BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,971
COMMITMENTS
     464    1,091      258    4,255    3,659    4,977    5,008      994      963

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:       -737)
     -86     -537       36     -676     -265     -726     -766      -11       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     18.3      4.3     71.3     61.3     83.4     83.9     16.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        5       15       15       23       22                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,059
COMMITMENTS
  18,018   10,220      738    9,142   10,254   27,898   21,212    3,161    9,847

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -2,289)
    -554     -921     -489   -1,539     -606   -2,582   -2,016      293     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     32.9      2.4     29.4     33.0     89.8     68.3     10.2     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      13       32       14       19       16       40       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,828
COMMITMENTS
     346    1,142      434    4,421    3,364    5,201    4,940      627      888

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:       -820)
      68     -605      -65     -811      -87     -808     -757      -12      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     19.6      7.4     75.9     57.7     89.2     84.8     10.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       11       13       18       19       32       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,021
COMMITMENTS
  89,404   45,287   30,052   87,600  114,444  207,056  189,783   18,965   36,238

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -8,333)
  -7,070     -582   -1,351    1,539   -5,751   -6,882   -7,684   -1,451     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     20.0     13.3     38.8     50.6     91.6     84.0      8.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     103       71       90       62       92      215      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      283,032
COMMITMENTS
  87,192   63,327   48,242  116,636  127,309  252,070  238,878   30,962   44,154

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:    -10,848)
     484    4,357   -8,399   -1,460   -5,986   -9,375  -10,028   -1,473     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     22.4     17.0     41.2     45.0     89.1     84.4     10.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
      95       93      109      116      148      278      308                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,914
COMMITMENTS
   2,414    1,285      631      545    2,027    3,590    3,943    1,324      971

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         22)
     137       49       66      -39     -144      164      -29     -142       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     26.1     12.8     11.1     41.2     73.1     80.2     26.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      30       12        7       11       21       48       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,179
COMMITMENTS
  13,476   10,911    6,661   12,242    7,402   32,379   24,974    6,800   14,205

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        441)
    -492      330      234      674      167      416      731       25     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     27.8     17.0     31.2     18.9     82.6     63.7     17.4     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      41       58       50       50       53      124      142                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,850
COMMITMENTS
   3,177   18,893      607   27,288    9,626   31,072   29,126      778    2,724

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -3,921)
    -580   -3,057     -193   -3,204     -581   -3,977   -3,831       56      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     59.3      1.9     85.7     30.2     97.6     91.4      2.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       32       11       20       17       40       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,289
COMMITMENTS
   6,046    2,665        0   20,596   23,992   26,642   26,657      647      632

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        156)
     139     -238        0       50      219      189      -19      -33      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      9.8      0.0     75.5     87.9     97.6     97.7      2.4      2.3

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 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,335
COMMITMENTS
  29,565   29,468    2,169   44,400   50,888   76,134   82,525   29,201   22,810

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      4,236)
   1,419   -4,858    1,020   -1,260    8,887    1,179    5,049    3,057     -813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     28.0      2.1     42.2     48.3     72.3     78.3     27.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       23       10       16       23       47       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,411
COMMITMENTS
  16,564   10,915      421    8,211   10,288   25,196   21,624   11,215   14,787

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        810)
  -1,368   -2,370     -330       57    5,285   -1,641    2,585    2,451   -1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     30.0      1.2     22.6     28.3     69.2     59.4     30.8     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       13        5       11       11       23       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      113,872
COMMITMENTS
  40,864   72,742      903   67,818   34,515  109,585  108,160    4,287    5,712

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      4,805)
   7,859   -1,059      202   -3,341    5,217    4,720    4,360       85      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     63.9      0.8     59.6     30.3     96.2     95.0      3.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      37       45       10       14       21       59       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      247,586
COMMITMENTS
  39,574   86,080    2,341  192,127  121,227  234,042  209,648   13,544   37,938

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -2,858)
     648    7,126   -1,083   -1,672  -12,066   -2,107   -6,023     -751    3,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     34.8      0.9     77.6     49.0     94.5     84.7      5.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      25       43        7       27       37       55       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      166,831
COMMITMENTS
  98,130   38,057    1,883   32,451  101,508  132,464  141,448   34,367   25,383

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     18,539)
  13,260    7,574     -210      333    9,427   13,383   16,791    5,156    1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     22.8      1.1     19.5     60.8     79.4     84.8     20.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      43       30        8       23       31       70       65                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      338,533
COMMITMENTS
  98,014  151,501    6,799  180,268  120,531  285,081  278,831   53,452   59,702

