BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,425
COMMITMENTS
     725    1,409      423    4,418    3,853    5,566    5,685      859      740

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        137)
      57       -5        4       18      135       79      134       58        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     21.9      6.6     68.8     60.0     86.6     88.5     13.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        8        7       17       17       27       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,529
COMMITMENTS
  16,720   12,469    1,326   12,001   10,495   30,047   24,290    3,482    9,239

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        434)
     -85      266      156      328       30      399      452       35      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     37.2      4.0     35.8     31.3     89.6     72.4     10.4     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       39       27       26       20       61       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,325
COMMITMENTS
     728    1,136      529    4,531    3,788    5,788    5,453      537      872

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        126)
      86       94       -2       58      -17      142       75      -16       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.0      8.4     71.6     59.9     91.5     86.2      8.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       11       12       17       20       31       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,482
COMMITMENTS
  80,228   44,992   34,170   94,422  116,513  208,820  195,675   20,662   33,807

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -14,347)
 -13,622    1,622   -2,234    4,362  -10,673  -11,494  -11,285   -2,853   -3,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     19.6     14.9     41.1     50.8     91.0     85.3      9.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      91       69      103       73       85      226      222                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,683
COMMITMENTS
  95,972   66,556   39,409  105,122  123,114  240,503  229,079   28,180   39,604

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        369)
  -2,997    1,351    2,239    2,109   -1,548    1,351    2,042     -982   -1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     24.8     14.7     39.1     45.8     89.5     85.3     10.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      89      112      115      101      124      270      299                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,317
COMMITMENTS
   2,859    1,058      394      602    2,866    3,855    4,318    1,462      999

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -179)
    -267     -103       73       62     -154     -132     -184      -47        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8     19.9      7.4     11.3     53.9     72.5     81.2     27.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      36       10        7       12       22       55       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,301
COMMITMENTS
  15,136   15,488    5,536   13,571    8,767   34,243   29,791    6,058   10,510

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        -95)
    -346      827     -345      769       -4       78      478     -173     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     38.4     13.7     33.7     21.8     85.0     73.9     15.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      57       61       41       55       55      133      143                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,184
COMMITMENTS
   3,011   19,057      977   28,503   10,646   32,491   30,680      693    2,504

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        373)
     100      361       50      206     -139      356      272       17      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     57.4      2.9     85.9     32.1     97.9     92.5      2.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       9       38       14       22       23       43       63                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,936
COMMITMENTS
   6,849    2,537      494   19,751   24,088   27,094   27,119      842      817

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        456)
       0     -210      494       -4     -122      490      162      -34      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      9.1      1.8     70.7     86.2     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        1        7       11       14       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,789
COMMITMENTS
  32,834   12,787    2,425   55,464   81,059   90,723   96,271   33,066   27,518

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -581)
  -4,175   -1,516       54    5,459   -2,473    1,338   -3,935   -1,919    3,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     10.3      2.0     44.8     65.5     73.3     77.8     26.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      25       16       10       19       21       48       43                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,142
COMMITMENTS
  24,884   20,930      632   20,695    9,197   46,211   30,759    5,931   21,383

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      7,388)
   2,421    2,614      -24    6,747     -311    9,144    2,279   -1,756    5,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     40.1      1.2     39.7     17.6     88.6     59.0     11.4     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       15        5       12        9       26       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      138,084
COMMITMENTS
  27,017   74,477    7,121   99,517   49,389  133,655  130,987    4,429    7,097

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,279)
   1,798    3,567   -2,342    3,517    2,321    2,973    3,546      306     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     53.9      5.2     72.1     35.8     96.8     94.9      3.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      35       67       11       21       17       63       89                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      244,377
COMMITMENTS
  38,557   71,392    9,113  179,706  125,675  227,376  206,180   17,001   38,197

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      5,219)
   1,024   -4,563    4,054   -2,016    4,888    3,062    4,379    2,157      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     29.2      3.7     73.5     51.4     93.0     84.4      7.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      26       35       14       25       36       55       81                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,833
COMMITMENTS
  54,792   32,733    3,468   73,603   96,638  131,863  132,839   27,970   26,994

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        924)
 -31,373    5,487      -11   31,634   -7,770      250   -2,294      674    3,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     20.5      2.2     46.0     60.5     82.5     83.1     17.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       33       12       33       33       79       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      350,242
COMMITMENTS
  93,955  131,850   11,382  193,758  145,257  299,095  288,489   51,147   61,753

