BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,573
COMMITMENTS
     553    1,592      242    4,791    3,813    5,586    5,647      987      926

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        321)
      41      -72       48      170      312      259      288       62       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     24.2      3.7     72.9     58.0     85.0     85.9     15.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        9        7       15       15       25       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,041
COMMITMENTS
  18,597   11,099    1,121   10,513   10,851   30,231   23,071    2,810    9,970

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        631)
    -189      167      232      367      186      410      585      221       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     33.6      3.4     31.8     32.8     91.5     69.8      8.5     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       30       17       22       17       45       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,579
COMMITMENTS
     291    1,538      512    5,135    3,566    5,938    5,616      641      963

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        -99)
     -10       -9       64      -49      -88        5      -33     -104      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     23.4      7.8     78.1     54.2     90.3     85.4      9.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       12       12       19       21       34       36                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,984
COMMITMENTS
  96,478   47,345   30,827   83,395  116,536  210,700  194,708   20,284   36,276

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     10,005)
   4,983     -967    3,957    1,775    7,712   10,715   10,702     -710     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     20.5     13.3     36.1     50.5     91.2     84.3      8.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     105       73       89       64       96      227      225                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,499
COMMITMENTS
  92,549   54,525   55,234  115,815  137,921  263,598  247,680   32,901   48,819

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      3,924)
   4,213   -1,145    1,562   -1,635    2,319    4,140    2,736     -216    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     18.4     18.6     39.1     46.5     88.9     83.5     11.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     101       84      110      119      156      291      310                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,547
COMMITMENTS
   2,081    1,301      502      515    1,678    3,098    3,481    1,449    1,066

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        172)
      77     -195     -166      -14      296     -103      -65      275      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     28.6     11.0     11.3     36.9     68.1     76.6     31.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      29       12        4       12       16       43       30                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,832
COMMITMENTS
  16,243   11,485    5,948   12,575    8,776   34,766   26,209    7,066   15,623

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:       -748)
    -102      254     -832      215      426     -719     -152      -29     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     27.5     14.2     30.1     21.0     83.1     62.7     16.9     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      52       54       48       53       63      133      147                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,302
COMMITMENTS
   3,598   21,790      790   30,218    9,881   34,606   32,461      696    2,841

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        586)
     246       60       56      235      327      537      443       49      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     61.7      2.2     85.6     28.0     98.0     92.0      2.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11       30       12       22       20       41       54                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,253
COMMITMENTS
   5,920    2,792        0   20,696   23,810   26,616   26,602      637      651

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -5,970)
     -19    1,995   -1,956   -4,005   -6,089   -5,980   -6,050       10       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     10.2      0.0     75.9     87.4     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        0        7       11       15       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,997
COMMITMENTS
  21,807   36,816    1,146   46,885   37,226   69,838   75,188   29,159   23,809

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -70,231)
  -9,777  -11,594   -1,902  -61,598  -54,104  -73,277  -67,600    3,046   -2,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     37.2      1.2     47.4     37.6     70.5     75.9     29.5     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       23        7       18       24       40       52                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,656
COMMITMENTS
  19,391   15,205      723    9,389    4,368   29,503   20,296    8,153   17,360

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -2,594)
  -3,228   -2,152      284   -1,009      786   -3,953   -1,082    1,359   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     40.4      1.9     24.9     11.6     78.3     53.9     21.7     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       14        6       11        8       23       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      105,395
COMMITMENTS
  28,550   74,246      735   71,709   25,718  100,994  100,699    4,401    4,696

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      7,939)
   5,510    6,169     -438    1,875    2,869    6,947    8,600      992     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     70.4      0.7     68.0     24.4     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      36       44        8       13       21       56       66                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      246,222
COMMITMENTS
  38,526   76,249    2,682  191,334  131,544  232,542  210,475   13,680   35,747

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -6,955)
 -24,350     -246       81   16,938   -3,923   -7,331   -4,088      376   -2,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     31.0      1.1     77.7     53.4     94.4     85.5      5.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      22       35       11       27       36       54       77                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      146,421
COMMITMENTS
  82,812   29,466    2,172   32,265   89,776  117,249  121,414   29,172   25,007

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      6,337)
   3,386   -4,471       68     -497   10,038    2,957    5,635    3,380      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     20.1      1.5     22.0     61.3     80.1     82.9     19.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      41       31        9       25       33       70       69                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      324,310
COMMITMENTS
  91,334  157,387    6,814  176,950  103,926  275,098  268,127   49,212   56,183

