BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,986
COMMITMENTS
     504    1,583      181    4,458    3,354    5,143    5,118      843      868

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -636)
    -130     -447      -35     -380     -206     -545     -688      -91       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     26.4      3.0     74.5     56.0     85.9     85.5     14.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        9        7       16       14       26       24                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,986
COMMITMENTS
  18,635   10,632      787    9,726   10,655   29,148   22,074    2,838    9,912

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,277)
  -2,140   -1,516      -82   -1,247     -971   -3,469   -2,569      192     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     33.2      2.5     30.4     33.3     91.1     69.0      8.9     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       27       16       21       17       44       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,859
COMMITMENTS
     347    1,643      482    5,290    3,721    6,119    5,846      740    1,013

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,170)
      30     -191     -289     -982     -774   -1,241   -1,254       71       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     24.0      7.0     77.1     54.2     89.2     85.2     10.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10       10       19       21       33       33                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,069
COMMITMENTS
  78,521   49,793   22,334   79,363   91,580  180,218  163,707   18,851   35,362

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,761)
   5,017    3,234     -171   -1,831   -1,081    3,015    1,982     -254      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     25.0     11.2     39.9     46.0     90.5     82.2      9.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      88       83       88       66       88      208      222                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      288,597
COMMITMENTS
  82,681   63,751   51,512  120,969  125,285  255,162  240,548   33,435   48,049

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      7,646)
   3,693   -1,343    3,303   -1,512    4,840    5,484    6,800    2,162      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     22.1     17.8     41.9     43.4     88.4     83.4     11.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      96       92      127      118      146      297      317                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,253
COMMITMENTS
   1,757    1,564      755      717    1,110    3,229    3,429    1,024      824

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        -83)
     435     -256     -116     -395      564      -76      192       -7     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     36.8     17.8     16.9     26.1     75.9     80.6     24.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       17        7       13       16       42       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,546
COMMITMENTS
  14,480   10,542    6,299   12,626    7,203   33,405   24,044    7,141   16,502

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -426)
     645      520     -977      203     -307     -129     -764     -297      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     26.0     15.5     31.1     17.8     82.4     59.3     17.6     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      46       55       46       48       55      125      136                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,116
COMMITMENTS
   3,330   20,516      684   28,519    9,267   32,533   30,467      583    2,649

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,839)
    -665   -2,673      109   -2,334     -226   -2,890   -2,790       51      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     62.0      2.1     86.1     28.0     98.2     92.0      1.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       24       12       21       19       41       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,920
COMMITMENTS
   5,804    3,203    1,080   23,189   25,697   30,073   29,980      847      940

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        937)
     689      -70      686       17      232    1,392      848     -455       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     10.4      3.5     75.0     83.1     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        1       10       11       21       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      174,347
COMMITMENTS
  30,550   56,331   11,670  105,413   78,193  147,633  146,194   26,714   28,153

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     15,240)
    -468   -5,165    9,184    3,169   13,524   11,885   17,543    3,355   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     32.3      6.7     60.5     44.8     84.7     83.9     15.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       29       14       20       22       46       60                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,744
COMMITMENTS
  19,735   19,864    4,091   17,970    4,450   41,796   28,405    7,948   21,339

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,110)
      12   -1,366    2,666   -1,863     -882      815      418    1,295    1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     39.9      8.2     36.1      8.9     84.0     57.1     16.0     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       12        7       12        9       21       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      139,105
COMMITMENTS
  20,441   77,995   17,493   97,801   37,112  135,735  132,600    3,370    6,505

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,999)
  -4,753   -3,672    1,325    1,490      638   -1,938   -1,709      -61     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     56.1     12.6     70.3     26.7     97.6     95.3      2.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       49       15       19       21       59       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      299,048
COMMITMENTS
  29,364   78,369   15,243  234,315  161,633  278,922  255,245   20,126   43,803

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     23,223)
  -9,601       26   10,037   20,176    9,878   20,612   19,941    2,611    3,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     26.2      5.1     78.4     54.0     93.3     85.4      6.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21       45       18       26       40       55       97                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      289,879
COMMITMENTS
  93,867   29,534   13,865  153,269  218,579  261,001  261,978   28,878   27,901

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     28,200)
    -203   -4,911    6,673   20,276   26,964   26,746   28,726    1,454     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     10.2      4.8     52.9     75.4     90.0     90.4     10.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      45       33       24       28       38       87       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      433,221
COMMITMENTS
 104,165  176,072   18,263  263,377  173,378  385,805  367,713   47,416   65,508

