BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,623
COMMITMENTS
     749    1,446      434    4,561    3,995    5,744    5,875      879      748

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        198)
      24       37       11      143      142      178      190       20        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     21.8      6.6     68.9     60.3     86.7     88.7     13.3     11.3

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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,857
COMMITMENTS
  16,876   12,527    1,371   12,131   10,720   30,378   24,618    3,479    9,239

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        328)
     156       58       45      130      225      331      328       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     37.0      4.0     35.8     31.7     89.7     72.7     10.3     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       38       26       26       20       61       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,473
COMMITMENTS
     750    1,163      566    4,564    3,853    5,880    5,582      593      891

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        148)
      22       27       37       33       65       92      129       56       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     18.0      8.7     70.5     59.5     90.8     86.2      9.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       10       11       18       20       31       37                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,073
COMMITMENTS
  79,471   45,336   35,389   92,854  114,556  207,714  195,281   21,359   33,792

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -409)
    -757      344    1,219   -1,568   -1,957   -1,106     -394      697      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     19.8     15.4     40.5     50.0     90.7     85.2      9.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      93       65      103       76       84      234      215                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,279
COMMITMENTS
  93,958   64,912   34,630  102,811  121,939  231,399  221,481   27,880   37,798

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -9,404)
  -2,014   -1,644   -4,779   -2,311   -1,175   -9,104   -7,598     -300   -1,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     25.0     13.4     39.7     47.0     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     102      101      114      102      122      272      289                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,379
COMMITMENTS
   2,719    1,029      457      805    2,786    3,981    4,272    1,398    1,107

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         62)
    -140      -29       63      203      -80      126      -46      -64      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     19.1      8.5     15.0     51.8     74.0     79.4     26.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      37       10        8       12       21       56       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,704
COMMITMENTS
  14,771   15,102    4,330   12,865    7,735   31,966   27,167    5,738   10,537

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,597)
    -365     -386   -1,206     -706   -1,032   -2,277   -2,624     -320       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     40.1     11.5     34.1     20.5     84.8     72.1     15.2     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      49       54       34       46       50      114      127                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,646
COMMITMENTS
   3,085   19,069    1,088   28,804   10,903   32,977   31,060      669    2,586

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        462)
      74       12      111      301      257      486      380      -24       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     56.7      3.2     85.6     32.4     98.0     92.3      2.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       9       36       15       22       23       44       61                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,196
COMMITMENTS
   7,509    2,918      150   19,745   24,260   27,404   27,328      792      868

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        260)
     660      381     -344       -6      172      310      209      -50       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     10.3      0.5     70.0     86.0     97.2     96.9      2.8      3.1

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 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,518
COMMITMENTS
  38,753   12,494    2,946   51,879   82,201   93,578   97,641   32,940   28,877

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,729)
   5,919     -293      521   -3,585    1,142    2,855    1,370     -126    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      9.9      2.3     41.0     65.0     74.0     77.2     26.0     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      31       14       10       21       22       54       44                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,175
COMMITMENTS
  24,291   24,162      647   25,286   11,466   50,224   36,275    6,951   20,900

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,033)
    -593    3,232       15    4,591    2,269    4,013    5,516    1,020     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     42.3      1.1     44.2     20.1     87.8     63.4     12.2     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       16        3       12       11       24       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      143,577
COMMITMENTS
  20,193   75,808   11,018  107,837   49,790  139,048  136,616    4,529    6,961

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,493)
  -6,824    1,331    3,897    8,320      401    5,393    5,629      100     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     52.8      7.7     75.1     34.7     96.8     95.2      3.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      27       72       10       21       19       55       96                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      243,685
COMMITMENTS
  36,546   69,397    9,187  180,591  128,607  226,324  207,191   17,361   36,494

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -692)
  -2,011   -1,995       74      885    2,932   -1,052    1,011      360   -1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     28.5      3.8     74.1     52.8     92.9     85.0      7.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      28       31       16       25       35       59       76                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      156,499
COMMITMENTS
  46,964   32,127    3,333   78,749   92,275  129,046  127,735   27,453   28,764

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -3,334)
  -7,828     -606     -135    5,146   -4,363   -2,817   -5,104     -517    1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     20.5      2.1     50.3     59.0     82.5     81.6     17.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       34       14       32       32       75       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      356,178
COMMITMENTS
  98,218  135,872   10,632  198,726  148,012  307,576  294,516   48,602   61,662

