BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,333:       755      1,305        684      3,672      3,235      5,112      5,224:     1,221      1,109
Old  :     6,333:       755      1,305        684      3,672      3,235      5,112      5,224:     1,221      1,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       135:        42        157        -32         67         32         77        156:        58        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       20.6       10.8       58.0       51.1       80.7       82.5:      19.3       17.5
Old  :     100.0:      11.9       20.6       10.8       58.0       51.1       80.7       82.5:      19.3       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7         10         10         14         15         28         28:
Old  :        37:         7         10         10         14         15         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       43.0       57.6       58.6       32.7       42.9       50.0       54.8
Old  :                 38.4       43.0       57.6       58.6       32.7       42.9       50.0       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    55,377:    18,962      6,308     12,297     18,544     18,841     49,803     37,446:     5,574     17,930
Old  :    55,377:    18,962      6,308     12,297     18,544     18,841     49,803     37,446:     5,574     17,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       793:       937        386         56        132        800      1,125      1,243:      -331       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       11.4       22.2       33.5       34.0       89.9       67.6:      10.1       32.4
Old  :     100.0:      34.2       11.4       22.2       33.5       34.0       89.9       67.6:      10.1       32.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        19         27         32         37         26         72         70:
Old  :        89:        19         27         32         37         26         72         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       22.3       50.1       34.6       33.0       19.0       45.2       25.1
Old  :                 34.0       22.3       50.1       34.6       33.0       19.0       45.2       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    12,628:       350      2,176      2,385      9,174      6,892     11,909     11,453:       718      1,175
Old  :    12,628:       350      2,176      2,385      9,174      6,892     11,909     11,453:       718      1,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       343:        38       -159         87        367        365        492        293:      -148         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       17.2       18.9       72.7       54.6       94.3       90.7:       5.7        9.3
Old  :     100.0:       2.8       17.2       18.9       72.7       54.6       94.3       90.7:       5.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3         20         18         26         20         45         42:
Old  :        52:         3         20         18         26         20         45         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       26.9       58.0       48.3       34.1       15.8       41.4       25.0
Old  :                 37.1       26.9       58.0       48.3       34.1       15.8       41.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     3,777:       572         56        696      2,002      1,665      3,270      2,418:       506      1,359
Old  :     3,777:       572         56        696      2,002      1,665      3,270      2,418:       506      1,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :        84:       -49          1         54         81         31         87         86:        -3         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        1.5       18.4       53.0       44.1       86.6       64.0:      13.4       36.0
Old  :     100.0:      15.1        1.5       18.4       53.0       44.1       86.6       64.0:      13.4       36.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          2          7         11          9         19         16:
Old  :        25:         6          2          7         11          9         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       39.7       70.6       53.7       36.7       34.5       57.4       41.6
Old  :                 44.5       39.7       70.6       53.7       36.7       34.5       57.4       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   226,786:    53,032     50,177     74,171     81,494     72,932    208,696    197,280:    18,090     29,506
Old  :   220,278:    51,240     51,050     71,439     80,165     68,908    202,844    191,397:    17,434     28,881
Other:     6,508:     2,849        185      1,674      1,329      4,024      5,852      5,883:       656        625
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -1,268:      -926     -4,217       -800      1,785      4,165         58       -852:    -1,327       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       22.1       32.7       35.9       32.2       92.0       87.0:       8.0       13.0
Old  :     100.0:      23.3       23.2       32.4       36.4       31.3       92.1       86.9:       7.9       13.1
Other:     100.0:      43.8        2.8       25.7       20.4       61.8       89.9       90.4:      10.1        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        93         77        102         78         70        214        216:
Old  :       271:        92         80        102         77         70        213        216:
Other:        53:        17          1         11         16         26         33         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       11.5       23.9       21.3       12.2       10.0       21.1       15.4
Old  :                 13.8       11.1       24.3       20.5       12.6        9.4       21.7       15.0
Other:                 48.5       50.0       69.4       66.5       44.2       38.0       49.0       46.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   361,673:    58,975     51,150    118,997    155,489    139,388    333,461    309,536:    28,212     52,137
Old  :   361,673:    58,975     51,150    118,997    155,489    139,388    333,461    309,536:    28,212     52,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    11,842:    -4,269     -4,444      7,584     10,113      6,731     13,428      9,870:    -1,586      1,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       14.1       32.9       43.0       38.5       92.2       85.6:       7.8       14.4
