BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,708
COMMITMENTS
     550    1,628      222    4,931    3,924    5,703    5,774    1,005      934

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        135)
      -3       36      -20      140      111      117      127       18        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     24.3      3.3     73.5     58.5     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        9        8       16       16       27       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,348
COMMITMENTS
  18,572   11,141    1,227   10,681   10,860   30,480   23,228    2,868   10,120

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        307)
     -25       42      106      168        9      249      157       58      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     33.4      3.7     32.0     32.6     91.4     69.7      8.6     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       33       17       22       17       45       59                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,648
COMMITMENTS
     278    1,747      499    5,232    3,451    6,009    5,697      639      951

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:         69)
     -13      209      -13       97     -115       71       81       -2      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     26.3      7.5     78.7     51.9     90.4     85.7      9.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       13       13       19       21       33       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      234,354
COMMITMENTS
  96,474   45,869   31,403   86,061  120,195  213,938  197,467   20,416   36,887

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      3,370)
      -4   -1,476      576    2,666    3,659    3,238    2,759      132      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     19.6     13.4     36.7     51.3     91.3     84.3      8.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     104       66       88       63       96      224      216                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      293,880
COMMITMENTS
  86,708   58,970   56,641  118,096  133,295  261,445  248,906   32,435   44,974

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -2,619)
  -5,841    4,445    1,407    2,281   -4,626   -2,153    1,226     -466   -3,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     20.1     19.3     40.2     45.4     89.0     84.7     11.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      95       86      112      115      156      281      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,892
COMMITMENTS
   2,277    1,236      565      584    2,171    3,426    3,972    1,466      920

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        345)
     196      -65       63       69      493      328      491       17     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     25.3     11.5     11.9     44.4     70.0     81.2     30.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      30       11        6       12       22       46       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,738
COMMITMENTS
  13,968   10,581    6,427   11,568    7,235   31,963   24,243    6,775   14,495

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -3,094)
  -2,275     -904      479   -1,007   -1,541   -2,803   -1,966     -291   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     27.3     16.6     29.9     18.7     82.5     62.6     17.5     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      44       55       49       46       55      121      139                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,771
COMMITMENTS
   3,757   21,950      800   30,492   10,207   35,049   32,957      722    2,814

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        469)
     159      160       10      274      326      443      496       26      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     61.4      2.2     85.2     28.5     98.0     92.1      2.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       34       12       22       20       41       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,133
COMMITMENTS
   5,907    2,903        0   20,546   23,773   26,453   26,676      680      457

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:       -120)
     -13      111        0     -150      -37     -163       74       43     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     10.7      0.0     75.7     87.6     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        3        0        7       11       14       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,099
COMMITMENTS
  28,146   34,326    1,149   45,660   42,001   74,955   77,476   26,144   23,623

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      2,102)
   6,339   -2,490        3   -1,225    4,775    5,117    2,288   -3,015     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     34.0      1.1     45.2     41.5     74.1     76.6     25.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       23        7       18       25       44       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,601
COMMITMENTS
  17,932   13,285      751    8,154    5,003   26,837   19,039    8,764   16,562

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -2,055)
  -1,459   -1,920       28   -1,235      635   -2,666   -1,257      611     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     37.3      2.1     22.9     14.1     75.4     53.5     24.6     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       14        4       12        9       24       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,067
COMMITMENTS
  33,005   73,801      701   71,159   29,298  104,865  103,800    4,202    5,267

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      3,672)
   4,455     -445      -34     -550    3,580    3,871    3,101     -199      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     67.7      0.6     65.2     26.9     96.1     95.2      3.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      39       38        7       13       21       58       60                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      250,444
COMMITMENTS
  38,926   78,954    3,424  193,799  133,293  236,149  215,671   14,295   34,773

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      4,222)
     400    2,705      742    2,465    1,749    3,607    5,196      615     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     31.5      1.4     77.4     53.2     94.3     86.1      5.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      25       39       11       26       36       55       82                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      148,292
COMMITMENTS
  84,870   30,483    2,093   32,118   92,081  119,081  124,657   29,211   23,635

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,871)
   2,058    1,017      -79     -147    2,305    1,832    3,243       39   -1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2     20.6      1.4     21.7     62.1     80.3     84.1     19.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      40       28        8       26       35       69       68                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      330,090
COMMITMENTS
  93,726  157,537    6,047  178,491  111,140  278,264  274,724   51,826   55,366

