BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,635
COMMITMENTS
     455    1,310      250    2,872    2,298    3,577    3,858    1,058      777

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        400)
     140      144       -1      264      279      403      422       -3      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     28.3      5.4     62.0     49.6     77.2     83.2     22.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3       10        8       14       11       24       22                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,381
COMMITMENTS
  18,595   10,951      590   10,479   10,676   29,664   22,217    2,717   10,164

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        192)
      90      258      -71      194      297      213      484      -21     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     33.8      1.8     32.4     33.0     91.6     68.6      8.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11       34       15       22       17       42       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,495
COMMITMENTS
     310    2,185      403    6,394    3,798    7,107    6,386      388    1,109

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         84)
      -1      176      -59      163     -181      103      -64      -19      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     29.2      5.4     85.3     50.7     94.8     85.2      5.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       17       16       22       18       39       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      167,196
COMMITMENTS
  54,541   55,883   29,441   65,508   55,992  149,490  141,316   17,706   25,880

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,464)
   2,217     -206      129      991    2,812    3,337    2,735      127      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     33.4     17.6     39.2     33.5     89.4     84.5     10.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      84       76       84       55       72      185      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,924
COMMITMENTS
  65,048   66,765   51,119  131,525  111,763  247,692  229,647   28,232   46,277

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        929)
     -44      -10    1,467     -310     -923    1,113      534     -184      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     24.2     18.5     47.7     40.5     89.8     83.2     10.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      80      106      120      109      146      273      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,541
COMMITMENTS
   1,072    2,198      819    1,432      532    3,323    3,549    1,218      992

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        242)
      17      198       27      101      -53      145      172       97       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     48.4     18.0     31.5     11.7     73.2     78.2     26.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       21        8       20       12       45       38                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,880
COMMITMENTS
  13,342    9,622    5,616   11,095    6,999   30,053   22,237    6,827   14,643

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -125)
    -219     -277      439     -220     -473        0     -311     -125      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     26.1     15.2     30.1     19.0     81.5     60.3     18.5     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      37       48       39       43       50      105      125                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,452
COMMITMENTS
   3,323   20,319      393   27,115    8,296   30,831   29,008      621    2,444

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        491)
      14      541       13      450       56      477      610       14     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     64.6      1.2     86.2     26.4     98.0     92.2      2.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       25       14       22       18       40       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,338
COMMITMENTS
   3,372    2,721        0   25,195   26,014   28,567   28,735      771      603

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -121)
     292   -1,016        0     -397      916     -105     -100      -16      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      9.3      0.0     85.9     88.7     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        0        9       10       18       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      165,344
COMMITMENTS
  33,064   99,450    1,653  105,244   22,763  139,961  123,866   25,383   41,478

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -929)
  -5,773    1,399      473    2,451   -1,321   -2,849      551    1,920   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     60.1      1.0     63.7     13.8     84.6     74.9     15.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       31        8       22       25       45       63                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,290
COMMITMENTS
  25,191   24,285      173   18,208    3,405   43,572   27,863    5,718   21,427

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,862)
     707    3,125       -3    2,219      299    2,923    3,421      -61     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     49.3      0.4     36.9      6.9     88.4     56.5     11.6     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       12        5       11        9       23       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      171,971
COMMITMENTS
  30,361  106,364   21,086  116,877   36,514  168,324  163,964    3,647    8,007

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     23,288)
     946    2,934   16,107    5,970    4,463   23,023   23,504      265     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     61.8     12.3     68.0     21.2     97.9     95.3      2.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      27       67       13       19       19       55       92                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      259,589
COMMITMENTS
  37,863   76,442    5,769  197,965  133,170  241,597  215,381   17,992   44,208

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     20,721)
   3,569   11,627    1,591   15,776    9,797   20,936   23,015     -215   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     29.4      2.2     76.3     51.3     93.1     83.0      6.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      26       50       15       23       35       54       95                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      247,614
COMMITMENTS
  84,485   46,832    2,551  128,081  168,498  215,117  217,881   32,497   29,733

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      6,248)
   6,100   -6,287      656   -2,778   13,794    3,978    8,163    2,270   -1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     18.9      1.0     51.7     68.0     86.9     88.0     13.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      38       42       11       23       34       69       79                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      400,362
COMMITMENTS
  69,449  206,464    6,046  265,334  117,867  340,829  330,377   59,533   69,985

