BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,925
COMMITMENTS
     752    1,211      431    3,938    3,590    5,121    5,232      804      693

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -698)
       3     -235       -3     -623     -405     -623     -643      -75      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     20.4      7.3     66.5     60.6     86.4     88.3     13.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        7       16       16       26       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,904
COMMITMENTS
  14,884   10,412    1,000   10,871   10,463   26,755   21,875    3,149    8,029

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,953)
  -1,992   -2,115     -371   -1,260     -257   -3,623   -2,743     -330   -1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     34.8      3.3     36.4     35.0     89.5     73.2     10.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       27       22       24       21       56       61                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,694
COMMITMENTS
     794    1,108      383    3,851    3,471    5,028    4,962      666      732

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -779)
      44      -55     -183     -713     -382     -852     -620       73     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     19.5      6.7     67.6     61.0     88.3     87.1     11.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       12        8       16       19       27       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,591
COMMITMENTS
  92,883   47,231   38,259   93,485  127,671  224,627  213,161   23,964   35,430

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     19,518)
  13,412    1,895    2,870      631   13,115   16,913   17,880    2,605    1,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     19.0     15.4     37.6     51.4     90.4     85.7      9.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     113       65      106       76       91      260      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      250,554
COMMITMENTS
  88,198   61,203   30,612  103,717  118,628  222,527  210,443   28,027   40,111

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,725)
  -5,760   -3,709   -4,018      906   -3,311   -8,872  -11,038      147    2,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     24.4     12.2     41.4     47.3     88.8     84.0     11.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      85      100       85      100      123      240      270                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,307
COMMITMENTS
   2,359    1,096      467      891    2,692    3,717    4,255    1,590    1,052

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        -72)
    -360       67       10       86      -94     -264      -17      192      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     20.7      8.8     16.8     50.7     70.0     80.2     30.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      35        9        7       12       20       53       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,926
COMMITMENTS
  15,029   15,494    4,194   13,845    8,120   33,068   27,808    5,858   11,118

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      1,222)
     258      392     -136      980      385    1,102      641      120      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     39.8     10.8     35.6     20.9     85.0     71.4     15.0     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      47       55       35       49       54      115      132                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,969
COMMITMENTS
   2,264   15,776      940   26,172   10,940   29,376   27,656      593    2,313

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,677)
    -821   -3,293     -148   -2,632       37   -3,601   -3,404      -76     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     52.6      3.1     87.3     36.5     98.0     92.3      2.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       31       14       22       24       42       58                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,329
COMMITMENTS
   8,086    3,908    2,586   20,919   26,088   31,591   32,582    1,738      747

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      5,133)
     577      990    2,436    1,174    1,828    4,187    5,254      946     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     11.7      7.8     62.8     78.3     94.8     97.8      5.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        3        7       11       15       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,330
COMMITMENTS
  37,421   15,884   12,343   52,674   82,076  102,438  110,303   32,892   25,027

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      8,812)
  -1,332    3,390    9,397      795     -125    8,860   12,662      -48   -3,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     11.7      9.1     38.9     60.6     75.7     81.5     24.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       21       17       20       23       55       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,626
COMMITMENTS
  21,644   31,289    2,454   30,780    8,635   54,878   42,378    7,748   20,248

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      5,451)
  -2,647    7,127    1,807    5,494   -2,831    4,654    6,103      797     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     50.0      3.9     49.1     13.8     87.6     67.7     12.4     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       15        6       12       11       25       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,333
COMMITMENTS
  22,389   81,698   10,540  104,873   43,019  137,802  135,257    4,531    7,076

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,244)
   2,196    5,890     -478   -2,964   -6,771   -1,246   -1,359        2      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     57.4      7.4     73.7     30.2     96.8     95.0      3.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      38       61       22       20       21       71       99                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      259,238
COMMITMENTS
  36,337  102,636   20,007  186,403  101,964  242,747  224,607   16,491   34,631

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     15,553)
    -209   33,239   10,820    5,812  -26,643   16,423   17,416     -870   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     39.6      7.7     71.9     39.3     93.6     86.6      6.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      26       43       21       27       35       63       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      180,894
COMMITMENTS
  68,237   25,384    9,495   72,616  116,477  150,348  151,356   30,546   29,538

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     24,395)
  21,273   -6,743    6,162   -6,133   24,202   21,302   23,621    3,093      774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     14.0      5.2     40.1     64.4     83.1     83.7     16.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       27       17       29       35       76       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      386,010
COMMITMENTS
  93,492  160,604   27,389  207,448  127,910  328,329  315,903   57,681   70,107

