BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,074
COMMITMENTS
     489    1,231      602    2,791    2,362    3,883    4,196    1,192      879

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -1,259)
    -266      -74      -82     -881     -872   -1,229   -1,028      -29     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     24.3     11.9     55.0     46.6     76.5     82.7     23.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3       10        9       13       12       23       24                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       50,954
COMMITMENTS
  18,103    5,958   11,142   15,154   15,021   44,400   32,121    6,555   18,833

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -4,422)
    -858     -350   -1,155   -3,390   -3,820   -5,403   -5,325      981      903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     11.7     21.9     29.7     29.5     87.1     63.0     12.9     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       24       28       30       20       61       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,149
COMMITMENTS
     290    1,793    1,709    7,505    5,620    9,503    9,122      645    1,026

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -2,479)
     -60     -382     -677   -1,669   -1,272   -2,406   -2,331      -73     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     17.7     16.8     73.9     55.4     93.6     89.9      6.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       17       16       25       21       42       40                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,648
COMMITMENTS
  53,618   45,304   77,963   78,554   74,373  210,135  197,641   17,512   30,007

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        861)
     586   -4,873    3,793   -2,940    1,441    1,439      360     -578      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     19.9     34.2     34.5     32.7     92.3     86.8      7.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      87       81      108       76       75      217      219                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      365,002
COMMITMENTS
  59,843   45,085  120,831  155,463  144,674  336,136  310,589   28,866   54,412

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,329)
     868   -6,065    1,834      -26    5,285    2,675    1,054      653    2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     12.4     33.1     42.6     39.6     92.1     85.1      7.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      96      110      145      141      151      329      335                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,005
COMMITMENTS
   1,150    1,472      699      952      939    2,801    3,111    1,204      895

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -137)
    -112      -31      -53       58      -49     -107     -133      -30       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     36.8     17.5     23.8     23.4     69.9     77.7     30.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       16       11       16       13       41       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,217
COMMITMENTS
  12,652    6,684   13,667   13,576    9,294   39,895   29,645    8,321   18,572

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        987)
     708     -700      166      920    1,403    1,795      870     -809      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     13.9     28.3     28.2     19.3     82.7     61.5     17.3     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      50       47       55       68       61      149      144                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       41,975
COMMITMENTS
   2,113   21,286    5,333   33,492   10,347   40,938   36,966    1,036    5,009

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -3,675)
    -278   -1,462     -480   -3,045   -1,680   -3,803   -3,622      128      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     50.7     12.7     79.8     24.7     97.5     88.1      2.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       8       35       24       24       21       52       60                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,562
COMMITMENTS
   2,996    3,378        0   25,666   25,604   28,662   28,982      900      580

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        203)
      59     -215        0      -33      366       26      151      177       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     11.4      0.0     86.8     86.6     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        3        0       10       11       19       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      186,328
COMMITMENTS
  36,164   98,364   14,067  110,816   29,048  161,047  141,478   25,281   44,849

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -2,711)
  -6,806   -8,629    3,166     -116    1,904   -3,755   -3,559    1,045      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     52.8      7.5     59.5     15.6     86.4     75.9     13.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       41       17       25       29       58       80                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,887
COMMITMENTS
  25,986   22,802    1,874   19,673    4,001   47,533   28,677    5,354   24,210

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      1,600)
    -561     -492      332    1,722   -1,535    1,493   -1,695      108    3,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1     43.1      3.5     37.2      7.6     89.9     54.2     10.1     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       14        9       11       11       22       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      143,844
COMMITMENTS
  33,938   95,689      998  105,839   39,785  140,774  136,472    3,070    7,372

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,655)
   3,312    7,944     -219      639   -4,059    3,732    3,666      -76      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     66.5      0.7     73.6     27.7     97.9     94.9      2.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      27       64        8       15       19       48       85                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      256,752
COMMITMENTS
  40,597   69,705   27,681  169,567  117,943  237,845  215,328   18,906   41,423

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     27,017)
      27     -769    9,622   17,922   17,185   27,572   26,038     -555      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     27.1     10.8     66.0     45.9     92.6     83.9      7.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      26       43       21       27       38       64       91                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      251,021
COMMITMENTS
  63,039   64,669   21,592  141,911  131,460  226,541  217,720   24,480   33,301