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,792)
   6,287   -3,149      223   -6,209    8,075      301    5,149    1,491   -3,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     51.6      1.5     66.3     29.4     85.1     82.5     14.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      50       95       29       53       55      114      169                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,316
COMMITMENTS
   6,520    1,945        0    8,539   24,847   15,059   26,792   16,257    4,524

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        984)
   1,024     -274     -485     -143    2,038      396    1,279      588     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      6.2      0.0     27.3     79.3     48.1     85.6     51.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        8        8       14       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,794
COMMITMENTS
   6,084    9,400      442    7,602    3,774   14,128   13,616      666    1,178

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        206)
     347      119       39      -96      267      290      425      -84     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     63.5      3.0     51.4     25.5     95.5     92.0      4.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       16        2        2        4       11       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,114
COMMITMENTS
  14,938   17,892      344   10,398    4,395   25,680   22,631    2,434    5,483

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,680)
  -2,211    2,284      147    5,101     -582    3,037    1,849     -357      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     63.6      1.2     37.0     15.6     91.3     80.5      8.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       26        4       12       11       34       39                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,156,746
COMMITMENTS
 1645761  1911772  1898425  6904784  6253484 10448970 10063681  707,776  1093065

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    199,243)
 236,229  110,542  -36,342   -9,908  115,911  189,979  190,111    9,264    9,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     17.1     17.0     61.9     56.1     93.7     90.2      6.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      46       80      104      125      146      243      271                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      681,362
COMMITMENTS
  72,653  106,712   23,280  454,639  431,599  550,572  561,591  130,790  119,772

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     31,458)
   5,395   10,855   -1,924   19,795   19,868   23,265   28,798    8,192    2,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.7      3.4     66.7     63.3     80.8     82.4     19.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     114      123       64      221      252      372      403                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      108,673
COMMITMENTS
   9,684    6,036      794   70,288   35,357   80,766   42,187   27,907   66,486

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      7,905)
    -241      -34      230    6,896    2,425    6,885    2,621    1,020    5,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.6      0.7     64.7     32.5     74.3     38.8     25.7     61.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10        6        2       34       25       45       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,863,447
COMMITMENTS
 340,376  528,912   86,899  1921757  1981208  2349032  2597019  514,415  266,428

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    117,763)
  24,091   50,355   -6,682   64,493   87,213   81,902  130,886   35,861  -13,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     18.5      3.0     67.1     69.2     82.0     90.7     18.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     113      123       60      209      243      356      392                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,932
COMMITMENTS
  10,146   10,452      503   85,887   88,841   96,536   99,796    8,396    5,136

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      8,634)
   1,103    4,220     -185    7,954    4,214    8,872    8,249     -238      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     10.0      0.5     81.9     84.7     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      10        9        2       50       34       61       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,449
COMMITMENTS
  14,497    8,681      749   35,307   42,156   50,553   51,586    4,896    3,863

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -4,699)
  -2,710   -1,880      -82   -1,408   -2,728   -4,200   -4,691     -499       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     15.7      1.4     63.7     76.0     91.2     93.0      8.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      48       39       10       62       64      115      108                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      277,245
COMMITMENTS
  72,483   43,405    3,745  176,535  210,781  252,763  257,931   24,482   19,314

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    -23,497)
 -13,551   -9,399     -412   -7,039  -13,642  -21,002  -23,453   -2,495      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     15.7      1.4     63.7     76.0     91.2     93.0      8.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      48       39       10       62       64      115      108                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      132,814
COMMITMENTS
  45,471   81,738      819   72,319   12,417  118,609   94,974   14,205   37,840

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     11,224)
  -3,057   10,167      784   14,883    1,582   12,610   12,533   -1,386   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     61.5      0.6     54.5      9.3     89.3     71.5     10.7     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       44        9       20       17       45       66                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,963
COMMITMENTS
  16,393    7,270        0   17,470   32,011   33,863   39,281   10,100    4,682

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -4,215)
  -2,480      121        0   -2,851   -5,305   -5,331   -5,184    1,116      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     16.5      0.0     39.7     72.8     77.0     89.4     23.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        6        0       15       10       36       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       87,769
COMMITMENTS
  28,122   13,612      860   47,562   16,647   76,544   31,119   11,225   56,650

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      6,178)
   3,823    1,731      298      215    3,096    4,336    5,125    1,842    1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     15.5      1.0     54.2     19.0     87.2     35.5     12.8     64.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      29       24        3       33       25       62       52                  



Updated January 22, 2016