BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,646
COMMITMENTS
     543      669      184    3,830    3,964    4,557    4,817    1,089      829

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         57)
      -2       -2       17       46       14       61       29       -4       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     11.8      3.3     67.8     70.2     80.7     85.3     19.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        9        7       12       13       21       23                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,619
COMMITMENTS
  11,402    6,285      628   12,082   13,087   24,112   20,000    2,507    6,619

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,230)
     882      552       25      278      557    1,185    1,134       45       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     23.6      2.4     45.4     49.2     90.6     75.1      9.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16       22       21       23       25       51       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,159
COMMITMENTS
     183      984      367    4,785    3,752    5,335    5,103      824    1,056

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        474)
       8      154        0      437      255      445      409       29       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     16.0      6.0     77.7     60.9     86.6     82.9     13.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       14        9       19       11       29       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      198,987
COMMITMENTS
  74,091   48,073   31,729   71,713   89,517  177,533  169,319   21,454   29,668

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -7,380)
  -6,182   -8,115   -1,518     -132    2,084   -7,832   -7,549      452      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     24.2     15.9     36.0     45.0     89.2     85.1     10.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      95       77       90       71       79      222      207                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,409
COMMITMENTS
  60,933   80,788   45,295  121,253   89,562  227,481  215,645   26,928   38,764

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -6,003)
  -3,732   -4,431      289   -1,586   -2,669   -5,029   -6,811     -974      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     31.8     17.8     47.7     35.2     89.4     84.8     10.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      90      130      122      102      113      269      312                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| 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
   1,528    2,428      770    1,406      812    3,704    4,010    1,289      983

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:       -750)
      89     -775      -68     -676      107     -655     -736      -95      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     48.6     15.4     28.2     16.3     74.2     80.3     25.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       26       11       22       18       47       48                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,766
COMMITMENTS
   9,651   10,116    4,282   12,091    6,899   26,024   21,297    7,742   12,469

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,275)
     105     -307     -550     -912     -615   -1,357   -1,472       82      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     30.0     12.7     35.8     20.4     77.1     63.1     22.9     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      40       58       43       54       53      121      134                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,616
COMMITMENTS
     712    2,441       97    1,840      627    2,649    3,165      967      451

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        136)
       4      181      -28      131       85      107      238       29     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     67.5      2.7     50.9     17.3     73.3     87.5     26.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        9        7        9        7       19       16                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,719
COMMITMENTS
   1,846   11,400      896   20,584    8,952   23,326   21,248      393    2,471

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        687)
     132      429      -38      612      301      706      692      -19       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     48.1      3.8     86.8     37.7     98.3     89.6      1.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       25       15       20       18       44       46                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,595
COMMITMENTS
   3,802    1,728        0   29,184   31,454   32,986   33,182      609      413

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -6,438)
      96     -807        0   -6,601   -5,623   -6,505   -6,430       67       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      5.1      0.0     86.9     93.6     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        0       11        8       16       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,148
COMMITMENTS
  31,368   58,480    1,710   63,314   28,764   96,392   88,954   24,756   32,194

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      4,348)
   3,161   -3,676     -237      389   10,561    3,313    6,648    1,035   -2,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     48.3      1.4     52.3     23.7     79.6     73.4     20.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       24        7       18       22       42       50                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,628
COMMITMENTS
  11,997   11,372      139   14,529    7,794   26,665   19,305    8,963   16,323

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        694)
   1,134   -1,843        1   -1,190    4,026      -55    2,184      749   -1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     31.9      0.4     40.8     21.9     74.8     54.2     25.2     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        9        4        8        9       17       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      119,955
COMMITMENTS
  50,627   51,243    4,617   61,000   57,875  116,244  113,735    3,711    6,220

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,537)
   3,216     -311       92       34    4,223    3,342    4,004      195     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     42.7      3.8     50.9     48.2     96.9     94.8      3.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      28       49        9       15       27       49       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      158,043
COMMITMENTS
  53,477   45,940    1,313   82,773   83,118  137,563  130,371   20,480   27,672

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      5,879)
   8,712   -6,352     -312   -3,348   19,516    5,052   12,852      827   -6,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     29.1      0.8     52.4     52.6     87.0     82.5     13.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      31       26        9       19       31       53       63                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      184,281
COMMITMENTS
  48,747   52,386    3,515  109,001   95,934  161,263  151,835   23,018   32,446