Old  :     100.0:      16.3       14.1       32.9       43.0       38.5       92.2       85.6:       7.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       102        110        142        142        145        327        330:
Old  :       401:       102        110        142        142        145        327        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       13.9       25.3       19.8       17.3       11.6       22.9       15.8
Old  :                 18.6       13.9       25.3       19.8       17.3       11.6       22.9       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,142:     1,263      1,504        752        894        988      2,909      3,244:     1,233        898
Old  :     4,142:     1,263      1,504        752        894        988      2,909      3,244:     1,233        898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :      -190:       -72         71        -83        100        -39        -55        -51:      -135       -139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       36.3       18.2       21.6       23.8       70.2       78.3:      29.8       21.7
Old  :     100.0:      30.5       36.3       18.2       21.6       23.8       70.2       78.3:      29.8       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        18         19         11         16         14         42         38:
Old  :        59:        18         19         11         16         14         42         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       28.3       32.5       44.6       15.6       25.3       27.2       36.7
Old  :                 19.1       28.3       32.5       44.6       15.6       25.3       27.2       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    47,230:    11,944      7,384     13,501     12,656      7,890     38,100     28,775:     9,130     18,455
Old  :    47,230:    11,944      7,384     13,501     12,656      7,890     38,100     28,775:     9,130     18,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :        31:      -316       -868        418        120        -12        222       -462:      -191        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       15.6       28.6       26.8       16.7       80.7       60.9:      19.3       39.1
Old  :     100.0:      25.3       15.6       28.6       26.8       16.7       80.7       60.9:      19.3       39.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        45         48         49         63         53        136        133:
Old  :       177:        45         48         49         63         53        136        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       11.9       25.3       19.5       13.6        7.3       20.5       10.3
Old  :                 16.4       11.9       25.3       19.5       13.6        7.3       20.5       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,635:       770      4,706        199      3,624        341      4,593      5,246:     1,043        390
Old  :     5,635:       770      4,706        199      3,624        341      4,593      5,246:     1,043        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       309:        61        295         29        177         -6        267        318:        42         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       83.5        3.5       64.3        6.0       81.5       93.1:      18.5        6.9
Old  :     100.0:      13.7       83.5        3.5       64.3        6.0       81.5       93.1:      18.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          5          5         11          5         20         14:
Old  :        24:         8          5          5         11          5         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       81.0       61.0       90.3       42.7       80.9       57.1       83.5
Old  :                 42.7       81.0       61.0       90.3       42.7       80.9       57.1       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    45,650:     2,391     22,747      5,814     36,536     12,027     44,741     40,588:       909      5,062
Old  :    45,650:     2,391     22,747      5,814     36,536     12,027     44,741     40,588:       909      5,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       698:        49        523        215        482         68        746        806:       -48       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       49.8       12.7       80.0       26.3       98.0       88.9:       2.0       11.1
Old  :     100.0:       5.2       49.8       12.7       80.0       26.3       98.0       88.9:       2.0       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        10         43         30         25         23         60         71:
Old  :        90:        10         43         30         25         23         60         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       37.0       70.6       54.2       52.6       37.0       69.5       50.5
Old  :                 52.6       37.0       70.6       54.2       52.6       37.0       69.5       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    29,359:     2,937      3,593          0     25,699     25,238     28,636     28,831:       723        528
Old  :    29,359:     2,937      3,593          0     25,699     25,238     28,636     28,831:       723        528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       177:       445        266          0       -161       -166        284        100:      -107         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       12.2        0.0       87.5       86.0       97.5       98.2:       2.5        1.8
Old  :     100.0:      10.0       12.2        0.0       87.5       86.0       97.5       98.2:       2.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          4          0         10         10         19         14:
Old  :        28:         9          4          0         10         10         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       80.6       90.0       93.3       81.4       77.6       87.7       88.0
Old  :                 81.4       80.6       90.0       93.3       81.4       77.6       87.7       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   189,038:    42,969    106,992     10,901    110,932     27,144    164,802    145,037:    24,236     44,001
Old  :   189,038:    42,969    106,992     10,901    110,932     27,144    164,802    145,037:    24,236     44,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     8,033:     4,014      8,872       -130      4,772        336      8,656      9,078:      -623     -1,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       56.6        5.8       58.7       14.4       87.2       76.7:      12.8       23.3
