BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,622
COMMITMENTS
     634    2,030      216    4,838    3,560    5,688    5,806      934      816

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        643)
      23      313       -9      479      459      493      763      150     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     30.7      3.3     73.1     53.8     85.9     87.7     14.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       10        9       16       14       27       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,263
COMMITMENTS
  20,775   12,148      869   10,973   11,626   32,617   24,643    2,646   10,620

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        976)
     369      190      271      167      207      807      668      169      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     34.4      2.5     31.1     33.0     92.5     69.9      7.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13       32       21       23       18       48       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,029
COMMITMENTS
     317    1,834      771    6,272    4,495    7,360    7,100      669      929

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        172)
      71     -116       83       30      194      184      161      -12       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     22.8      9.6     78.1     56.0     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       14       14       20       21       35       40                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      196,308
COMMITMENTS
  73,504   46,559   22,505   81,194   92,661  177,203  161,725   19,105   34,583

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,976)
   2,094     -333   -4,635    2,728    4,083      187     -885    1,789    2,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     23.7     11.5     41.4     47.2     90.3     82.4      9.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      88       81       82       68       89      205      218                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      280,951
COMMITMENTS
  78,988   65,094   48,209  122,481  120,445  249,678  233,748   31,273   47,203

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     10,024)
   8,439      469    1,192      480    5,284   10,111    6,945      -87    3,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     23.2     17.2     43.6     42.9     88.9     83.2     11.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      95       99      126      117      145      295      320                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,336
COMMITMENTS
   1,322    1,820      871    1,112      546    3,305    3,237    1,031    1,099

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -316)
     -39     -249     -105     -252      -43     -396     -397       80       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     42.0     20.1     25.6     12.6     76.2     74.7     23.8     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       16        8       14       14       37       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,972
COMMITMENTS
  13,835   10,022    7,276   12,423    7,510   33,534   24,808    7,438   16,164

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        827)
     325     -800      -57      521      681      789     -176       38    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     24.5     17.8     30.3     18.3     81.8     60.5     18.2     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      43       57       50       51       55      127      138                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,775
COMMITMENTS
     887    5,183      195    3,524       98    4,606    5,476    1,169      299

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        120)
      54      101       -3       37       -1       88       97       32       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     89.7      3.4     61.0      1.7     79.8     94.8     20.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        7        5        9        3       19       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,955
COMMITMENTS
   3,995   23,189      575   30,853    9,493   35,423   33,257      532    2,698

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,612)
     254    1,428      148    2,215      838    2,617    2,414       -5      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     64.5      1.6     85.8     26.4     98.5     92.5      1.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       24       12       24       20       43       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,983
COMMITMENTS
   5,115    3,273      394   23,172   25,465   28,681   29,132    1,302      851

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -314)
    -312     -720      353     -502       -7     -461     -374      147       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     10.9      1.3     77.3     84.9     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        2        1        9       10       20       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      159,107
COMMITMENTS
  31,018   61,496    2,486  102,244   64,669  135,748  128,651   23,359   30,456

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,186)
    -469   -6,931       43    1,632    7,558    1,206      670      -20      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     38.7      1.6     64.3     40.6     85.3     80.9     14.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       31       11       20       22       43       60                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,634
COMMITMENTS
  19,723   21,230    1,425   19,833    5,332   40,981   27,987    6,653   19,647

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -204)
    -490   -1,304     -168    1,103      476      445     -996     -649      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     44.6      3.0     41.6     11.2     86.0     58.8     14.0     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4       13        5       13       12       20       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      141,104
COMMITMENTS
  25,194   81,667   16,168   96,311   36,474  137,673  134,309    3,431    6,795

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,527)
  -4,955   -1,341   -2,743    3,101      582   -4,597   -3,502       70   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     57.9     11.5     68.3     25.8     97.6     95.2      2.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      30       52       19       19       21       63       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      275,825
COMMITMENTS
  38,965   78,343    5,206  214,139  151,755  258,310  235,304   17,515   40,521

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     18,611)
   3,486    9,796     -257   15,847    6,251   19,076   15,790     -465    2,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     28.4      1.9     77.6     55.0     93.6     85.3      6.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      23       43       11       23       39       49       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      261,679
COMMITMENTS
  94,070   34,445    7,192  132,993  191,615  234,255  233,252   27,424   28,427

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      4,615)
   1,694   -5,197    4,258    1,843    3,223    7,795    2,284   -3,180    2,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     13.2      2.7     50.8     73.2     89.5     89.1     10.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      50       36       19       26       38       82       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      417,624
COMMITMENTS
 103,965  172,506    8,298  260,901  174,403  373,164  355,207   44,460   62,417

