BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,130
COMMITMENTS
     314    1,263      228    2,508    1,951    3,050    3,442    1,080      688

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -956)
    -279     -102      -17     -641     -631     -937     -750      -19     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     30.6      5.5     60.7     47.2     73.8     83.3     26.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3       10        7       12        9       21       20                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,029
COMMITMENTS
  17,603   10,243      524   10,081    9,900   28,208   20,667    2,821   10,362

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -2,723)
    -975     -390     -129   -2,116   -2,928   -3,220   -3,447      497      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     33.0      1.7     32.5     31.9     90.9     66.6      9.1     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       31       13       21       14       41       49                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,613
COMMITMENTS
     290    1,780      398    5,546    3,581    6,234    5,759      379      854

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -901)
     -81     -228      -98     -684     -441     -863     -767      -38     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     26.9      6.0     83.9     54.2     94.3     87.1      5.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       17       11       20       17       32       36                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      164,890
COMMITMENTS
  55,598   60,886   29,072   65,919   52,194  150,589  142,152   14,301   22,738

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -1,566)
     153   -3,365    1,772   -3,276     -434   -1,351   -2,027     -215      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     36.9     17.6     40.0     31.7     91.3     86.2      8.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      80       78       78       54       71      175      196                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      265,072
COMMITMENTS
  62,490   69,436   46,103  131,734  106,676  240,327  222,215   24,745   42,857

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      2,254)
     936   -3,999      621      195    3,656    1,752      278      502    1,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     26.2     17.4     49.7     40.2     90.7     83.8      9.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      82      107      111      111      131      264      304                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,825
COMMITMENTS
   1,142    1,540      582      937      856    2,661    2,978    1,164      847

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        -20)
    -134     -110       65       60       39       -9       -6      -11      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     40.3     15.2     24.5     22.4     69.6     77.9     30.4     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       20        7       16       13       37       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,530
COMMITMENTS
  12,915    9,807    4,744   11,088    6,784   28,747   21,335    6,783   14,195

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        970)
     426     -476      132      976    1,236    1,534      892     -564       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     27.6     13.4     31.2     19.1     80.9     60.0     19.1     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       49       38       53       53      118      128                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,158
COMMITMENTS
   3,193   18,888      330   25,080    7,431   28,603   26,649      555    2,509

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -3,150)
    -430   -1,252     -282   -2,467   -1,595   -3,179   -3,129       29      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     64.8      1.1     86.0     25.5     98.1     91.4      1.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       23       13       22       17       41       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,446
COMMITMENTS
   2,880    3,378        0   25,666   25,488   28,546   28,866      900      580

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        215)
      71     -215        0      -33      378       38      163      177       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     11.5      0.0     87.2     86.6     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        3        0       10       10       18       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      166,610
COMMITMENTS
  40,898  101,028    1,125  101,060   21,325  143,083  123,478   23,527   43,132

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -5,527)
  -6,700   -7,357      753     -761      177   -6,708   -6,427    1,181      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     60.6      0.7     60.7     12.8     85.9     74.1     14.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       36        5       21       25       46       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,276
COMMITMENTS
  26,419   22,799      173   18,611    3,533   45,203   26,505    5,073   23,771

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      1,162)
    -417     -473       13    1,583   -1,558    1,179   -2,018      -17    3,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     45.3      0.3     37.0      7.0     89.9     52.7     10.1     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       11        5       10        9       19       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      143,374
COMMITMENTS
  33,894   95,882      692  105,753   39,484  140,339  136,058    3,035    7,316

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,618)
   3,328    7,929     -233      612   -4,061    3,707    3,635      -89      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     66.9      0.5     73.8     27.5     97.9     94.9      2.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      26       65        6       15       19       47       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      221,993
COMMITMENTS
  44,662   75,158    1,856  158,902  104,501  205,420  181,515   16,573   40,478

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     17,955)
   4,186    3,660      -45   15,063   13,473   19,204   17,088   -1,249      867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     33.9      0.8     71.6     47.1     92.5     81.8      7.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      22       41        9       24       33       49       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      220,707
COMMITMENTS
  67,471   63,368    2,799  127,747  123,204  198,017  189,371   22,690   31,336

