BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,337
COMMITMENTS
     758    2,414      717    5,494    4,134    6,970    7,266    1,367    1,071

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        579)
      23       60       72      467      364      562      495       18       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     29.0      8.6     65.9     49.6     83.6     87.2     16.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        7       15       15       24       27
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       66,948
COMMITMENTS
  22,102    5,781   13,802   26,539   27,673   62,442   47,256    4,507   19,693

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        986)
     -51       36      -40      725      159      635      156      352      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      8.6     20.6     39.6     41.3     93.3     70.6      6.7     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13       33       33       38       33       76       75
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,359
COMMITMENTS
      71    1,525    1,204    6,097    4,496    7,372    7,225      987    1,135

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        824)
     -43      196      369      563      258      888      823      -64        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     18.2     14.4     72.9     53.8     88.2     86.4     11.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       12       10       21       18       32       32
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,686
COMMITMENTS
   2,096       93      395    1,657    2,262    4,149    2,749      537    1,937

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        349)
      63       15       70      175      139      308      225       41      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      2.0      8.4     35.4     48.3     88.5     58.7     11.5     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        7        7       11       15       18
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      298,604
COMMITMENTS
  78,398   51,678  100,381   92,895  106,001  271,674  258,060   26,930   40,544

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      9,657)
    -794    3,487    6,595    2,126   -2,750    7,926    7,332    1,731    2,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     17.3     33.6     31.1     35.5     91.0     86.4      9.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     105       95      118       94       81      256      245
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      351,210
COMMITMENTS
  91,568   24,640  107,629  116,595  164,943  315,792  297,212   35,418   53,998

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     12,538)
     141      -36    9,199    1,198      169   10,538    9,332    1,999    3,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      7.0     30.6     33.2     47.0     89.9     84.6     10.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     118       93      140      127      151      331      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,048
COMMITMENTS
   2,303    3,994      606    2,731      753    5,640    5,354    1,408    1,694

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        848)
     440      255      151      203      265      794      671       54      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     56.7      8.6     38.7     10.7     80.0     76.0     20.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       37       10       28       14       54       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,564
COMMITMENTS
  12,701    6,801   14,664   17,964   12,210   45,329   33,675   10,235   21,888

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,807)
     728     -179      790      875      651    2,393    1,261     -586      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     12.2     26.4     32.3     22.0     81.6     60.6     18.4     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      71       54       56       82       94      179      180
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       43,297
COMMITMENTS
   2,775   24,610    4,650   34,940   10,331   42,365   39,591      932    3,706

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,147)
      32      147        5    1,109      793    1,146      945        1      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     56.8     10.7     80.7     23.9     97.8     91.4      2.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       8       38       19       23       18       48       58
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       52,578
COMMITMENTS
   7,999    5,617      994   43,320   45,390   52,313   52,001      265      577

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -12,414)
    -628    1,128   -4,798   -6,806   -8,191  -12,232  -11,861     -182     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     10.7      1.9     82.4     86.3     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        1       12       13       17       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      177,420
COMMITMENTS
  19,011   53,906   12,179  122,336   65,592  153,526  131,677   23,893   45,742

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     13,638)
  -1,656   -7,362  -12,104   27,037   32,111   13,277   12,646      361      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     30.4      6.9     69.0     37.0     86.5     74.2     13.5     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       28       14       25       26       55       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,561
COMMITMENTS
  18,424   15,180    4,775   15,778    7,705   38,977   27,661    6,584   17,900

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -12,984)
  11,640    1,081   -7,092  -17,018   -5,585  -12,470  -11,596     -514   -1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4     33.3     10.5     34.6     16.9     85.5     60.7     14.5     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9       13        8        7       10       20       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,371
COMMITMENTS
  23,713   79,655    1,141  108,085   46,589  132,939  127,385    2,433    7,986

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -49,863)
  -6,926   13,334  -31,136  -11,222  -32,764  -49,284  -50,566     -579      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     58.8      0.8     79.8     34.4     98.2     94.1      1.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       68        5       19       20       46       89
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      243,727
COMMITMENTS
  44,490   79,636   36,338  146,241   90,059  227,069  206,033   16,658   37,694

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,805)
  -1,840     -528    4,919   -1,980   -9,927    1,098   -5,536   -2,903    3,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     32.7     14.9     60.0     37.0     93.2     84.5      6.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      33       41       25       29       38       76       90
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      222,605
COMMITMENTS
  44,348   92,487   15,075  149,746   50,546  209,169  158,108   13,437   64,497

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -38,298)
  11,910      812  -17,206  -30,941  -18,189  -36,237  -34,582   -2,061   -3,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     41.5      6.8     67.3     22.7     94.0     71.0      6.0     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      24       60       20       28       38       66      104
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      571,811
COMMITMENTS
  50,667  251,802   81,481  395,216  137,488  527,364  470,771   44,447  101,040

