BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,303
COMMITMENTS
     564      957      180    3,506    3,313    4,250    4,450    1,053      853

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        176)
      -9      148      -12      192       30      171      166        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     18.0      3.4     66.1     62.5     80.1     83.9     19.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       10        6       13       15       22       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,668
COMMITMENTS
  15,002    8,736      515   12,548   13,400   28,065   22,651    2,603    8,017

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        661)
     263      159      187      258      232      708      578      -47       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     28.5      1.7     40.9     43.7     91.5     73.9      8.5     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       29       16       25       23       51       61                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,222
COMMITMENTS
     295    1,452      514    5,867    4,053    6,676    6,019      546    1,203

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        125)
      47      -98       20       40       12      107      -66       18      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     20.1      7.1     81.2     56.1     92.4     83.3      7.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       11       12       21       16       35       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      195,714
COMMITMENTS
  69,367   75,131   34,466   74,178   61,490  178,011  171,087   17,703   24,627

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -8,086)
  -3,803   -2,705   -1,623   -1,752   -3,280   -7,178   -7,608     -908     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     38.4     17.6     37.9     31.4     91.0     87.4      9.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      96       89       93       61       66      211      211                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,364
COMMITMENTS
  71,090   85,096   52,429  124,133   97,787  247,652  235,312   26,712   39,052

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -4,485)
    -610    2,385   -1,809   -2,007   -4,768   -4,426   -4,192      -59     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     31.0     19.1     45.2     35.6     90.3     85.8      9.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
      97      122      123      108      123      278      315                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,222
COMMITMENTS
   1,317    1,959      688    1,118      541    3,123    3,188    1,099    1,034

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        240)
     -27       43      215      -27      -10      161      248       79       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     46.4     16.3     26.5     12.8     74.0     75.5     26.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       25       13       17       14       44       45                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,973
COMMITMENTS
  11,891   11,597    4,992   11,055    6,348   27,938   22,937    7,035   12,036

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,309)
     628      376      486      422      376    1,536    1,238     -227       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     33.2     14.3     31.6     18.2     79.9     65.6     20.1     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      29       60       41       46       40      108      119                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,263
COMMITMENTS
     590    3,470       79    2,534      298    3,203    3,847    1,060      416

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        105)
       1      109       -4      190        0      187      105      -82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     81.4      1.9     59.4      7.0     75.1     90.2     24.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        8        5       11        3       19       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,664
COMMITMENTS
   2,371   14,989    1,037   23,903    9,256   27,311   25,282      353    2,382

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        944)
     154      693      129      637      358      920    1,180       24     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     54.2      3.7     86.4     33.5     98.7     91.4      1.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16       26       16       19       19       43       53                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,692
COMMITMENTS
   2,276    1,446        1   38,601   39,639   40,878   41,086      814      606

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        -97)
    -693       93        1      621     -332      -71     -238      -26      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      3.5      0.0     92.6     95.1     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        1       13        8       20       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      145,547
COMMITMENTS
  38,349   77,329    2,241   83,205   24,352  123,795  103,922   21,752   41,625

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,805)
  -2,955   -2,592      207    3,023    1,318      275   -1,067    1,530    2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     53.1      1.5     57.2     16.7     85.1     71.4     14.9     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       29        7       22       21       47       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       78,546
COMMITMENTS
  18,313   43,102      343   53,419    5,672   72,075   49,117    6,471   29,429

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      5,601)
      -1    2,579      179    5,258      216    5,436    2,974      165    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     54.9      0.4     68.0      7.2     91.8     62.5      8.2     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       18        5       12       11       25       33                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      186,826
COMMITMENTS
  48,974   74,439   17,760  116,275   89,744  183,009  181,943    3,817    4,883

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -2,237)
  -1,349   -5,145      427     -766    2,885   -1,688   -1,833     -549     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     39.8      9.5     62.2     48.0     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      38       50       11       17       26       63       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      187,628
COMMITMENTS
  38,403   66,661    3,522  128,714   79,674  170,639  149,857   16,989   37,771

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     15,238)
   6,081    2,083      274    9,282   11,621   15,637   13,978     -399    1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     35.5      1.9     68.6     42.5     90.9     79.9      9.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       42       13       24       34       62       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      253,505
COMMITMENTS
  31,228  106,129    8,597  197,457   92,536  237,282  207,262   16,223   46,243

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      5,992)
     951   -1,484    2,485    2,828    5,840    6,264    6,841     -272     -849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     41.9      3.4     77.9     36.5     93.6     81.8      6.4     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      35       52       17       28       37       69      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      462,447
COMMITMENTS
  78,782  261,627    8,929  330,854  106,332  418,565  376,888   43,882   85,559