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     30,151)
  21,280    1,356    4,825     -607   27,997   25,498   34,177    4,654   -4,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     25.8      8.6     56.5     52.4     90.2     86.7      9.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      36       45       26       28       38       79       94                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      477,926
COMMITMENTS
  64,623  220,470   47,998  300,927  125,611  413,548  394,080   64,378   83,846

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     11,111)
  -1,801    2,025      920    7,221    4,699    6,340    7,644    4,771    3,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     46.1     10.0     63.0     26.3     86.5     82.5     13.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      51      110       65       58       65      148      201                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,320
COMMITMENTS
   6,360    8,430      400    6,749    4,054   13,509   12,884      811    1,436

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -15,013)
  -3,498    1,123   -3,079   -8,363  -13,150  -14,940  -15,106      -73       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     58.9      2.8     47.1     28.3     94.3     90.0      5.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       12        1        3        4        9       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,928
COMMITMENTS
  16,842   15,263      111    5,142    5,078   22,095   20,452    2,833    4,476

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        341)
   1,871      146        8     -862      -70    1,017       84     -676      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.6     61.2      0.4     20.6     20.4     88.6     82.0     11.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       18        2        9       10       33       29                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,184,435
COMMITMENTS
 1113911  1415549  7065173  8313981  7591439 16493065 16072160  691,370  1112275

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -35,039)
-110,645   40,226 -155,215  236,050   83,209  -29,810  -31,779   -5,229   -3,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      8.2     41.1     48.4     44.2     96.0     93.5      4.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      54       90      119      129      143      260      282                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      744,886
COMMITMENTS
  62,697   80,106   85,311  473,816  462,024  621,824  627,441  123,061  117,444

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     25,873)
  -2,738    3,660    6,613    6,650    3,380   10,524   13,653   15,348   12,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     10.8     11.5     63.6     62.0     83.5     84.2     16.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     131      126      145      238      251      443      450                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      137,707
COMMITMENTS
  12,927    6,175   17,431   75,820   57,936  106,178   81,542   31,529   56,165

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     14,955)
   1,250    3,087     -260   15,525    1,590   16,515    4,417   -1,560   10,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      4.5     12.7     55.1     42.1     77.1     59.2     22.9     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       13       26       46       41       80       69                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,035,892
COMMITMENTS
 280,260  401,062  307,995  1989978  2020437  2578233  2729494  457,659  306,398

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     54,590)
  -8,890   13,912   23,315  -44,377    8,954  -29,953   46,181   84,543    8,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     13.2     10.1     65.5     66.6     84.9     89.9     15.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     122      122      132      226      242      414      430                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,550
COMMITMENTS
   9,361    3,451      550   67,297   77,720   77,208   81,721    9,342    4,829

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,219)
     663     -363     -206    2,715    3,352    3,172    2,783       47      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      4.0      0.6     77.8     89.8     89.2     94.4     10.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11        5        2       50       37       62       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,124
COMMITMENTS
  16,855    9,657    2,461   38,597   47,022   57,913   59,140    5,211    3,983

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -1,978)
  -2,405    2,679    1,224     -345   -6,104   -1,525   -2,201     -453      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     15.3      3.9     61.1     74.5     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      62       43       23       69       58      142      113                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      315,619
COMMITMENTS
  84,273   48,283   12,307  192,983  235,112  289,563  295,702   26,056   19,917

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -9,890)
 -12,023   13,394    6,122   -1,726  -30,521   -7,627  -11,005   -2,263    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     15.3      3.9     61.1     74.5     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      62       43       23       69       58      142      113                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,502
COMMITMENTS
  45,937   60,455    5,957   41,088   14,121   92,982   80,533   18,520   30,969

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,561)
   1,012   -2,216      900       67    2,009    1,980      693    1,581    2,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     54.2      5.3     36.8     12.7     83.4     72.2     16.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       45       15       18       20       49       70                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,061
COMMITMENTS
  20,121    5,868      139   19,917   37,541   40,177   43,548    6,884    3,513

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -1,021)
     254   -1,294        6      -15       39      245   -1,249   -1,266      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8     12.5      0.3     42.3     79.8     85.4     92.5     14.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        5        1       15       12       32       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       73,704
COMMITMENTS
  19,373    7,015      732   42,398   12,547   62,503   20,294   11,201   53,410

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      3,137)
  -1,587     -330     -246    1,686     -777     -147   -1,353    3,284    4,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      9.5      1.0     57.5     17.0     84.8     27.5     15.2     72.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       11        2       33       20       58       33                  



Updated January 8, 2016