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,936)
   4,263    4,022     -750    4,968    2,755    8,481    6,027   -2,545      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     38.1      3.0     55.8     41.6     86.4     82.7     13.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      55       86       40       56       52      130      161                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,056
COMMITMENTS
   9,544    1,906      741    8,164   20,873   18,449   23,520    9,607    4,536

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      6.8      2.6     29.1     74.4     65.8     83.8     34.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        4       10        7       17       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       42,712
COMMITMENTS
  19,699   19,981      709   21,228   20,922   41,636   41,612    1,076    1,100

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     13,844)
    -525      106     -696   14,992   14,382   13,771   13,792       73       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     46.8      1.7     49.7     49.0     97.5     97.4      2.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        8        2        7        5       16       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,604
COMMITMENTS
  31,919   26,415      129    9,061   14,500   41,109   41,044    3,495    3,560

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,415)
   1,505      577     -135    1,021    2,276    2,391    2,718       24     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6     59.2      0.3     20.3     32.5     92.2     92.0      7.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      31       21        6       13       14       47       38                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,807,317
COMMITMENTS
 1009334  1826294  2209455  6815546  5534299 10034335  9570048  772,982  1237269

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    228,632)
 -40,879   46,127  134,849  152,915   55,131  246,885  236,107  -18,253   -7,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     16.9     20.4     63.1     51.2     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      32       98      100      127      143      238      269                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      681,779
COMMITMENTS
 112,371   97,419   21,936  464,352  466,977  598,658  586,332   83,121   95,447

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,327)
  -2,882    7,777     -109   10,058   -4,759    7,067    2,909    1,260    5,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     14.3      3.2     68.1     68.5     87.8     86.0     12.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     114      146       61      219      244      363      421                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       83,810
COMMITMENTS
  11,955    5,888       50   44,298   51,773   56,303   57,711   27,507   26,099

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,147)
    -137    2,723   -1,003    7,749      176    6,609    1,896   -1,462    3,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      7.0      0.1     52.9     61.8     67.2     68.9     32.8     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13        7        1       31       26       45       33                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,989,845
COMMITMENTS
 528,450  484,026   83,059  2100268  2076018  2711777  2643103  278,068  346,742

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     15,899)
  -1,283   37,715   -7,975   11,547  -24,677    2,289    5,063   13,610   10,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     16.2      2.8     70.2     69.4     90.7     88.4      9.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     108      148       57      209      236      347      411                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,543
COMMITMENTS
   9,936    4,434      464   63,957   76,936   74,357   81,834   10,186    2,709

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,914)
     288     -747      166    2,988    5,103    3,442    4,522      472     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.2      0.5     75.7     91.0     88.0     96.8     12.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        8        4       54       38       69       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,379
COMMITMENTS
  19,443    8,450      443   21,550   32,042   41,436   40,935    4,943    5,444

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,108)
   5,135      183     -475   -2,576    2,416    2,084    2,124       24      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     18.2      1.0     46.5     69.1     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      61       64       17       62       65      132      138                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      231,894
COMMITMENTS
  97,214   42,249    2,215  107,752  160,209  207,181  204,673   24,713   27,221

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     10,541)
  25,673      914   -2,373  -12,878   12,080   10,422   10,621      119      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     18.2      1.0     46.5     69.1     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      61       64       17       62       65      132      138                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,647
COMMITMENTS
  44,560   49,318    2,955   44,974   36,356   92,489   88,629   22,158   26,018

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         14)
  -7,152   -2,270      297    8,593     -630    1,738   -2,603   -1,724    2,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     43.0      2.6     39.2     31.7     80.7     77.3     19.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       26       10       15       19       49       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,516
COMMITMENTS
  12,260    4,677       78   15,604   23,318   27,942   28,073    7,574    7,443

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,294)
     317    1,704       71      -43     -144      345    1,631    1,949      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     13.2      0.2     43.9     65.7     78.7     79.0     21.3     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       13        3       13       15       27       28                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       92,507
COMMITMENTS
  19,174    7,957      897   63,519   19,474   83,590   28,328    8,917   64,179

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,671)
   2,886      817      206    3,109      375    6,201    1,398   -1,530    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      8.6      1.0     68.7     21.1     90.4     30.6      9.6     69.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29        9        8       36       17       66       33                  



Updated June 3, 2016