BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,262
COMMITMENTS
     985    1,768      945    5,282    4,490    7,212    7,203    1,050    1,059

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        656)
       9      332      -23      518      476      504      785      152     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     21.4     11.4     63.9     54.4     87.3     87.2     12.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9       10       18       17       29       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       59,107
COMMITMENTS
  21,324    7,079   13,513   17,277   18,296   52,114   38,887    6,993   20,220

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,498)
     498       27    1,134      449      618    2,082    1,779      416      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     12.0     22.9     29.2     31.0     88.2     65.8     11.8     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       30       31       33       24       67       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,268
COMMITMENTS
     300    1,694    2,593    8,353    6,857   11,246   11,144    1,023    1,124

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        202)
      56     -128      137       24      192      217      201      -15        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     13.8     21.1     68.1     55.9     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       11       17       24       22       42       41                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,760
COMMITMENTS
  74,110   22,978   65,125   89,027  119,584  228,262  207,687   21,499   42,074

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      3,411)
   2,560     -165   -3,688    2,638    4,434    1,509      581    1,901    2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      9.2     26.1     35.6     47.9     91.4     83.2      8.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     110       70      108       84       93      249      227                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      358,898
COMMITMENTS
  80,401   45,316  107,176  136,459  147,567  324,036  300,059   34,862   58,839

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     12,400)
   7,370   -3,091    5,311      109    6,774   12,790    8,994     -391    3,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     12.6     29.9     38.0     41.1     90.3     83.6      9.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     106      100      149      155      156      354      341                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,496
COMMITMENTS
   1,298    1,790      961    1,148      604    3,408    3,355    1,088    1,141

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -497)
     -42     -145     -276     -265     -101     -582     -523       85       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     39.8     21.4     25.5     13.4     75.8     74.6     24.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       16       10       16       14       39       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,396
COMMITMENTS
  13,703    6,924   15,187   14,783    9,817   43,673   31,928    8,722   20,468

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        871)
     349     -878       87      530      777      965      -14      -94      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     13.2     29.0     28.2     18.7     83.4     60.9     16.6     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      48       57       60       73       71      161      157                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,961
COMMITMENTS
     889    5,163      245    3,634      164    4,768    5,572    1,193      389

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        115)
      51      102      -10       36       -1       78       91       37       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     86.6      4.1     61.0      2.8     80.0     93.5     20.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        6        5        9        4       19       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       50,102
COMMITMENTS
   2,696   25,166    6,402   39,919   13,033   49,018   44,601    1,084    5,501

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      3,489)
     126    1,413      623    2,707    1,126    3,456    3,161       33      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     50.2     12.8     79.7     26.0     97.8     89.0      2.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       9       34       23       26       25       53       64                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,521
COMMITMENTS
   5,653    3,273      394   23,172   26,003   29,219   29,670    1,302      851

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        132)
     134     -720      353     -502      439      -15       72      147       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     10.7      1.3     75.9     85.2     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        2        1        9       12       21       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      184,469
COMMITMENTS
  27,255   61,293   14,902  116,766   74,946  158,924  151,142   25,546   33,328

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      7,035)
  -2,807   -6,859    3,635    6,044    9,128    6,872    5,904      163    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     33.2      8.1     63.3     40.6     86.2     81.9     13.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       34       18       27       24       54       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,499
COMMITMENTS
  19,719   21,189    2,692   21,101    6,601   43,511   30,482    6,987   20,017

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -710)
    -451     -955     -763    1,136      179      -78   -1,538     -632      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     42.0      5.3     41.8     13.1     86.2     60.4     13.8     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       12        7       13       14       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,201
COMMITMENTS
  25,434   81,825   16,634   96,619   36,821  138,687  135,279    3,515    6,922

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,366)
  -4,860   -1,164   -2,733    3,164      570   -4,429   -3,326       63   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     57.5     11.7     67.9     25.9     97.5     95.1      2.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       51       22       20       21       67       81                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      321,242
COMMITMENTS
  37,677   69,233   36,045  226,462  173,115  300,184  278,393   21,059   42,849

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     22,757)
     875    7,190    5,472   17,015    7,072   23,362   19,734     -605    3,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     21.6     11.2     70.5     53.9     93.4     86.7      6.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      27       42       23       28       44       65       99                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      312,646
COMMITMENTS
  90,933   31,218   36,288  155,714  213,683  282,936  281,190   29,710   31,456

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,647)
   5,693   -4,877    2,764   -2,544    3,092    5,914      979   -3,267    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     10.0     11.6     49.8     68.3     90.5     89.9      9.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      49       40       35       31       41       96      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      503,904
COMMITMENTS
 105,765  165,932   57,339  291,418  212,752  454,522  436,023   49,383   67,882