Old  :     100.0:      22.7       56.6        5.8       58.7       14.4       87.2       76.7:      12.8       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        26         41         17         26         31         61         80:
Old  :       105:        26         41         17         26         31         61         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       40.7       57.0       48.4       45.5       40.6       55.7       47.5
Old  :                 46.1       40.7       57.0       48.4       45.5       40.6       55.7       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    51,287:    26,547     23,294      1,543     17,951      5,536     46,041     30,373:     5,246     20,914
Old  :    51,287:    26,547     23,294      1,543     17,951      5,536     46,041     30,373:     5,246     20,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -1,167:      -810     -1,628         29         -8       -129       -790     -1,729:      -377        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       45.4        3.0       35.0       10.8       89.8       59.2:      10.2       40.8
Old  :     100.0:      51.8       45.4        3.0       35.0       10.8       89.8       59.2:      10.2       40.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         9         12          8         10         12         22         29:
Old  :        39:         9         12          8         10         12         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       38.9       70.8       46.0       54.5       38.9       70.5       45.6
Old  :                 54.5       38.9       70.8       46.0       54.5       38.9       70.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   140,189:    30,626     87,745      1,217    105,200     43,844    137,043    132,806:     3,146      7,383
Old  :   140,189:    30,626     87,745      1,217    105,200     43,844    137,043    132,806:     3,146      7,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     1,941:     1,855      2,527       -728        891        -36      2,018      1,764:       -76        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       62.6        0.9       75.0       31.3       97.8       94.7:       2.2        5.3
Old  :     100.0:      21.8       62.6        0.9       75.0       31.3       97.8       94.7:       2.2        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        25         66         12         14         18         47         88:
Old  :       119:        25         66         12         14         18         47         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.3       45.8       85.6       61.3       76.3       45.8       85.6       61.3
Old  :                 76.3       45.8       85.6       61.3       76.3       45.8       85.6       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   229,735:    40,570     70,474     18,059    151,645    100,758    210,273    189,290:    19,462     40,445
Old  :   229,735:    40,570     70,474     18,059    151,645    100,758    210,273    189,290:    19,462     40,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     9,962:    -2,218      2,212        788     10,075      6,893      8,645      9,893:     1,317         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       30.7        7.9       66.0       43.9       91.5       82.4:       8.5       17.6
Old  :     100.0:      17.7       30.7        7.9       66.0       43.9       91.5       82.4:       8.5       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        27         39         19         27         36         63         85:
Old  :       109:        27         39         19         27         36         63         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       28.7       61.7       38.3       49.0       28.1       60.3       36.1
Old  :                 50.3       28.7       61.7       38.3       49.0       28.1       60.3       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   220,870:    41,758     63,313     16,767    142,518    103,463    201,044    183,543:    19,826     37,327
Old  :   220,870:    41,758     63,313     16,767    142,518    103,463    201,044    183,543:    19,826     37,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       289:     6,371     -5,752        785    -10,036      5,241     -2,880        273:     3,169         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       28.7        7.6       64.5       46.8       91.0       83.1:       9.0       16.9
Old  :     100.0:      18.9       28.7        7.6       64.5       46.8       91.0       83.1:       9.0       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        25         45         26         27         38         67         94:
Old  :       114:        25         45         26         27         38         67         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       30.1       61.2       39.9       51.6       30.0       61.0       39.3
Old  :                 51.6       30.1       61.2       39.9       51.6       30.0       61.0       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   466,815:    66,425    218,445     47,078    293,705    120,913    407,208    386,436:    59,607     80,379
Old  :   466,815:    66,425    218,445     47,078    293,705    120,913    407,208    386,436:    59,607     80,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -9,603:    -3,950     -3,694     -2,831     -1,908       -704     -8,689     -7,229:      -914     -2,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       46.8       10.1       62.9       25.9       87.2       82.8:      12.8       17.2
Old  :     100.0:      14.2       46.8       10.1       62.9       25.9       87.2       82.8:      12.8       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        55        106         64         56         65        145        201:
Old  :       246:        55        106         64         56         65        145        201:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       24.8       44.4       34.2       27.9       24.8       43.4       32.5
Old  :                 28.2       24.8       44.4       34.2       27.9       24.8       43.4       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    29,333:     9,858      7,307      3,479     15,112     17,204     28,449     27,990:       884      1,343
