BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,086
COMMITMENTS
     593    1,365      245    3,149    2,582    3,987    4,192    1,099      894

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        113)
      33      157      -37       63       -1       59      119       54       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     26.8      4.8     61.9     50.8     78.4     82.4     21.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       11        9       13       13       27       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,752
COMMITMENTS
  18,578   10,633      653   12,197   12,828   31,428   24,114    2,324    9,638

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,270)
   1,133      712      -31      235      675    1,337    1,356      -67      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.0     31.5      1.9     36.1     38.0     93.1     71.4      6.9     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       29       21       25       20       51       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,514
COMMITMENTS
     371    2,008      496    6,230    4,022    7,097    6,526      417      988

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        183)
      37      -94        1      193      182      231       89      -48       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     26.7      6.6     82.9     53.5     94.5     86.9      5.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5       18       14       21       16       36       38                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        2,750
COMMITMENTS
     490      227      361    1,714    1,488    2,565    2,076      185      674

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         98)
     -52        0       59       91       35       98       94        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      8.3     13.1     62.3     54.1     93.3     75.5      6.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        5        7        8       15       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,456
COMMITMENTS
  55,445   64,251   27,300   69,195   52,628  151,940  144,179   14,516   22,277

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        883)
  -1,248   -2,789       10    3,071    3,937    1,833    1,158     -950     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     38.6     16.4     41.6     31.6     91.3     86.6      8.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      76       81       74       55       65      171      194                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      262,818
COMMITMENTS
  61,554   73,435   45,482  131,539  103,020  238,575  221,937   24,243   40,881

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     11,958)
  -3,567     -595    4,199   11,693    6,307   12,325    9,911     -367    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     27.9     17.3     50.0     39.2     90.8     84.4      9.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      83      113      107      105      124      258      293                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,845
COMMITMENTS
   1,276    1,650      517      877      817    2,670    2,984    1,175      861

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -200)
     -90       49      -51       98      -59      -43      -61     -157     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     42.9     13.4     22.8     21.2     69.4     77.6     30.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       20        7       14       13       37       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,560
COMMITMENTS
  12,489   10,283    4,612   10,112    5,548   27,213   20,443    7,347   14,117

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -121)
    -356     -421       99      109     -153     -148     -475       27      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     29.8     13.3     29.3     16.1     78.7     59.2     21.3     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       53       34       45       43      103      116                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,236
COMMITMENTS
     775    4,745       77    3,359      120    4,211    4,942    1,025      294

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        307)
      76      299       18      171       -6      265      311       42       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     90.6      1.5     64.2      2.3     80.4     94.4     19.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6        5       11        4       20       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,308
COMMITMENTS
   3,623   20,140      612   27,547    9,026   31,782   29,778      526    2,530

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        985)
     307      990      -58      727      106      976    1,038        9      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     62.3      1.9     85.3     27.9     98.4     92.2      1.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       29       17       22       19       45       60                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,231
COMMITMENTS
   2,809    3,593        0   25,699   25,110   28,508   28,703      723      528

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         49)
     317      266        0     -161     -294      156      -28     -107       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     12.3      0.0     87.9     85.9     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        4        0       10        9       18       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,137
COMMITMENTS
  47,598  108,385      372  101,821   21,148  149,791  129,905   22,346   42,232

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      8,556)
   4,143    8,903      -11    4,632      708    8,764    9,600     -208   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     63.0      0.2     59.2     12.3     87.0     75.5     13.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      26       35        4       22       25       48       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,114
COMMITMENTS
  26,836   23,272      160   17,028    5,091   44,024   28,523    5,090   20,591

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,151)
    -810   -1,622        2       39      -95     -769   -1,715     -382      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     47.4      0.3     34.7     10.4     89.6     58.1     10.4     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       10        4       10       10       20       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      139,756
COMMITMENTS
  30,566   87,953      925  105,141   43,545  136,632  132,423    3,124    7,333

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,902)
   1,830    2,498     -723      870      -49    1,977    1,726      -75      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     62.9      0.7     75.2     31.2     97.8     94.8      2.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      24       67        9       14       18       46       86                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      204,038
COMMITMENTS
  40,476   71,498    1,901  143,839   91,028  186,216  164,427   17,822   39,611

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      9,725)
  -1,599    2,762      394    9,623    6,484    8,418    9,640    1,307       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     35.0      0.9     70.5     44.6     91.3     80.6      8.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      22       39        7       23       32       48       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,825
COMMITMENTS
  45,008   62,234    2,527  131,111   96,331  178,646  161,092   18,179   35,733