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     23,882)
  22,463    1,134      272   -3,364   26,873   19,371   28,279    4,511   -4,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     28.7      1.3     57.9     55.8     89.7     85.8     10.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       35       14       25       31       72       75                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      407,105
COMMITMENTS
  66,857  227,500    4,498  276,815   97,443  348,170  329,441   58,935   77,664

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      6,608)
    -116      -23     -478    3,114    4,164    2,520    3,663    4,088    2,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     55.9      1.1     68.0     23.9     85.5     80.9     14.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      50      102       27       53       58      114      176                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,320
COMMITMENTS
   6,360    8,430      400    6,749    4,054   13,509   12,884      811    1,436

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -15,013)
  -3,498    1,123   -3,079   -8,363  -13,150  -14,940  -15,106      -73       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     58.9      2.8     47.1     28.3     94.3     90.0      5.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       12        1        3        4        9       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,928
COMMITMENTS
  16,842   15,263      111    5,142    5,078   22,095   20,452    2,833    4,476

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        341)
   1,871      146        8     -862      -70    1,017       84     -676      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     61.2      0.4     20.6     20.4     88.6     82.0     11.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       18        2        9       10       33       29                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,501,396
COMMITMENTS
 1298999  1863739  1766801  6795358  5824320  9861158  9454860  640,238  1046536

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    226,286)
 -97,936   54,801   42,543  283,597  121,350  228,204  218,694   -1,918    7,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     17.7     16.8     64.7     55.5     93.9     90.0      6.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      37       84      101      117      133      228      256                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      612,018
COMMITMENTS
  66,819   83,627   27,733  404,763  392,169  499,314  503,529  112,703  108,488

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     27,542)
   1,276    5,397    3,468    9,373    6,452   14,117   15,318   13,425   12,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     13.7      4.5     66.1     64.1     81.6     82.3     18.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
      95      111       61      220      237      349      376                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       97,272
COMMITMENTS
  10,619    6,593    1,950   56,645   35,677   69,214   44,220   28,058   53,052

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     14,079)
     544    3,264     -418   15,723      826   15,849    3,672   -1,770   10,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      6.8      2.0     58.2     36.7     71.2     45.5     28.8     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10        9        3       37       25       49       36                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,573,728
COMMITMENTS
 312,164  416,335   97,749  1740588  1782462  2150501  2296546  423,227  277,182

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     67,314)
  14,160   21,169    8,930  -31,752   28,129   -8,662   58,228   75,976    9,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.2      3.8     67.6     69.3     83.6     89.2     16.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
      92      111       53      206      228      329      361                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,550
COMMITMENTS
   9,361    3,451      550   67,297   77,720   77,208   81,721    9,342    4,829

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,219)
     663     -363     -206    2,715    3,352    3,172    2,783       47      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      4.0      0.6     77.8     89.8     89.2     94.4     10.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11        5        2       50       37       62       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,436
COMMITMENTS
  16,822    9,629    1,254   37,352   45,751   55,428   56,635    5,008    3,802

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -2,778)
  -2,315    2,676      734     -650   -6,388   -2,231   -2,978     -547      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     15.9      2.1     61.8     75.7     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      60       40       13       66       55      133      101                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      302,181
COMMITMENTS
  84,112   48,147    6,269  186,758  228,757  277,139  283,173   25,042   19,008

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -13,889)
 -11,576   13,378    3,672   -3,252  -31,941  -11,156  -14,891   -2,733    1,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     15.9      2.1     61.8     75.7     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      60       40       13       66       55      133      101                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       99,001
COMMITMENTS
  46,047   59,808      205   35,972    9,916   82,224   69,929   16,777   29,072

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        827)
   1,281   -2,503     -176   -1,517      532     -412   -2,147    1,239    2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     60.4      0.2     36.3     10.0     83.1     70.6     16.9     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       41        5       18       16       40       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,061
COMMITMENTS
  20,121    5,868      139   19,917   37,541   40,177   43,548    6,884    3,513

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -1,021)
     254   -1,294        6      -15       39      245   -1,249   -1,266      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     12.5      0.3     42.3     79.8     85.4     92.5     14.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        5        1       15       12       32       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       73,704
COMMITMENTS
  19,373    7,015      732   42,398   12,547   62,503   20,294   11,201   53,410

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,137)
  -1,587     -330     -246    1,686     -777     -147   -1,353    3,284    4,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.5      1.0     57.5     17.0     84.8     27.5     15.2     72.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       11        2       33       20       58       33                  



Updated January 8, 2016