Old  :    29,333:     9,858      7,307      3,479     15,112     17,204     28,449     27,990:       884      1,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     8,791:       890      1,399      3,058      4,689      4,415      8,637      8,872:       154        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       24.9       11.9       51.5       58.7       97.0       95.4:       3.0        4.6
Old  :     100.0:      33.6       24.9       11.9       51.5       58.7       97.0       95.4:       3.0        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8         11          2          3          4         12         16:
Old  :        24:         8         11          2          3          4         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       83.8       91.8       91.2       46.9       61.2       67.7       66.2
Old  :                 63.1       83.8       91.8       91.2       46.9       61.2       67.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    24,587:    14,971     15,117        103      6,004      5,148     21,078     20,368:     3,509      4,219
Old  :    24,587:    14,971     15,117        103      6,004      5,148     21,078     20,368:     3,509      4,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       530:        25        -50       -108       -203        634       -286        476:       816         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       61.5        0.4       24.4       20.9       85.7       82.8:      14.3       17.2
Old  :     100.0:      60.9       61.5        0.4       24.4       20.9       85.7       82.8:      14.3       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        21         20          3         10         11         33         32:
Old  :        59:        21         20          3         10         11         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       39.2       47.5       54.4       29.3       39.0       47.5       54.2
Old  :                 29.3       39.2       47.5       54.4       29.3       39.0       47.5       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :17,219,474: 1,224,557  1,375,322  7,220,387  8,077,931  7,508,229 16,522,875 16,103,939:   696,599  1,115,535
Old  :17,219,474: 1,224,557  1,375,322  7,220,387  8,077,931  7,508,229 16,522,875 16,103,939:   696,599  1,115,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :   521,136:    22,439    105,490    332,388    186,162     94,381    540,989    532,259:   -19,853    -11,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.0       41.9       46.9       43.6       96.0       93.5:       4.0        6.5
Old  :     100.0:       7.1        8.0       41.9       46.9       43.6       96.0       93.5:       4.0        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        55         89        115        126        140        254        277:
Old  :       293:        55         89        115        126        140        254        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       19.3       34.5       31.0       12.1        8.2       19.6       11.1
Old  :                 21.5       19.3       34.5       31.0       12.1        8.2       19.6       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   719,013:    65,436     76,446     78,698    467,166    458,643    611,300    613,788:   107,713    105,225
Old  :   719,013:    65,436     76,446     78,698    467,166    458,643    611,300    613,788:   107,713    105,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -8,598:    -3,487     -1,151        726        672     -3,427     -2,089     -3,851:    -6,509     -4,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.6       10.9       65.0       63.8       85.0       85.4:      15.0       14.6
Old  :     100.0:       9.1       10.6       10.9       65.0       63.8       85.0       85.4:      15.0       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       597:       128        139        141        237        246        446        447:
Old  :       597:       128        139        141        237        246        446        447:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       11.2       22.9       18.5       12.2        9.0       18.4       14.0
Old  :                 15.0       11.2       22.9       18.5       12.2        9.0       18.4       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   122,752:    11,677      3,088     17,691     60,295     56,347     89,663     77,126:    33,090     45,627
Old  :   122,752:    11,677      3,088     17,691     60,295     56,347     89,663     77,126:    33,090     45,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :       792:      -592        826        827       -928      6,091       -693      7,745:     1,485     -6,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.5       14.4       49.1       45.9       73.0       62.8:      27.0       37.2
Old  :     100.0:       9.5        2.5       14.4       49.1       45.9       73.0       62.8:      27.0       37.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        16         16         26         43         39         77         65:
Old  :        83:        16         16         26         43         39         77         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       22.1       30.8       32.3       17.3       15.2       24.4       21.8
Old  :                 20.7       22.1       30.8       32.3       17.3       15.2       24.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,981,301:   289,150    387,150    284,680  2,034,356  2,011,482  2,608,186  2,683,313:   373,116    297,988
Old  : 2,981,301:   289,150    387,150    284,680  2,034,356  2,011,482  2,608,186  2,683,313:   373,116    297,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :   -46,951:   -11,510     -6,919     -3,473      8,001    -47,588     -6,982    -57,980:   -39,969     11,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       13.0        9.5       68.2       67.5       87.5       90.0:      12.5       10.0
Old  :     100.0:       9.7       13.0        9.5       68.2       67.5       87.5       90.0:      12.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       570:       120        132        128        226        238        417        427:
Old  :       570:       120        132        128        226        238        417        427:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       12.0       24.9       19.6       13.5       10.5       21.1       16.5
Old  :                 15.8       12.0       24.9       19.6       13.5       10.5       21.1       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    83,331:     8,698      3,814        756     64,582     74,368     74,036     78,938:     9,295      4,393
