      194    1,016    2,950   -3,384   -3,885     -503       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     29.2     10.5     57.0     48.3     89.5     88.0     10.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      69       85       62       55       62      151      182                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,513
COMMITMENTS
  14,727      793      300    7,958   29,087   22,985   30,180   11,528    4,333

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -305)
     127        0      117     -593     -274     -349     -157       44     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7      2.3      0.9     23.1     84.3     66.6     87.4     33.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        2       10        9       18       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       12,936
COMMITMENTS
   5,615    4,420      193    6,059    6,998   11,867   11,611    1,069    1,325

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -777)
   1,073   -1,459      193   -2,168      338     -902     -928      125      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4     34.2      1.5     46.8     54.1     91.7     89.8      8.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       13        3        2        4       10       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,618
COMMITMENTS
  15,968   22,583      171   13,626    6,031   29,765   28,785    2,853    3,833

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -978)
   1,503     -199     -193   -2,535     -264   -1,225     -656      247     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.0     69.2      0.5     41.8     18.5     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       19        2       12       12       31       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   20,277,832
COMMITMENTS
 1174819  1097865  9850526  8356047  8068353 19381392 19016745  896,440  1261088

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -12,319)
 -31,663   27,851   50,415  -45,844 -165,772  -27,092  -87,505   14,772   75,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      5.4     48.6     41.2     39.8     95.6     93.8      4.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      54       98      120      145      155      283      295                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      920,663
COMMITMENTS
  80,005  120,594   91,401  580,045  527,282  751,451  739,277  169,213  181,386

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -49,960)
  -1,894    8,235  -20,944  -40,100  -59,117  -62,938  -71,825   12,978   21,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     13.1      9.9     63.0     57.3     81.6     80.3     18.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      648)
     125      175      162      248      267      468      509                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      192,751
COMMITMENTS
  11,639   11,749   20,436  122,936   64,328  155,012   96,513   37,739   96,237

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -9,345)
  -3,214     -516   -3,385   -4,955  -14,038  -11,554  -17,938    2,209    8,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      6.1     10.6     63.8     33.4     80.4     50.1     19.6     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      11       19       22       45       41       73       65                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,639,563
COMMITMENTS
 365,723  568,118  330,930  2285542  2314770  2982195  3213819  657,368  425,744

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:   -203,074)
   6,508   43,660  -87,700 -175,728 -225,396 -256,920 -269,436   53,847   66,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     15.6      9.1     62.8     63.6     81.9     88.3     18.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     124      167      154      240      259      450      494                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,133
COMMITMENTS
   6,448    8,613      315   84,266   83,504   91,029   92,432    7,104    5,701

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,651)
    -331      563     -569   -2,202   -3,967   -3,102   -3,973     -549      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      8.8      0.3     85.9     85.1     92.8     94.2      7.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      10        8        4       51       38       64       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,180
COMMITMENTS
  11,663   10,992    2,479   37,113   35,883   51,255   49,354    3,924    5,826

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,986)
    -226     -898     -919   -2,295   -1,975   -3,440   -3,793     -546     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     19.9      4.5     67.3     65.0     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      43       63       24       55       70      111      144                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      275,898
COMMITMENTS
  58,317   54,959   12,397  185,563  179,413  256,276  246,769   19,622   29,129

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -19,932)
  -1,130   -4,492   -4,597  -11,474   -9,875  -17,202  -18,964   -2,730     -968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     19.9      4.5     67.3     65.0     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      43       63       24       55       70      111      144                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,161
COMMITMENTS
  72,718   62,355   11,245   32,710   37,652  116,673  111,251   20,488   25,910

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      9,628)
   6,249     -801    1,252       57    9,915    7,559   10,366    2,070     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     45.5      8.2     23.8     27.5     85.1     81.1     14.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       42       19       20       20       53       68                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,093
COMMITMENTS
  11,421    6,485      504   20,751   28,490   32,676   35,479    7,417    4,614

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,091)
  -1,171     -734      -20      243     -321     -948   -1,075     -143      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     16.2      1.3     51.8     71.1     81.5     88.5     18.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        8        2       15       12       29       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      100,935
COMMITMENTS
  31,815   10,828      913   57,092   21,408   89,820   33,149   11,115   67,786

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -4,372)
  -2,333     -805      116   -1,123     -343   -3,340   -1,032   -1,032   -3,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     10.7      0.9     56.6     21.2     89.0     32.8     11.0     67.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       12        9       34       21       63       39                  



Updated February 26, 2016