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      5,780)
   2,392      150     -767    1,541    7,214    3,166    6,597    2,614     -817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     47.7      1.8     54.1     33.7     84.3     83.2     15.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      56       82       26       52       56      120      153                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,644
COMMITMENTS
  13,819    2,734      177    7,553   24,969   21,549   27,880   10,095    3,764

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        -13)
      78     -134      -29     -115      521      -66      358       53     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      8.6      0.6     23.9     78.9     68.1     88.1     31.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        8       10       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       45,047
COMMITMENTS
  22,921   13,493    2,137   18,803   28,232   43,861   43,862    1,186    1,185

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     15,431)
     140   -1,031    1,728   13,450   14,660   15,318   15,357      113       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     30.0      4.7     41.7     62.7     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7       13        3        5        5       15       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,248
COMMITMENTS
  20,255   18,381      218    4,700    6,357   25,173   24,956    3,075    3,292

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,085)
     880       23       70      660      864    1,610      957     -525      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     65.1      0.8     16.6     22.5     89.1     88.3     10.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       23        2        9       13       35       38                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,628,030
COMMITMENTS
 1278209  1661701  1687501  5935388  5172490  8901098  8521692  726,932  1106338

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     93,986)
 -11,687   44,785   -4,304   45,827   15,685   29,836   56,166   64,150   37,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     17.3     17.5     61.6     53.7     92.4     88.5      7.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      31       91       89      120      138      220      256                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      632,054
COMMITMENTS
  84,406  103,624   20,344  444,481  417,482  549,230  541,450   82,824   90,604

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      7,653)
   3,715   -2,244   -1,389      306   10,723    2,633    7,090    5,020      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     16.4      3.2     70.3     66.1     86.9     85.7     13.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
      96      147       65      224      235      354      413                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       62,229
COMMITMENTS
  11,208    6,007      122   20,896   29,913   32,226   36,042   30,003   26,187

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,972)
     823     -270        0      601    1,471    1,424    1,201      548      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      9.7      0.2     33.6     48.1     51.8     57.9     48.2     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      12        6        2       26       19       38       27                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,849,125
COMMITMENTS
 374,694  496,791   92,403  2117923  1937844  2585020  2527038  264,105  322,087

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     28,406)
  17,921   -6,411  -10,402   -1,475   46,258    6,044   29,445   22,362   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     17.4      3.2     74.3     68.0     90.7     88.7      9.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
      93      146       63      218      227      344      403                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,727
COMMITMENTS
   5,222    9,090      868   72,579   74,456   78,669   84,414   10,058    4,313

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      4,170)
     519     -654      469    2,340    3,890    3,328    3,705      842      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     10.2      1.0     81.8     83.9     88.7     95.1     11.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       6       11        4       53       35       62       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,012
COMMITMENTS
  14,524   10,298      858   23,725   28,436   39,107   39,592    4,905    4,420

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,732)
   2,735      102     -233   -1,414    2,158    1,088    2,026      644     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     23.4      2.0     53.9     64.6     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       51       13       59       61      119      120                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      220,059
COMMITMENTS
  72,618   51,488    4,292  118,626  142,180  195,536  197,960   24,523   22,099

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      8,662)
  13,676      509   -1,166   -7,068   10,788    5,442   10,131    3,220   -1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     23.4      2.0     53.9     64.6     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       51       13       59       61      119      120                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      119,665
COMMITMENTS
  77,076   53,610    1,755   10,620   46,385   89,451  101,750   30,214   17,915

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      7,988)
   9,145    3,709      105       17    4,301    9,267    8,115   -1,279     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     44.8      1.5      8.9     38.8     74.8     85.0     25.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       33        7       15       15       56       49                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,701
COMMITMENTS
   7,159    5,293        0   17,006   19,398   24,165   24,691    5,536    5,010

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:       -698)
    -282      -44        0     -299      -29     -581      -73     -117     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     17.8      0.0     57.3     65.3     81.4     83.1     18.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       14        0       12       13       18       27                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,669
COMMITMENTS
  19,545    3,622      145   30,786   16,285   50,476   20,052    8,193   38,617

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -2,801)
  -1,450   -1,217      107      -58      827   -1,401     -283   -1,400   -2,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      6.2      0.2     52.5     27.8     86.0     34.2     14.0     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28        7        3       28       19       57       28                  



Updated April 1, 2016