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,905)
     981  -10,521      424   -3,722   11,067   -2,317      970    4,222      935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     48.5      2.1     54.6     32.0     84.8     82.7     15.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      54       86       29       53       59      122      160                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,657
COMMITMENTS
  13,741    2,868      206    7,668   24,448   21,615   27,522   10,042    4,135

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      9.1      0.7     24.2     77.2     68.3     86.9     31.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        3        1        8        9       17       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       29,616
COMMITMENTS
  22,781   14,524      409    5,353   13,572   28,543   28,505    1,073    1,111

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      5,039)
   4,779    1,580      169      117    3,309    5,065    5,058      -26      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     49.0      1.4     18.1     45.8     96.4     96.2      3.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       13        2        3        4       11       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,163
COMMITMENTS
  19,375   18,358      148    4,040    5,493   23,563   23,999    3,600    3,164

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     -1,288)
  -1,149     -876     -404   -1,042      696   -2,595     -584    1,307     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     67.6      0.5     14.9     20.2     86.7     88.4     13.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23       23        1        7       13       30       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,534,044
COMMITMENTS
 1289896  1616916  1691805  5889561  5156805  8871262  8465526  662,782  1068518

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:   -122,064)
 -98,375 -184,427   85,096  -75,568    3,475  -88,847  -95,856  -33,217  -26,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     17.0     17.7     61.8     54.1     93.0     88.8      7.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      33       88       90      115      132      218      249                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      624,401
COMMITMENTS
  80,690  105,868   21,732  444,175  406,759  546,597  534,360   77,804   90,041

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:   -210,702)
    -959  -13,413   -8,079 -120,963 -114,869 -130,001 -136,361  -80,701  -74,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     17.0      3.5     71.1     65.1     87.5     85.6     12.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
      96      148       66      217      234      347      414                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       60,257
COMMITMENTS
  10,385    6,277      122   20,295   28,442   30,802   34,841   29,455   25,416

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -95,537)
  -3,199   -3,750     -961  -81,958  -19,799  -86,118  -24,510   -9,419  -71,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     10.4      0.2     33.7     47.2     51.1     57.8     48.9     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        8        2       24       20       32       30                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,820,719
COMMITMENTS
 356,773  503,202  102,805  2119398  1891586  2578976  2497593  241,743  323,126

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:   -575,827)
  -8,015  -67,531  -16,374 -195,026 -475,349 -219,415 -559,254 -356,412  -16,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     17.8      3.6     75.1     67.1     91.4     88.5      8.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
      92      147       66      209      227      336      405                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,557
COMMITMENTS
   4,703    9,744      399   70,239   70,566   75,341   80,709    9,216    3,848

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -17,485)
    -398      125     -366  -17,665  -16,264  -18,429  -16,505      944     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     11.5      0.5     83.1     83.5     89.1     95.4     10.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       6       10        3       50       35       58       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       42,279
COMMITMENTS
  11,788   10,196    1,092   25,139   26,278   38,019   37,566    4,261    4,714

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -13,198)
   1,491     -982     -508  -13,915  -11,282  -12,932  -12,773     -266     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     24.1      2.6     59.5     62.2     89.9     88.9     10.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      45       51       16       58       66      113      124                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      211,397
COMMITMENTS
  58,942   50,979    5,458  125,694  131,392  190,094  187,829   21,303   23,568

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -65,992)
   7,453   -4,912   -2,541  -69,574  -56,411  -64,662  -63,864   -1,330   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     24.1      2.6     59.5     62.2     89.9     88.9     10.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      45       51       16       58       66      113      124                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,677
COMMITMENTS
  67,931   49,901    1,650   10,603   42,084   80,184   93,635   31,493   18,042

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     11,685)
   6,387    1,139       16    2,686   11,299    9,089   12,454    2,596     -769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     44.7      1.5      9.5     37.7     71.8     83.8     28.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       33        7       17       15       53       49                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,399
COMMITMENTS
   7,441    5,337        0   17,305   19,427   24,746   24,764    5,653    5,635

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      1,117)
     659      658     -400      693    1,705      952    1,963      165     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     17.6      0.0     56.9     63.9     81.4     81.5     18.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       14        0       13       13       20       27                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,470
COMMITMENTS
  20,995    4,839       38   30,844   15,458   51,877   20,335    9,593   41,135

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      2,973)
   1,146   -1,158     -281    1,352    3,877    2,217    2,438      756      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      7.9      0.1     50.2     25.1     84.4     33.1     15.6     66.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      29        7        1       27       19       56       27                  



Updated March 25, 2016