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     17,821)
   2,486    9,847    1,479   12,413    3,813   16,378   15,139    1,443    2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     56.6      1.9     71.5     23.0     90.5     81.5      9.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      61      113       38       53       63      131      198                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       44,265
COMMITMENTS
  24,414   20,753    3,093   15,605   18,633   43,112   42,479    1,153    1,786

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     13,722)
   1,014      498    3,044    9,430    9,691   13,488   13,233      234      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2     46.9      7.0     35.3     42.1     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       15        4        4        5       12       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,623
COMMITMENTS
  22,881   18,124      403   10,658   12,451   33,942   30,978    2,681    5,645

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,524)
     278     -469      139      366    1,711      783    1,381      741      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     49.5      1.1     29.1     34.0     92.7     84.6      7.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19       29        7       11       12       34       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        8,965
COMMITMENTS
   2,724    6,356       23    5,749      711    8,496    7,090      469    1,875

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,083)
     506    1,173        0      679       24    1,185    1,197     -102     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     70.9      0.3     64.1      7.9     94.8     79.1      5.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2       12        1        9        3       12       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,377,628
COMMITMENTS
 1777217  2003233  1870796  6989930  6400549 10637943 10274578  739,685  1103050

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    195,106)
  81,212  114,546  -27,474   67,072   61,786  120,810  148,858   74,296   46,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.6     16.4     61.4     56.3     93.5     90.3      6.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      49       90      107      128      149      248      285                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      685,208
COMMITMENTS
  71,967   82,199   28,503  496,431  484,580  596,901  595,282   88,307   89,926

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      6,931)
    -366   -1,735    3,151    8,023   10,115   10,808   11,530   -3,877   -4,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     12.0      4.2     72.4     70.7     87.1     86.9     12.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     105      118       58      240      248      371      399                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      103,937
COMMITMENTS
  12,640    3,596    2,788   55,892   69,871   71,320   76,255   32,617   27,682

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,051)
   1,465      431      289    1,090    4,490    2,844    5,210   -1,793   -4,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      3.5      2.7     53.8     67.2     68.6     73.4     31.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13        5        5       33       32       49       40                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,906,354
COMMITMENTS
 316,333  412,712  108,878  2202695  2073544  2627906  2595134  278,448  311,220

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     29,399)
  -1,447   -3,123    6,602   34,665   28,123   39,820   31,602  -10,421   -2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     14.2      3.7     75.8     71.3     90.4     89.3      9.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
      98      121       52      229      237      353      384                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,314
COMMITMENTS
  11,340    3,151      394   67,597   83,073   79,331   86,618   10,983    3,696

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        454)
   2,713      204      -94   -2,583    1,098       36    1,208      418     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      3.5      0.4     74.8     92.0     87.8     95.9     12.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      15        5        2       48       39       63       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,314
COMMITMENTS
  18,966    7,614    1,678   42,510   55,509   63,154   64,801    6,161    4,513

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,865)
     768      460     -228      895    1,208    1,435    1,439      430      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     11.0      2.4     61.3     80.1     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      60       41       15       82       74      149      124                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      346,572
COMMITMENTS
  94,829   38,068    8,391  212,548  277,547  315,768  324,006   30,804   22,566

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      9,324)
   3,842    2,301   -1,142    4,475    6,038    7,175    7,197    2,149    2,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     11.0      2.4     61.3     80.1     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      60       41       15       82       74      149      124                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      154,800
COMMITMENTS
  48,063   94,711    1,962   86,462   26,968  136,487  123,641   18,313   31,159

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      2,215)
   2,026   -8,471      695   -4,165   11,368   -1,444    3,592    3,659   -1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     61.2      1.3     55.9     17.4     88.2     79.9     11.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       43       12       21       18       48       67                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       51,941
COMMITMENTS
  22,889   19,515      681   19,641   24,405   43,211   44,601    8,730    7,340

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,581)
     730   -1,550      -10   -2,195     -193   -1,475   -1,753     -106      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     37.6      1.3     37.8     47.0     83.2     85.9     16.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       18        4       18        9       43       28                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       97,519
COMMITMENTS
  44,603   11,119    1,437   42,000   28,101   88,040   40,657    9,479   56,862

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      2,647)
     -50    2,048      249    2,558    1,300    2,757    3,597     -110     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     11.4      1.5     43.1     28.8     90.3     41.7      9.7     58.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       11        7       36       19       77       36                  



Updated December 4, 2015