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -5,000)
  -3,601   18,083      620    1,947  -31,024   -1,034  -12,321   -3,966    7,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     41.3      2.0     62.5     41.8     89.4     85.1     10.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       90       35       55       54      129      164                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,144
COMMITMENTS
  14,810      793      196    8,030   29,320   23,036   30,309   11,108    3,835

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -369)
      83        0     -104       72      233       51      129     -420     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      2.3      0.6     23.5     85.9     67.5     88.8     32.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        1        3       10       10       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,911
COMMITMENTS
   6,839    5,370      535    6,471    7,530   13,845   13,435    1,066    1,476

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,975)
   1,224      950      342      412      532    1,978    1,824       -3      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     36.0      3.6     43.4     50.5     92.9     90.1      7.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       15        2        3        5        9       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,473
COMMITMENTS
  16,593   20,750      196   12,386    6,500   29,175   27,446    2,298    4,027

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,145)
     625   -1,833       25   -1,240      469     -590   -1,339     -555      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     65.9      0.6     39.4     20.7     92.7     87.2      7.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       22        4       13       13       34       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,929,373
COMMITMENTS
 1645177  2114456  1809771  6681953  5866768 10136901  9790995  792,472  1138378

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    300,226)
 -41,079   68,870  171,903  211,820  107,246  342,644  348,019  -42,418  -47,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     19.3     16.6     61.1     53.7     92.7     89.6      7.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      36       88       97      123      141      233      262                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      776,246
COMMITMENTS
  81,740  120,938   26,640  519,718  469,865  628,098  617,443  148,148  158,803

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     15,134)
     503   -2,344    1,765    4,664   10,172    6,932    9,594    8,202    5,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.6      3.4     67.0     60.5     80.9     79.5     19.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     102      147       74      229      247      370      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      146,272
COMMITMENTS
  11,726   12,640      843  102,900   43,326  115,469   56,809   30,803   89,463

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      3,739)
     715    1,208        1      269     -101      985    1,108    2,754    2,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.6      0.6     70.3     29.6     78.9     38.8     21.1     61.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        9        4       34       27       45       38                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,149,871
COMMITMENTS
 379,010  570,432  100,045  2084090  2132694  2563145  2803171  586,726  346,700

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     56,976)
   6,373  -10,327    1,390   21,974   51,367   29,737   42,430   27,239   14,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     18.1      3.2     66.2     67.7     81.4     89.0     18.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     100      147       69      220      241      357      420                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,249
COMMITMENTS
   5,965    9,463      415   81,416   80,656   87,796   90,534    7,453    4,715

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,884)
    -483      850      100   -2,850   -2,848   -3,233   -1,898      349     -986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      9.9      0.4     85.5     84.7     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       9       10        4       48       39       60       50                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,617
COMMITMENTS
  12,650    9,870    1,472   33,246   35,084   47,368   46,425    4,249    5,192

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -516)
   1,018   -1,187      306   -2,367      766   -1,043     -115      527     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     19.1      2.9     64.4     68.0     91.8     89.9      8.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      48       56       17       54       74      111      138                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      258,086
COMMITMENTS
  63,249   49,350    7,359  166,232  175,418  236,840  232,127   21,246   25,959

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,581)
   5,091   -5,936    1,529  -11,836    3,830   -5,216     -577    2,635   -2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     19.1      2.9     64.4     68.0     91.8     89.9      8.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      48       56       17       54       74      111      138                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,911
COMMITMENTS
  76,480   59,619    2,441   26,825   37,442  105,746   99,502   17,165   23,409

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      3,385)
   3,957   -3,329      166      918    6,942    5,041    3,779   -1,656     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.2     48.5      2.0     21.8     30.5     86.0     81.0     14.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       37       14       18       17       49       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,667
COMMITMENTS
  11,271    6,073      240   22,002   29,708   33,513   36,021    7,154    4,646

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        574)
    -150     -412     -264    1,251    1,218      837      542     -263       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.9      0.6     54.1     73.1     82.4     88.6     17.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       13        5       15       13       31       27                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      100,816
COMMITMENTS
  32,534    9,268    1,073   56,599   24,071   90,206   34,412   10,610   66,404

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -119)
     719   -1,560      160     -493    2,663      386    1,263     -505   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      9.2      1.1     56.1     23.9     89.5     34.1     10.5     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       13        8       35       24       69       42                  



Updated March 4, 2016