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      6,180)
  -3,445   20,704    5,100    7,472  -27,696    9,126   -1,892   -2,946    8,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     32.9     11.4     57.8     42.2     90.2     86.5      9.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      65       96       69       57       60      159      188                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,144
COMMITMENTS
  14,810      793      196    8,030   29,320   23,036   30,309   11,108    3,835

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -369)
      83        0     -104       72      233       51      129     -420     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4      2.3      0.6     23.5     85.9     67.5     88.8     32.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        1        3       10       10       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,911
COMMITMENTS
   6,839    5,370      535    6,471    7,530   13,845   13,435    1,066    1,476

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,975)
   1,224      950      342      412      532    1,978    1,824       -3      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     36.0      3.6     43.4     50.5     92.9     90.1      7.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       15        2        3        5        9       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,473
COMMITMENTS
  16,593   20,750      196   12,386    6,500   29,175   27,446    2,298    4,027

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,145)
     625   -1,833       25   -1,240      469     -590   -1,339     -555      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.7     65.9      0.6     39.4     20.7     92.7     87.2      7.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       22        4       13       13       34       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   20,818,553
COMMITMENTS
 1179343  1209303 10223220  8571506  8177063 19974070 19609586  844,483  1208966

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    540,720)
   4,524  111,438  372,694  215,459  108,710  592,677  592,842  -51,957  -52,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      5.8     49.1     41.2     39.3     95.9     94.2      4.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      58      100      122      144      156      281      304                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      955,017
COMMITMENTS
  80,041  117,583  101,721  594,374  545,002  776,136  764,306  178,881  190,710

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     34,353)
      35   -3,011   10,320   14,329   17,720   24,685   25,029    9,668    9,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     12.3     10.7     62.2     57.1     81.3     80.0     18.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     109      182      154      249      266      464      497                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      209,099
COMMITMENTS
  13,152   14,294   24,613  129,005   69,182  166,770  108,089   42,329  101,010

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     16,348)
   1,513    2,545    4,176    6,069    4,854   11,759   11,576    4,590    4,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      6.8     11.8     61.7     33.1     79.8     51.7     20.2     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      12       18       22       45       42       73       66                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,729,589
COMMITMENTS
 368,479  550,484  351,503  2326846  2379100  3046827  3281087  682,761  448,502

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     90,025)
   2,756  -17,634   20,572   41,303   64,330   64,632   67,268   25,393   22,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     14.8      9.4     62.4     63.8     81.7     88.0     18.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     107      174      145      240      256      443      480                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,249
COMMITMENTS
   5,965    9,463      415   81,416   80,656   87,796   90,534    7,453    4,715

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,884)
    -483      850      100   -2,850   -2,848   -3,233   -1,898      349     -986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      9.9      0.4     85.5     84.7     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       9       10        4       48       39       60       50                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,202
COMMITMENTS
  12,683    9,800    2,905   35,223   37,025   50,811   49,730    4,391    5,472

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:         22)
   1,019   -1,192      426   -1,890    1,142     -444      376      466     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     17.8      5.3     63.8     67.1     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      53       55       26       59       74      124      143                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      276,008
COMMITMENTS
  63,414   48,999   14,527  176,114  185,124  254,055  248,650   21,953   27,358

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        110)
   5,097   -5,960    2,130   -9,449    5,711   -2,222    1,881    2,331   -1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     17.8      5.3     63.8     67.1     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      53       55       26       59       74      124      143                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,118
COMMITMENTS
  76,381   59,099   10,684   33,953   44,831  121,017  114,614   19,101   25,504

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,957)
   3,663   -3,256     -561    1,242    7,180    4,345    3,363   -1,387     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5     42.2      7.6     24.2     32.0     86.4     81.8     13.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       40       23       21       20       58       68                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,667
COMMITMENTS
  11,271    6,073      240   22,002   29,708   33,513   36,021    7,154    4,646

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        574)
    -150     -412     -264    1,251    1,218      837      542     -263       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     14.9      0.6     54.1     73.1     82.4     88.6     17.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       13        5       15       13       31       27                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      100,816
COMMITMENTS
  32,534    9,268    1,073   56,599   24,071   90,206   34,412   10,610   66,404

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -119)
     719   -1,560      160     -493    2,663      386    1,263     -505   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      9.2      1.1     56.1     23.9     89.5     34.1     10.5     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       13        8       35       24       69       42                  



Updated March 4, 2016