BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,198
COMMITMENTS
     713    1,148      717    3,605    3,203    5,035    5,067    1,163    1,130

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        299)
      45       84       23       84      150      151      257      148       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     18.5     11.6     58.2     51.7     81.2     81.8     18.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        9       12       15       15       28       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,583
COMMITMENTS
  18,025    5,922   12,241   18,412   18,041   48,678   36,204    5,905   18,379

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      5,630)
   1,947      578    1,685    1,760    1,590    5,393    3,853      238    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     10.9     22.4     33.7     33.1     89.2     66.3     10.8     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       27       32       37       26       72       71                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,284
COMMITMENTS
     312    2,335    2,298    8,807    6,527   11,418   11,160      866    1,124

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        958)
     127      321      261      525      603      914    1,185       44     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     19.0     18.7     71.7     53.1     92.9     90.8      7.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       21       18       25       19       44       42                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,693
COMMITMENTS
     621       56      642    1,921    1,635    3,184    2,332      509    1,361

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        396)
      64       33       88      277      246      430      366      -33       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      1.5     17.4     52.0     44.3     86.2     63.2     13.8     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        7       11        9       19       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,055
COMMITMENTS
  53,958   54,394   74,971   79,709   68,768  208,638  198,133   19,417   29,922

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -33,301)
  -1,730     -504  -26,792   -3,884   -6,141  -32,405  -33,437     -896      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     23.9     32.9     35.0     30.2     91.5     86.9      8.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     103       77      105       77       70      221      222                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      349,831
COMMITMENTS
  63,244   55,595  111,413  145,375  132,658  320,033  299,666   29,798   50,165

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -1,006)
  -4,215   -3,184      929    2,939      640     -347   -1,614     -659      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     15.9     31.8     41.6     37.9     91.5     85.7      8.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     101      104      136      136      135      313      315                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,332
COMMITMENTS
   1,335    1,433      836      794    1,026    2,964    3,295    1,368    1,037

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        -13)
     123      -74     -160     -122      152     -160      -83      147       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     33.1     19.3     18.3     23.7     68.4     76.1     31.6     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       17       11       15       16       42       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,199
COMMITMENTS
  12,260    8,252   13,082   12,536    7,902   37,878   29,237    9,320   17,962

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -1,688)
  -1,071   -1,067      -76      386   -1,054     -761   -2,197     -927      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     17.5     27.7     26.6     16.7     80.3     61.9     19.7     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      44       49       52       62       50      137      132                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,326
COMMITMENTS
     709    4,411      170    3,447      347    4,326    4,928    1,001      398

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        647)
      92      709      -46      517      -30      563      633       84       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     82.8      3.2     64.7      6.5     81.2     92.5     18.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        5        4       11        4       19       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,952
COMMITMENTS
   2,343   22,224    5,598   36,054   11,960   43,995   39,782      957    5,170

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      4,201)
     356    3,004      404    3,186      344    3,946    3,752      256      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     49.4     12.5     80.2     26.6     97.9     88.5      2.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      10       43       31       25       23       61       71                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,182
COMMITMENTS
   2,492    3,327        0   25,860   25,404   28,352   28,731      830      451

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -15,930)
    -760      911   -1,949  -13,292  -14,800  -16,001  -15,838       71      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     11.4      0.0     88.6     87.1     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        0       10        9       16       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      181,006
COMMITMENTS
  38,955   98,121   11,032  106,160   26,807  156,147  135,960   24,859   45,046

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -24,407)
  -2,109    2,989   -1,311  -21,702  -26,098  -25,122  -24,420      715       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     54.2      6.1     58.7     14.8     86.3     75.1     13.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      23       39       17       24       28       57       74                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,454
COMMITMENTS
  27,358   24,922    1,514   17,959    5,665   46,830   32,102    5,624   20,352

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -2,525)
  -1,803   -2,814     -327      154      294   -1,976   -2,847     -550      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     47.5      2.9     34.2     10.8     89.3     61.2     10.7     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       14        7       10       12       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      138,247
COMMITMENTS
  28,771   85,218    1,945  104,309   43,880  135,025  131,042    3,222    7,205

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -6,625)
  -6,022   -9,698    1,016   -1,421    2,368   -6,427   -6,314     -197     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     61.6      1.4     75.5     31.7     97.7     94.8      2.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      22       68       11       14       18       44       89                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      219,773
COMMITMENTS
  42,788   68,262   17,271  141,570   93,864  201,628  179,397   18,145   40,375

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     34,914)
   3,912   11,816    4,851   25,140   11,733   33,903   28,400    1,011    6,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     31.1      7.9     64.4     42.7     91.7     81.6      8.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      30       38       18       26       36       64       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      220,581
COMMITMENTS
  35,387   69,066   15,982  152,555   98,222  203,924  183,269   16,657   37,312