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        683)
  -7,768    7,540       39    7,693   -6,692      -36      887      719     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     37.6      3.2     55.3     41.5     85.4     82.4     14.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      52       85       39       59       54      129      162                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,868
COMMITMENTS
  20,224   19,875    1,405    6,236    6,540   27,865   27,820    1,003    1,048

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,415)
     -80     -106    1,353      217       61    1,490    1,308      -75      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     68.8      4.9     21.6     22.7     96.5     96.4      3.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        9        2        4        3       13       13                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,189
COMMITMENTS
  30,414   25,838      264    8,040   12,224   38,718   38,326    3,471    3,863

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -1,797)
  -2,131      -19      -39      652   -1,989   -1,518   -2,047     -279      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     61.2      0.6     19.1     29.0     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       22        5       10       12       41       35                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,578,685
COMMITMENTS
 1050213  1780167  2074606  6662631  5479168  9787450  9333941  791,235  1244744

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:   -126,544)
-122,309  290,071 -155,750  179,128 -331,720  -98,931 -197,399  -27,613   70,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     16.8     19.6     63.0     51.8     92.5     88.2      7.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      39       90       99      130      143      244      266                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      673,452
COMMITMENTS
 115,253   89,641   22,046  454,293  471,736  591,592  583,423   81,861   90,029

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     29,111)
  21,678    2,553   -2,712    5,781   23,158   24,748   22,999    4,364    6,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     13.3      3.3     67.5     70.0     87.8     86.6     12.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     114      146       59      220      252      364      427                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       78,663
COMMITMENTS
  12,092    3,165    1,053   36,549   51,597   49,694   55,815   28,969   22,848

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      4,374)
    -558   -1,228      877    4,482     -627    4,801     -978     -427    5,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      4.0      1.3     46.5     65.6     63.2     71.0     36.8     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      12        7        3       28       26       42       34                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,973,946
COMMITMENTS
 529,733  446,311   91,034  2088721  2100695  2709488  2638040  264,458  335,906

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    123,687)
 103,072   10,797   -9,836    6,497  118,924   99,733  119,885   23,954    3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     15.0      3.1     70.2     70.6     91.1     88.7      8.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     111      145       55      211      244      349      417                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,629
COMMITMENTS
   9,648    5,181      298   60,969   71,833   70,915   77,312    9,714    3,317

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        793)
   1,345      125     -379     -390    1,121      576      867      217      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      6.4      0.4     75.6     89.1     88.0     95.9     12.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      13        9        3       51       37       65       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,271
COMMITMENTS
  14,308    8,267      918   24,126   29,626   39,352   38,810    4,919    5,460

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -484)
   5,148   -2,413      -75   -6,475    1,787   -1,402     -702      918      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     18.7      2.1     54.5     66.9     88.9     87.7     11.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      62       60       16       70       63      140      132                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      221,353
COMMITMENTS
  71,541   41,335    4,588  120,630  148,129  196,759  194,052   24,594   27,301

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -2,422)
  25,741  -12,065     -376  -32,376    8,933   -7,011   -3,508    4,589    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     18.7      2.1     54.5     66.9     88.9     87.7     11.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      62       60       16       70       63      140      132                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,633
COMMITMENTS
  51,712   51,588    2,658   36,381   36,986   90,751   91,232   23,882   23,401

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        514)
 -20,081    4,688     -156   20,517   -4,966      280     -434      234      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     45.0      2.3     31.7     32.3     79.2     79.6     20.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       31       13       14       14       50       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,222
COMMITMENTS
  11,943    2,973        7   15,647   23,462   27,597   26,442    5,625    6,780

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,066)
     745      878        7       46     -559      798      326      268      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      8.9      0.0     47.1     70.6     83.1     79.6     16.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        8        1       14       15       28       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       87,836
COMMITMENTS
  16,288    7,140      691   60,410   19,099   77,389   26,930   10,447   60,906

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        636)
  -1,430      450      210     -372   -2,072   -1,592   -1,412    2,228    2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      8.1      0.8     68.8     21.7     88.1     30.7     11.9     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      28       12        5       30       18       59       34                  



Updated May 27, 2016