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     14,408)
  10,743      550      140    2,982   11,671   13,865   12,361      543    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     28.4      1.9     59.1     52.1     87.5     82.4     12.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      43       36       14       22       36       73       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      357,133
COMMITMENTS
  76,291  138,857    7,090  229,622  150,293  313,003  296,240   44,130   60,893

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      7,413)
   5,159  -12,851      581    3,207   20,893    8,947    8,623   -1,534   -1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     38.9      2.0     64.3     42.1     87.6     82.9     12.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       86       29       50       57      123      159                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,634
COMMITMENTS
  18,647   18,705      317    3,801    3,072   22,765   22,094      869    1,540

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:       -753)
    -637     -490      119     -243     -455     -761     -826        8       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     79.1      1.3     16.1     13.0     96.3     93.5      3.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       18        4        2        4       10       22                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,142
COMMITMENTS
  19,447   15,688       67    8,216    9,634   27,730   25,389    2,412    4,753

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,104)
   1,103   -1,964       -8     -578    3,676      517    1,704      587     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     52.0      0.2     27.3     32.0     92.0     84.2      8.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       33        3        8       10       23       45                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,982,568
COMMITMENTS
 1702121  1159303  1985659  6473070  6717049 10160850  9862011  821,718  1120557

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:    -79,530)
  60,370   43,488  -41,593 -108,881  -36,500  -90,104  -34,605   10,574  -44,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     10.6     18.1     58.9     61.2     92.5     89.8      7.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      56       74      102      125      147      242      271                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      700,025
COMMITMENTS
  73,771  114,751   19,079  500,258  451,039  593,108  584,868  106,917  115,156

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      7,305)
   3,287    4,571    1,832    6,660    4,804   11,779   11,206   -4,473   -3,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     16.4      2.7     71.5     64.4     84.7     83.5     15.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     106      132       59      227      258      367      415                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      104,294
COMMITMENTS
  13,786    2,871      342   59,562   47,352   73,690   50,565   30,604   53,729

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,256)
   1,986      257      136   -2,715    2,612     -593    3,005     -663   -4,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      2.8      0.3     57.1     45.4     70.7     48.5     29.3     51.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13        3        3       34       26       48       31                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,978,653
COMMITMENTS
 320,754  580,230   72,853  2203482  2018433  2597089  2671516  381,564  307,137

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     42,806)
  19,756   34,818   -4,771   46,873   10,958   61,858   41,005  -19,052    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     19.5      2.4     74.0     67.8     87.2     89.7     12.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     101      135       56      217      246      352      403                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,327
COMMITMENTS
   6,374    6,404      286   67,228   72,871   73,888   79,561    9,439    3,766

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -2,567)
       9     -430     -106   -3,480   -1,217   -3,577   -1,753    1,010     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      7.7      0.3     80.7     87.5     88.7     95.5     11.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10        8        1       43       36       53       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,673
COMMITMENTS
  15,197    9,187      275   37,278   43,440   52,750   52,902    4,923    4,771

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      4,034)
   2,945     -714     -126      717    4,796    3,536    3,956      498       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     15.9      0.5     64.6     75.3     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      52       51       12       59       74      117      131                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      288,365
COMMITMENTS
  75,984   45,934    1,375  186,391  217,200  263,750  264,509   24,615   23,856

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     20,172)
  14,723   -3,569     -630    3,587   23,981   17,680   19,782    2,492      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     15.9      0.5     64.6     75.3     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      52       51       12       59       74      117      131                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,367
COMMITMENTS
  43,295   81,707      598   80,919   30,283  124,812  112,588   15,555   27,779

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,657)
   1,029    5,736     -770   -1,341   -4,250   -1,082      716     -575   -2,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     58.2      0.4     57.6     21.6     88.9     80.2     11.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       44        3       18       17       38       63                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,486
COMMITMENTS
  20,831   21,440      460   20,632   18,960   41,923   40,860    7,563    8,626

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,581)
   1,447      698      329       11      304    1,787    1,331     -206      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     43.3      0.9     41.7     38.3     84.7     82.6     15.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       17        3       18       10       39       29                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       87,798
COMMITMENTS
  46,473   11,920    1,066   29,379   22,835   76,918   35,821   10,880   51,977

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -2,637)
     304     -255      312   -2,831    9,785   -2,215    9,842     -422  -12,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     13.6      1.2     33.5     26.0     87.6     40.8     12.4     59.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      41        8        5       27       15       70       26                  



Updated October 23, 2015