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -550)
   7,331   -5,810     -128  -10,800    5,358   -3,597     -580    3,047       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     31.6      1.3     66.6     48.9     90.8     81.8      9.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       39       15       24       30       55       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      400,497
COMMITMENTS
  66,973  227,523    4,976  273,701   93,279  345,650  325,778   54,847   74,719

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -6,036)
  -3,536   -4,033     -314   -1,653       -4   -5,503   -4,351     -533   -1,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     56.8      1.2     68.3     23.3     86.3     81.3     13.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      47      103       31       53       57      113      178                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       29,333
COMMITMENTS
   9,858    7,307    3,479   15,112   17,204   28,449   27,990      884    1,343

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      8,791)
     890    1,399    3,058    4,689    4,415    8,637    8,872      154      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     24.9     11.9     51.5     58.7     97.0     95.4      3.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       11        2        3        4       12       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,587
COMMITMENTS
  14,971   15,117      103    6,004    5,148   21,078   20,368    3,509    4,219

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        530)
      25      -50     -108     -203      634     -286      476      816       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     61.5      0.4     24.4     20.9     85.7     82.8     14.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       20        3       10       11       33       32                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,275,110
COMMITMENTS
 1396935  1808938  1724258  6511761  5702970  9632954  9236166  642,156  1038944

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     70,836)
  14,840  112,426      513   81,228  -22,537   96,581   90,402  -25,745  -19,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     17.6     16.8     63.4     55.5     93.8     89.9      6.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      40       83       98      113      133      223      254                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      584,476
COMMITMENTS
  65,543   78,229   24,265  395,390  385,718  485,198  488,212   99,278   96,264

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -9,178)
  -2,419   -1,097      554   -1,520   -3,124   -3,386   -3,668   -5,792   -5,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     13.4      4.2     67.6     66.0     83.0     83.5     17.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      96      116       54      218      231      340      376                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       83,193
COMMITMENTS
  10,075    3,329    2,368   40,922   34,851   53,365   40,548   29,828   42,645

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -394)
     136    1,069     -316   -1,686    5,913   -1,866    6,666    1,472   -7,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      4.0      2.8     49.2     41.9     64.1     48.7     35.9     51.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        7        3       31       25       42       34                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,506,414
COMMITMENTS
 298,004  395,166   88,819  1772340  1754333  2159163  2238318  347,251  268,096

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -43,919)
  -9,563   -7,620    1,136      829  -45,185   -7,598  -51,669  -36,321    7,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.8      3.5     70.7     70.0     86.1     89.3     13.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
      92      117       48      207      222      323      363                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,331
COMMITMENTS
   8,698    3,814      756   64,582   74,368   74,036   78,938    9,295    4,393

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -3,053)
  -1,337      106      -34   -1,107   -3,439   -2,478   -3,367     -575      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      4.6      0.9     77.5     89.2     88.8     94.7     11.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      10        5        2       52       35       63       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,214
COMMITMENTS
  19,138    6,954      519   38,002   52,140   57,659   59,613    5,555    3,601

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,615)
   2,345     -261     -273     -290    1,845    1,782    1,311     -167      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     11.0      0.8     60.1     82.5     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      67       36       10       65       55      136       97                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,070
COMMITMENTS
  95,688   34,769    2,597  190,010  260,698  288,295  298,064   27,775   18,006

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      8,077)
  11,724   -1,306   -1,366   -1,448    9,225    8,910    6,553     -833    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     11.0      0.8     60.1     82.5     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      67       36       10       65       55      136       97                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       98,174
COMMITMENTS
  44,766   62,311      381   37,489    9,384   82,636   72,076   15,538   26,098

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -8,127)
  -4,356   -7,665      142   -5,554      -91   -9,768   -7,614    1,641     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     63.5      0.4     38.2      9.6     84.2     73.4     15.8     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       41        5       20       13       42       55                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,082
COMMITMENTS
  19,867    7,162      133   19,932   37,502   39,932   44,797    8,150    3,285

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -473)
   1,509     -563        0      198      154    1,707     -409   -2,180      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     14.9      0.3     41.5     78.0     83.0     93.2     17.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19        8        1       15       12       34       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,567
COMMITMENTS
  20,960    7,345      978   40,712   13,324   62,650   21,647    7,917   48,920

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,461)
     583     -475     -430    2,964      909    3,117        4     -656    2,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.4      1.4     57.7     18.9     88.8     30.7     11.2     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      30        9        3       29       19       61       29                  



Updated January 1, 2016