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     29,832)
  -4,726   24,732   16,757    8,722  -20,102   20,753   21,387    9,079    8,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     41.6      7.1     53.7     33.1     85.1     81.8     14.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      60       83       43       57       52      140      157                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,815
COMMITMENTS
   8,683    2,176    3,629    8,856   21,457   21,168   27,262   10,647    4,553

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      3,759)
    -861      270    2,888      692      584    2,719    3,742    1,040       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      6.8     11.4     27.8     67.4     66.5     85.7     33.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        6       10        8       18       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,709
COMMITMENTS
  18,021    5,173      759    8,019   20,885   26,799   26,817      910      892

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -15,003)
  -1,678  -14,808       50  -13,209      -37  -14,837  -14,795     -166     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     18.7      2.7     28.9     75.4     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        8        3        5        5       14       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       57,750
COMMITMENTS
  38,562   30,026    4,671    9,710   19,654   52,943   54,351    4,807    3,399

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     13,146)
   6,643    3,611    4,542      649    5,154   11,834   13,307    1,312     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     52.0      8.1     16.8     34.0     91.7     94.1      8.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      35       20        7       12       15       50       39                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,823,863
COMMITMENTS
 1000507  1742057  2231621  6851666  5659272 10083794  9632950  740,069  1190913

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     16,546)
  -8,827  -84,237   22,166   36,120  124,973   49,459   62,902  -32,913  -46,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     16.1     20.6     63.3     52.3     93.2     89.0      6.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      39       89       98      131      143      240      268                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      715,957
COMMITMENTS
 107,094  104,130   19,920  494,254  487,032  621,268  611,082   94,689  104,875

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     34,178)
  -5,276    6,711   -2,017   29,902   20,056   22,609   24,750   11,568    9,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     14.5      2.8     69.0     68.0     86.8     85.4     13.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     114      148       64      229      248      374      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       91,279
COMMITMENTS
  12,059    2,742       50   50,146   53,705   62,255   56,497   29,024   34,782

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,469)
     104   -3,146        0    5,848    1,932    5,952   -1,214    1,517    8,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      3.0      0.1     54.9     58.8     68.2     61.9     31.8     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13        6        1       32       30       46       36                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,123,389
COMMITMENTS
 486,425  518,190   88,099  2220540  2166636  2795064  2772925  328,325  350,464

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    133,544)
 -42,025   34,164    5,040  120,272   90,618   83,287  129,822   50,257    3,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     16.6      2.8     71.1     69.4     89.5     88.8     10.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     110      149       62      219      238      360      418                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,420
COMMITMENTS
   9,828    3,681      207   67,397   81,424   77,432   85,312   10,988    3,108

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      3,877)
    -108     -753     -257    3,440    4,488    3,075    3,478      802      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      4.2      0.2     76.2     92.1     87.6     96.5     12.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      13        6        2       54       38       68       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,764
COMMITMENTS
  19,837    7,293      333   23,159   36,345   43,329   43,971    5,435    4,793

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,386)
     394   -1,157     -110    1,609    4,303    1,893    3,037      492     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     15.0      0.7     47.5     74.5     88.9     90.2     11.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      60       52       15       69       68      133      131                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      243,822
COMMITMENTS
  99,186   36,464    1,666  115,795  181,726  216,647  219,856   27,175   23,966

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     11,928)
   1,972   -5,785     -549    8,043   21,517    9,466   15,183    2,462   -3,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     15.0      0.7     47.5     74.5     88.9     90.2     11.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      60       52       15       69       68      133      131                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      119,376
COMMITMENTS
  35,406   51,214    7,134   53,952   34,470   96,492   92,818   22,884   26,558

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,729)
  -9,154    1,896    4,179    8,978   -1,886    4,003    4,189      726      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     42.9      6.0     45.2     28.9     80.8     77.8     19.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      24       30       14       16       17       48       53                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,713
COMMITMENTS
  11,984    3,990    2,918   18,979   25,887   33,881   32,795    6,832    7,918

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      5,197)
    -276     -687    2,840    3,375    2,569    5,939    4,722     -742      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      9.8      7.2     46.6     63.6     83.2     80.6     16.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13       10        7       16       14       34       28                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       97,456
COMMITMENTS
  17,091   10,885    1,507   70,111   21,469   88,709   33,861    8,747   63,595

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,949)
  -2,083    2,928      610    6,592    1,995    5,119    5,533     -170     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     11.2      1.5     71.9     22.0     91.0     34.7      9.0     65.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       16       11       37       22       67       44                  



Updated June 10, 2016