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -26,021)
  -5,671    9,803   -4,842  -12,935  -29,465  -23,449  -24,504   -2,572   -1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     44.0     14.2     69.1     24.0     92.2     82.3      7.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      56      112       66       56       65      151      205
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,555
COMMITMENTS
   4,961   12,144    3,721   13,240    5,358   21,922   21,223      633    1,332

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -871)
    -724   -2,091      283     -548      814     -989     -994      118      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     53.8     16.5     58.7     23.8     97.2     94.1      2.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5       12        5        5        4       14       17
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,317
COMMITMENTS
  13,117   14,258      743    7,155    2,711   21,015   17,712    2,302    5,605

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -6,409)
    -230   -1,569   -2,202   -4,491   -1,849   -6,923   -5,620      514     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3     61.1      3.2     30.7     11.6     90.1     76.0      9.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       29        3        7        7       27       37
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,237,865
COMMITMENTS
 1738359  1682115  6961938  7707401  7325787 16407697 15969841  830,168  1268024

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -2,186,096)
 148,901 -103,006 -1525262 -810,296 -511,176 -2186658 -2139445      562  -46,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      9.8     40.4     44.7     42.5     95.2     92.6      4.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      57       96      121      138      155      270      301
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,082,417
COMMITMENTS
  97,627  103,126   74,785  731,329  748,074  903,741  925,985  178,675  156,431

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     74,608)
  -5,490   -6,840    3,390   78,795   73,955   76,696   70,506   -2,088    4,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      9.5      6.9     67.6     69.1     83.5     85.5     16.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     170      131      163      261      258      508      477
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      291,551
COMMITMENTS
  17,946    5,692   22,398  203,811  160,990  244,155  189,080   47,396  102,470

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     27,739)
   4,551   -6,291    1,084   29,533   26,875   35,168   21,668   -7,430    6,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.0      7.7     69.9     55.2     83.7     64.9     16.3     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21       13       26       52       49       86       77
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,954,330
COMMITMENTS
 412,388  501,153  247,951  2637593  2935420  3297932  3684524  656,398  269,806

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    234,347)
 -58,728  -11,266   20,053  246,311  235,399  207,636  244,186   26,711   -9,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     12.7      6.3     66.7     74.2     83.4     93.2     16.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     158      123      150      251      251      478      455
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,111
COMMITMENTS
   9,294    4,527    1,772   81,697   87,621   92,763   93,920   12,348   11,191

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     12,751)
    -298      343     -182   13,117   13,924   12,637   14,085      114   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.3      1.7     77.7     83.4     88.3     89.4     11.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      15        7        5       56       43       73       54
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,744
COMMITMENTS
  18,546    6,011    2,100   72,319   88,695   92,964   96,807    8,780    4,938

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     11,234)
  -4,970   -1,681   -1,022   16,804   13,715   10,812   11,012      421      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.9      2.1     71.1     87.2     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      66       33       29       93       75      168      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,066
COMMITMENTS
   1,205        0        0   15,047   17,184   16,252   17,184    1,814      882

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        162)
    -520        0        0      626      190      106      190       56      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.0     83.3     95.1     90.0     95.1     10.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       12       10       15       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      418,391
COMMITMENTS
  86,703   30,056   10,501  286,358  357,556  383,562  398,113   34,828   20,278

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     55,359)
 -24,716  -10,874   -2,644   80,892   67,626   53,532   54,108    1,827    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      7.2      2.5     68.4     85.5     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      64       33       29       91       74      164      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      170,248
COMMITMENTS
  62,183   92,786    8,963   84,030   25,649  155,176  127,398   15,072   42,850

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -42,850)
  46,631     -812  -33,501  -54,176   -3,115  -41,046  -37,429   -1,805   -5,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     54.5      5.3     49.4     15.1     91.1     74.8      8.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      24       50       19       18       24       55       80
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,894
COMMITMENTS
  19,102    6,990        0   27,125   44,635   46,227   51,625   11,667    6,269

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -27,144)
     383  -10,834   -2,664  -22,007   -9,596  -24,288  -23,094   -2,856   -4,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     12.1      0.0     46.9     77.1     79.8     89.2     20.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23        8        0       21       11       44       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      104,930
COMMITMENTS
  36,639    2,425      459   57,805    7,912   94,903   10,796   10,027   94,134

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -34,011)
 -16,631   -5,610   -4,352  -12,383  -27,730  -33,366  -37,692     -645    3,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      2.3      0.4     55.1      7.5     90.4     10.3      9.6     89.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      36        7        4       31       16       69       25



Updated March 20, 2015