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     15,597)
     200    3,566    9,965    2,476   -1,025   12,641   12,506    2,956    3,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     40.6      4.2     60.8     40.0     89.1     84.9     10.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      60       88       45       59       57      139      173                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       37,977
COMMITMENTS
  15,143      793    3,755    8,337   29,672   27,235   34,220   10,742    3,757

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,833)
     333        0    3,559      307      352    4,199    3,911     -366      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9      2.1      9.9     22.0     78.1     71.7     90.1     28.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        5       10       11       18       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,886
COMMITMENTS
  14,282    8,648      294    5,363   10,524   19,939   19,466      947    1,420

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,975)
   7,443    3,278     -241   -1,108    2,994    6,094    6,031     -119      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.4     41.4      1.4     25.7     50.4     95.5     93.2      4.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       13        1        3        4       10       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,957
COMMITMENTS
  20,419   22,419    2,372    9,122    6,897   31,913   31,688    3,044    3,269

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,484)
   3,826    1,669    2,176   -3,264      397    2,738    4,242      746     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     64.1      6.8     26.1     19.7     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       22        5       14       12       43       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,887,448
COMMITMENTS
 1623720  2087373  1818365  6684958  5845134 10127043  9750872  760,405  1136576

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -41,925)
 -21,457  -27,083    8,594    3,005  -21,634   -9,858  -40,123  -32,067   -1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     19.2     16.7     61.4     53.7     93.0     89.6      7.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      33       89       95      123      138      232      257                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      812,089
COMMITMENTS
  80,754  117,641   25,991  543,347  499,031  650,092  642,663  161,998  169,426

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     35,843)
    -986   -3,298     -649   23,629   29,167   21,994   25,220   13,850   10,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     14.5      3.2     66.9     61.5     80.1     79.1     19.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
      97      144       76      229      265      368      443                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      157,773
COMMITMENTS
  14,144    9,900      843  105,724   44,517  120,711   55,260   37,062  102,513

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     11,501)
   2,418   -2,740        0    2,824    1,191    5,242   -1,549    6,259   13,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.3      0.5     67.0     28.2     76.5     35.0     23.5     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        9        4       34       28       46       39                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,271,582
COMMITMENTS
 349,357  555,012  109,433  2188113  2272572  2646903  2937017  624,679  334,565

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    121,711)
 -29,653  -15,420    9,388  104,023  139,878   83,758  133,846   37,953  -12,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     17.0      3.3     66.9     69.5     80.9     89.8     19.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
      95      143       73      221      259      356      435                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,785
COMMITMENTS
   5,000   10,248      487   82,092   80,119   87,579   90,854    8,206    4,931

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        536)
    -965      785       72      676     -537     -217      320      753      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.7      0.5     85.7     83.6     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        9        5       48       41       60       51                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,461
COMMITMENTS
  13,088   11,732    1,322   33,880   34,405   48,290   47,458    4,171    5,003

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        844)
     438    1,862     -150      634     -679      922    1,033      -78     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     22.4      2.5     64.6     65.6     92.0     90.5      8.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      50       55       18       56       69      113      135                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      262,306
COMMITMENTS
  65,439   58,658    6,610  169,402  172,024  241,451  237,292   20,855   25,014

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,220)
   2,190    9,308     -749    3,170   -3,394    4,611    5,165     -391     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     22.4      2.5     64.6     65.6     92.0     90.5      8.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      50       55       18       56       69      113      135                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      141,845
COMMITMENTS
  86,141   56,946    5,150   25,233   58,592  116,524  120,688   25,321   21,157

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     18,934)
   9,661   -2,673    2,709   -1,592   21,150   10,778   21,186    8,156   -2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7     40.1      3.6     17.8     41.3     82.1     85.1     17.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       38       18       19       16       63       60                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,279
COMMITMENTS
   9,796    5,296    2,981   23,644   31,729   36,421   40,006    8,858    5,273

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,612)
  -1,475     -777    2,741    1,642    2,021    2,908    3,985    1,704      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     11.7      6.6     52.2     70.1     80.4     88.4     19.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        9       10       15       14       34       30                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      103,671
COMMITMENTS
  35,753   10,309    3,615   51,815   26,722   91,183   40,646   12,488   63,025

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,855)
   3,219    1,041    2,542   -4,784    2,651      977    6,234    1,878   -3,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      9.9      3.5     50.0     25.8     88.0     39.2     12.0     60.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       14       14       32       24       67       46                  



Updated March 11, 2016