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,987)
    -792    3,039       97    6,476   -1,708    5,782    1,427   -3,795      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     31.3      7.2     69.2     44.5     92.4     83.1      7.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      26       50       26       27       42       69      102                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      476,418
COMMITMENTS
  70,375  222,139   49,909  295,614  121,617  415,897  393,665   60,521   82,753

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      2,379)
  -1,048   -2,224    3,407     -910    4,364    1,449    5,547      930   -3,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     46.6     10.5     62.0     25.5     87.3     82.6     12.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      52      112       62       54       68      144      204                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,542
COMMITMENTS
   8,968    5,908      421   10,423   12,789   19,812   19,118      730    1,424

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        835)
    -569      519        2    1,510      346      943      867     -108      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     28.8      2.0     50.7     62.3     96.4     93.1      3.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       15        2        3        3       12       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,057
COMMITMENTS
  14,946   15,167      211    6,207    4,514   21,364   19,892    2,693    4,165

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        431)
  -1,400      -60      109    1,494      259      203      308      228      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.1     63.0      0.9     25.8     18.8     88.8     82.7     11.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       20        4       11        9       33       32                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,698,338
COMMITMENTS
 1202117  1269832  6888000  7891769  7413848 15981886 15571679  716,453  1126659

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    288,411)
 -24,658   80,878  248,798   91,328  -88,232  315,468  241,444  -27,057   46,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      7.6     41.2     47.3     44.4     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      56       87      115      127      141      255      278                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      727,611
COMMITMENTS
  68,923   77,597   77,972  466,494  462,070  613,389  617,640  114,222  109,972

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:   -232,209)
  -7,791     -213  -39,744 -167,487 -177,871 -215,023 -217,829  -17,186  -14,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     10.7     10.7     64.1     63.5     84.3     84.9     15.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     135      136      143      237      248      454      447                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      121,960
COMMITMENTS
  12,269    2,261   16,864   61,223   50,256   90,355   69,381   31,605   52,579

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -77,394)
  -5,480   -3,016  -11,609  -40,809  -70,261  -57,898  -84,885  -19,497    7,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      1.9     13.8     50.2     41.2     74.1     56.9     25.9     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       14       25       42       36       75       61                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,028,253
COMMITMENTS
 300,660  394,069  288,153  2026355  2059070  2615168  2741293  413,085  286,960

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:   -774,074)
 -38,192  -12,620 -114,044 -633,391 -538,053 -785,626 -664,717   11,553 -109,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     13.0      9.5     66.9     68.0     86.4     90.5     13.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     125      130      130      228      240      427      426                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,384
COMMITMENTS
  10,035    3,708      790   65,689   77,807   76,514   82,305    9,870    4,079

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -6,680)
     551      903      380   -7,437   -7,806   -6,506   -6,523     -174     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      4.3      0.9     76.0     90.1     88.6     95.3     11.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      11        5        3       51       36       63       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,944
COMMITMENTS
  16,844    7,248    1,325   38,931   50,973   57,099   59,546    5,845    3,398

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -17,128)
  -2,809      317   -1,501  -14,241  -16,873  -18,550  -18,056    1,422      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     11.5      2.1     61.8     81.0     90.7     94.6      9.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      61       37       17       68       57      138      102                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      314,720
COMMITMENTS
  84,218   36,242    6,624  194,653  254,864  285,495  297,730   29,225   16,990

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -85,641)
 -14,043    1,587   -7,503  -71,206  -84,365  -92,751  -90,281    7,110    4,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     11.5      2.1     61.8     81.0     90.7     94.6      9.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      61       37       17       68       57      138      102                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,448
COMMITMENTS
  49,026   70,323    5,174   46,737   12,320  100,936   87,817   15,511   28,631

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -5,873)
 -13,415   -2,959     -375   10,736   -1,611   -3,054   -4,945   -2,818     -928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     60.4      4.4     40.1     10.6     86.7     75.4     13.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       44       11       20       18       46       66                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,555
COMMITMENTS
  18,358    7,725      133   19,734   37,348   38,225   45,206   10,330    3,349

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:       -273)
    -666      -78       -6     -330      -10   -1,002      -94      729     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8     15.9      0.3     40.6     76.9     78.7     93.1     21.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20       10        1       14       12       34       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,106
COMMITMENTS
  20,377    7,820    1,408   37,748   12,415   59,533   21,643    8,573   46,463

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        513)
    -625   -1,550    1,253      658      482    1,286      185     -773      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     11.5      2.1     55.4     18.2     87.4     31.8     12.6     68.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29        8        3       31       17       62       26                  



Updated December 25, 2015