BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,030
COMMITMENTS
     523    1,226      245    3,141    2,600    3,909    4,071    1,121      959

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        395)
      68      -84       -5      269      302      332      213       63      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     24.4      4.9     62.4     51.7     77.7     80.9     22.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        9        6       14       13       22       23                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,998
COMMITMENTS
  18,846   11,199      555   10,875   10,775   30,276   22,529    2,722   10,469

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        617)
     251      248      -35      396       99      612      312        5      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     33.9      1.7     33.0     32.7     91.8     68.3      8.2     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       33       15       22       17       42       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,945
COMMITMENTS
     324    2,469      412    6,697    3,902    7,433    6,783      512    1,162

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        450)
      14      284        9      303      104      326      397      124       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     31.1      5.2     84.3     49.1     93.6     85.4      6.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       17       14       21       18       36       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      169,738
COMMITMENTS
  58,388   53,766   27,556   66,184   61,463  152,128  142,785   17,610   26,953

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,542)
   3,847   -2,117   -1,885      676    5,471    2,638    1,469      -96    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     31.7     16.2     39.0     36.2     89.6     84.1     10.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      90       76       89       55       76      192      208                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,264
COMMITMENTS
  64,786   68,512   50,414  130,867  112,999  246,067  231,925   31,197   45,339

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,340)
    -262    1,747     -705     -658    1,236   -1,625    2,278    2,965     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     24.7     18.2     47.2     40.8     88.7     83.6     11.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      88       97      123      115      149      283      326                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,313
COMMITMENTS
   1,146    2,715      872    1,887      521    3,905    4,108    1,408    1,205

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        772)
      74      517       53      455      -11      582      559      190      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     51.1     16.4     35.5      9.8     73.5     77.3     26.5     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       23       11       20       12       45       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,849
COMMITMENTS
  13,289   10,294    5,676   11,230    6,830   30,195   22,800    6,654   14,049

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        -31)
     -53      672       60      135     -169      142      563     -173     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     27.9     15.4     30.5     18.5     81.9     61.9     18.1     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      40       54       42       45       52      110      135                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,319
COMMITMENTS
     616    4,696      209    3,417      140    4,242    5,045    1,077      274

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     88.3      3.9     64.2      2.6     79.8     94.8     20.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        3       10        3       18        9                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,348
COMMITMENTS
   3,559   21,065      439   27,816    8,539   31,814   30,043      534    2,305

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        896)
     236      746       46      701      243      983    1,035      -87     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     65.1      1.4     86.0     26.4     98.3     92.9      1.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       28       15       23       18       43       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,220
COMMITMENTS
   4,188    2,124        0   25,051   27,370   29,239   29,494      981      726

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        882)
     816     -597        0     -144    1,356      672      759      210      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      7.0      0.0     82.9     90.6     96.8     97.6      3.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        0        9       10       20       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      165,240
COMMITMENTS
  32,767   99,586    1,701  105,878   24,681  140,346  125,968   24,894   39,272

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:       -104)
    -297      136       48      634    1,918      385    2,102     -489   -2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     60.3      1.0     64.1     14.9     84.9     76.2     15.1     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       32        9       23       25       45       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,694
COMMITMENTS
  24,932   29,435      173   24,900    2,726   50,005   32,334    5,689   23,360

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      6,404)
    -259    5,150        0    6,692     -679    6,433    4,471      -29    1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     52.9      0.3     44.7      4.9     89.8     58.1     10.2     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       14        6       11        8       22       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      167,763
COMMITMENTS
  28,487  105,094   16,638  119,174   38,087  164,299  159,819    3,464    7,944

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -4,208)
  -1,874   -1,270   -4,448    2,297    1,573   -4,025   -4,145     -183      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     62.6      9.9     71.0     22.7     97.9     95.3      2.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      30       69       13       16       21       56       98                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      272,798
COMMITMENTS
  34,696   82,233    6,466  213,083  140,786  254,245  229,485   18,553   43,313

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     13,209)
  -3,167    5,791      697   15,118    7,616   12,648   14,104      561     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     30.1      2.4     78.1     51.6     93.2     84.1      6.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      21       51       15       20       34       48       93                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      250,711
COMMITMENTS
  92,628   42,602    2,473  124,038  178,679  219,139  223,754   31,572   26,957

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      3,097)
   8,143   -4,230      -78   -4,043   10,181    4,022    5,873     -925   -2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     17.0      1.0     49.5     71.3     87.4     89.2     12.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      50       40       18       23       34       81       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      402,227
COMMITMENTS
  71,446  198,661    6,226  267,012  124,194  344,684  329,081   57,543   73,146