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      8,443)
   4,288   -6,036      752    1,777    9,391    6,817    4,107    1,626    4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     44.8      2.0     53.2     35.6     84.2     82.4     15.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       85       26       52       53      126      152                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,492
COMMITMENTS
  13,054    3,293      189    8,684   25,145   21,927   28,627   10,565    3,865

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        848)
    -765      559       12    1,131      176      378      747      470      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     10.1      0.6     26.7     77.4     67.5     88.1     32.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       30,973
COMMITMENTS
  22,073    6,901    1,666    6,197   21,437   29,936   30,004    1,037      969

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:    -14,074)
    -848   -6,592     -471  -12,606   -6,795  -13,925  -13,858     -149     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     22.3      5.4     20.0     69.2     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       11        3        3        4       12       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,309
COMMITMENTS
  20,152   17,249       34    4,971    7,764   25,157   25,047    3,152    3,262

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         61)
    -103   -1,132     -184      271    1,407      -16       91       77      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     60.9      0.1     17.6     27.4     88.9     88.5     11.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25       24        2       10       13       37       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,035,176
COMMITMENTS
 1391938  1757822  1771833  6102590  5379000  9266361  8908655  768,815  1126521

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:    407,146)
 113,729   96,121   84,332  167,202  206,510  365,263  386,963   41,883   20,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     17.5     17.7     60.8     53.6     92.3     88.8      7.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      33       91       96      122      141      225      265                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      640,464
COMMITMENTS
  86,752  102,416   23,815  449,213  427,737  559,779  553,968   80,685   86,496

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      8,410)
   2,346   -1,208    3,471    4,732   10,255   10,549   12,518   -2,139   -4,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     16.0      3.7     70.1     66.8     87.4     86.5     12.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     102      144       71      227      244      367      421                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       66,906
COMMITMENTS
  11,757    6,579      123   26,556   38,090   38,436   44,792   28,470   22,114

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      4,677)
     549      572        1    5,660    8,177    6,210    8,750   -1,533   -4,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      9.8      0.2     39.7     56.9     57.4     66.9     42.6     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      14        7        3       25       22       39       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,867,791
COMMITMENTS
 389,193  493,403  104,240  2113284  1948236  2606717  2545879  261,074  321,912

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     18,666)
  14,499   -3,388   11,837   -4,639   10,392   21,697   18,841   -3,031     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     17.2      3.6     73.7     67.9     90.9     88.8      9.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
      99      142       66      220      235      354      408                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,910
COMMITMENTS
   5,964    7,485      221   68,551   72,843   74,736   80,549    9,174    3,361

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -4,817)
     742   -1,605     -647   -4,028   -1,613   -3,933   -3,865     -884     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      8.9      0.3     81.7     86.8     89.1     96.0     10.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
       8        9        5       52       38       63       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       43,356
COMMITMENTS
  14,237    8,379      735   23,499   29,809   38,472   38,923    4,883    4,432

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:       -656)
    -286   -1,919     -123     -226    1,373     -635     -669      -21       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     19.3      1.7     54.2     68.8     88.7     89.8     11.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      55       51       13       59       62      117      123                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      216,778
COMMITMENTS
  71,187   41,895    3,677  117,497  149,045  192,361  194,617   24,417   22,161

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -3,281)
  -1,431   -9,593     -615   -1,129    6,865   -3,175   -3,343     -106       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     19.3      1.7     54.2     68.8     88.7     89.8     11.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      55       51       13       59       62      117      123                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,060
COMMITMENTS
  78,234   51,389    1,543   11,143   48,378   90,920  101,310   30,140   19,750

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,395)
   1,158   -2,221     -212      523    1,993    1,469     -440      -74    1,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     42.4      1.3      9.2     40.0     75.1     83.7     24.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      36       29        6       15       15       56       45                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,689
COMMITMENTS
   8,973    4,735        0   15,699   19,892   24,672   24,627    6,017    6,062

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        988)
   1,814     -558        0   -1,307      494      507      -64      481    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     15.4      0.0     51.2     64.8     80.4     80.2     19.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       10        0       13       13       20       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       72,198
COMMITMENTS
  22,727    6,758      182   40,571   15,053   63,480   21,993    8,718   50,205

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     13,529)
   3,182    3,136       37    9,785   -1,232   13,004    1,941      525   11,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      9.4      0.3     56.2     20.8     87.9     30.5     12.1     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29        9        2       33       17       64       26                  



Updated April 8, 2016