Old  :    83,331:     8,698      3,814        756     64,582     74,368     74,036     78,938:     9,295      4,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -3,053:    -1,337        106        -34     -1,107     -3,439     -2,478     -3,367:      -575        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.6        0.9       77.5       89.2       88.8       94.7:      11.2        5.3
Old  :     100.0:      10.4        4.6        0.9       77.5       89.2       88.8       94.7:      11.2        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        10          5          2         52         35         63         41:
Old  :        84:        10          5          2         52         35         63         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       45.2       51.1       67.2       38.4       45.1       50.1       66.8
Old  :                 38.7       45.2       51.1       67.2       38.4       45.1       50.1       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    65,102:    19,259      6,978      1,237     38,942     53,127     59,438     61,341:     5,664      3,760
Old  :    65,102:    19,259      6,978      1,237     38,942     53,127     59,438     61,341:     5,664      3,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     2,158:     2,416       -271        -88         11      2,154      2,339      1,795:      -181        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       10.7        1.9       59.8       81.6       91.3       94.2:       8.7        5.8
Old  :     100.0:      29.6       10.7        1.9       59.8       81.6       91.3       94.2:       8.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        69         39         19         70         56        148        105:
Old  :       218:        69         39         19         70         56        148        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       30.0       50.3       48.1       41.6       29.9       50.1       47.9
Old  :                 41.6       30.0       50.3       48.1       41.6       29.9       50.1       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   325,509:    96,296     34,889      6,185    194,709    265,634    297,190    306,707:    28,319     18,802
Old  :   325,509:    96,296     34,889      6,185    194,709    265,634    297,190    306,707:    28,319     18,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    10,789:    12,078     -1,354       -439         56     10,770     11,695      8,977:      -906      1,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       10.7        1.9       59.8       81.6       91.3       94.2:       8.7        5.8
Old  :     100.0:      29.6       10.7        1.9       59.8       81.6       91.3       94.2:       8.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        69         39         19         70         56        148        105:
Old  :       218:        69         39         19         70         56        148        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       30.0       50.3       48.1       41.6       29.9       50.1       47.9
Old  :                 41.6       30.0       50.3       48.1       41.6       29.9       50.1       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   107,942:    44,924     62,671      5,057     41,022     12,112     91,002     79,840:    16,939     28,101
Old  :   107,942:    44,924     62,671      5,057     41,022     12,112     91,002     79,840:    16,939     28,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :    -8,506:    -4,102     -7,651       -117     -5,715       -208     -9,934     -7,977:     1,428       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       58.1        4.7       38.0       11.2       84.3       74.0:      15.7       26.0
Old  :     100.0:      41.6       58.1        4.7       38.0       11.2       84.3       74.0:      15.7       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        20         44         13         20         18         49         66:
Old  :        89:        20         44         13         20         18         49         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       32.0       61.3       39.6       53.8       32.0       60.1       39.4
Old  :                 54.3       32.0       61.3       39.6       53.8       32.0       60.1       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    48,082:    19,867      7,162        133     19,932     37,502     39,932     44,797:     8,150      3,285
Old  :    48,082:    19,867      7,162        133     19,932     37,502     39,932     44,797:     8,150      3,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :      -473:     1,509       -563          0        198        154      1,707       -409:    -2,180        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       14.9        0.3       41.5       78.0       83.0       93.2:      17.0        6.8
Old  :     100.0:      41.3       14.9        0.3       41.5       78.0       83.0       93.2:      17.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        19          8          1         15         12         34         21:
Old  :        53:        19          8          1         15         12         34         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       71.3       61.1       83.9       43.1       71.3       61.1       83.9
Old  :                 43.1       71.3       61.1       83.9       43.1       71.3       61.1       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    70,567:    20,960      7,345        978     40,712     13,324     62,650     21,647:     7,917     48,920
Old  :    70,567:    20,960      7,345        978     40,712     13,324     62,650     21,647:     7,917     48,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2015                    :
     :     2,461:       583       -475       -430      2,964        909      3,117          4:      -656      2,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       10.4        1.4       57.7       18.9       88.8       30.7:      11.2       69.3
Old  :     100.0:      29.7       10.4        1.4       57.7       18.9       88.8       30.7:      11.2       69.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        30          9          3         29         19         61         29:
Old  :        78:        30          9          3         29         19         61         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       13.3       41.7       19.6       26.6       12.7       40.0       18.4
Old  :                 27.9       13.3       41.7       19.6       26.6       12.7       40.0       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 1, 2016