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,865)
   1,997   -7,803      180    1,678    6,327    3,855   -1,296   -1,990    3,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     49.4      1.5     66.4     30.9     85.7     81.8     14.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      49       96       30       50       54      110      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,847
COMMITMENTS
   7,326      793        0    7,784   26,373   15,110   27,166   16,737    4,681

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        531)
     806   -1,152        0     -755    1,526       51      374      480      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      2.5      0.0     24.4     82.8     47.4     85.3     52.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        9        8       15        9                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,670
COMMITMENTS
   6,761   10,474    1,504    9,775    5,538   18,040   17,516      630    1,154

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      3,876)
     677    1,074    1,062    2,173    1,764    3,912    3,900      -36      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     56.1      8.1     52.4     29.7     96.6     93.8      3.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       17        3        3        4       12       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,437
COMMITMENTS
  15,166   20,566      335   12,538    4,207   28,039   25,108    2,398    5,329

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,323)
     228    2,674       -9    2,140     -188    2,359    2,477      -36     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     67.6      1.1     41.2     13.8     92.1     82.5      7.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       24        5       13       12       33       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,370
COMMITMENTS
   3,147    3,575       23    1,816      552    4,986    4,150      384    1,220

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     66.6      0.4     33.8     10.3     92.8     77.3      7.2     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       11        1        3        2        8       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,940,213
COMMITMENTS
 1684702  1858103  1805198  6693600  6144736 10183500  9808037  756,713  1132176

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:   -216,533)
  38,941  -53,669  -93,227 -211,184 -108,748 -265,470 -255,644   48,937   39,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     17.0     16.5     61.2     56.2     93.1     89.7      6.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      42       83      101      129      145      246      264                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      687,081
COMMITMENTS
  78,916  102,497   25,547  459,802  439,834  564,264  567,877  122,817  119,204

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      5,719)
   6,263   -4,215    2,266    5,162    8,235   13,692    6,286   -7,973     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     14.9      3.7     66.9     64.0     82.1     82.7     17.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     118      121       66      221      249      374      402                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      107,227
COMMITMENTS
   9,729    6,936      844   68,623   36,026   79,196   43,806   28,031   63,421

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -1,446)
      45      900       50   -1,665      669   -1,570    1,619      124   -3,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      6.5      0.8     64.0     33.6     73.9     40.9     26.1     59.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        7        4       34       23       47       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,899,270
COMMITMENTS
 380,557  512,428   88,890  1955893  2019038  2425340  2620356  473,930  278,914

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     35,823)
  40,181  -16,484    1,991   34,136   37,830   76,308   23,337  -40,485   12,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     17.7      3.1     67.5     69.6     83.7     90.4     16.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     116      122       61      210      242      358      393                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,435
COMMITMENTS
   8,098    9,756      439   87,538   87,754   96,075   97,949    7,360    5,486

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -1,497)
  -2,048     -696      -64    1,651   -1,087     -461   -1,847   -1,036      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      9.4      0.4     84.6     84.8     92.9     94.7      7.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      10        9        3       52       38       64       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,779
COMMITMENTS
  14,211    8,152      578   34,571   40,721   49,359   49,451    4,420    4,328

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -1,670)
    -286     -529     -171     -736   -1,436   -1,193   -2,135     -476      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     15.2      1.1     64.3     75.7     91.8     92.0      8.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      55       40       11       63       59      122      106                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      268,896
COMMITMENTS
  71,053   40,762    2,889  172,854  203,603  246,796  247,254   22,100   21,642

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -8,349)
  -1,430   -2,643     -856   -3,681   -7,178   -5,967  -10,677   -2,382    2,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     15.2      1.1     64.3     75.7     91.8     92.0      8.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      55       40       11       63       59      122      106                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,451
COMMITMENTS
  46,281   79,079    1,042   62,404   11,530  109,727   91,651   15,724   33,800

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -7,363)
     810   -2,659      223   -9,915     -887   -8,882   -3,323    1,519   -4,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     63.0      0.8     49.7      9.2     87.5     73.1     12.5     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       46        9       20       15       44       64                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,211
COMMITMENTS
  11,034    8,952      160   21,709   28,412   32,903   37,524   10,308    5,687

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:       -752)
  -5,359    1,682      160    4,239   -3,599     -960   -1,757      208    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     20.7      0.4     50.2     65.8     76.1     86.8     23.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       11        2       17       12       29       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      102,466
COMMITMENTS
  34,055    9,041      500   57,086   19,896   91,641   29,437   10,825   73,029

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     14,697)
   5,933   -4,571     -360    9,524    3,249   15,097   -1,682     -400   16,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      8.8      0.5     55.7     19.4     89.4     28.7     10.6     71.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       11        4       36       22       71       36                  



Updated January 29, 2016