BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,349
COMMITMENTS
     828    1,399      778    4,799    4,107    6,405    6,284      945    1,066

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -913)
    -157     -369     -167     -483     -383     -807     -919     -105        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     19.0     10.6     65.3     55.9     87.1     85.5     12.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9        8       18       17       28       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,154
COMMITMENTS
  19,015    6,302   12,165   15,549   16,479   46,729   34,946    6,425   18,208

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,953)
  -2,309     -776   -1,348   -1,728   -1,817   -5,385   -3,941     -568   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     11.9     22.9     29.3     31.0     87.9     65.7     12.1     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       25       31       31       24       65       64                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,207
COMMITMENTS
     356    1,489    2,073    6,687    5,446    9,116    9,008    1,091    1,199

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,062)
      57     -204     -520   -1,666   -1,412   -2,130   -2,136       68       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     14.6     20.3     65.5     53.4     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       12       17       23       21       41       38                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,205
COMMITMENTS
  79,237   26,856   65,455   87,247  118,137  231,939  210,449   21,266   42,756

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,444)
   5,127    3,878      330   -1,780   -1,447    3,678    2,762     -233      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     10.6     25.9     34.5     46.7     91.6     83.1      8.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     104       79      116       82       91      251      233                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,410
COMMITMENTS
  83,701   43,568  109,078  134,648  152,117  327,427  304,763   36,984   59,647

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,512)
   3,299   -1,749    1,903   -1,811    4,550    3,391    4,704    2,121      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     12.0     29.9     36.9     41.7     89.9     83.6     10.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     111       89      148      156      159      356      337                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,475
COMMITMENTS
   1,740    1,502      883      755    1,209    3,379    3,594    1,096      881

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        -21)
     442     -288      -77     -393      605      -29      239        7     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.9     33.6     19.7     16.9     27.0     75.5     80.3     24.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      25       16       11       15       16       46       38                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,506
COMMITMENTS
  14,191    7,476   14,066   14,949    9,413   43,205   30,955    8,301   20,551

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -890)
     487      552   -1,121      166     -405     -468     -974     -422       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     14.5     27.3     29.0     18.3     83.9     60.1     16.1     39.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      50       55       56       70       73      156      158                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       45,317
COMMITMENTS
   2,483   22,492    5,396   36,384   12,231   44,263   40,119    1,053    5,197

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,785)
    -213   -2,674   -1,006   -3,535     -801   -4,755   -4,482      -31     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     49.6     11.9     80.3     27.0     97.7     88.5      2.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      10       35       24       24       24       52       65                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,489
COMMITMENTS
   6,373    3,203    1,080   23,189   26,266   30,642   30,549      847      940

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        967)
     719      -70      686       17      262    1,422      878     -455       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     10.2      3.4     73.6     83.4     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        3        1       10       13       22       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      190,328
COMMITMENTS
  29,751   56,322   18,806  113,398   85,245  161,956  160,373   28,372   29,955

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,858)
   2,496   -4,972    3,903   -3,367   10,299    3,032    9,231    2,827   -3,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     29.6      9.9     59.6     44.8     85.1     84.3     14.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       30       21       28       25       58       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,920
COMMITMENTS
  19,736   19,836    4,855   19,136    5,508   43,726   30,199    8,193   21,721

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,421)
      17   -1,353    2,163   -1,965   -1,092      215     -282    1,206    1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     38.2      9.4     36.9     10.6     84.2     58.2     15.8     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       11        9       12       11       23       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      139,522
COMMITMENTS
  20,369   77,993   17,748   98,005   37,218  136,122  132,958    3,400    6,564

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,679)
  -5,066   -3,832    1,114    1,386      397   -2,565   -2,321     -114     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     55.9     12.7     70.2     26.7     97.6     95.3      2.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      29       48       18       20       21       61       77                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      323,497
COMMITMENTS
  29,545   76,994   29,756  242,556  171,246  301,856  277,996   21,640   45,501

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,254)
  -8,131    7,761   -6,289   16,093   -1,869    1,673     -397      582    2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     23.8      9.2     75.0     52.9     93.3     85.9      6.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      22       45       26       30       45       66      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      320,065
COMMITMENTS
  89,522   26,670   33,548  166,763  229,621  289,834  289,839   30,231   30,225

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      7,419)
  -1,411   -4,548   -2,740   11,049   15,938    6,898    8,649      521   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      8.3     10.5     52.1     71.7     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      47       33       35       30       42       94       96                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      488,698
COMMITMENTS
 102,834  174,328   49,261  285,908  194,588  438,002  418,176   50,696   70,522

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -15,206)
  -2,931    8,396   -8,079   -5,510  -18,164  -16,520  -17,847    1,314    2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     35.7     10.1     58.5     39.8     89.6     85.6     10.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      62       93       69       60       62      159      190                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       37,977
COMMITMENTS
  15,143      793    3,755    8,337   29,672   27,235   34,220   10,742    3,757

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,833)
     333        0    3,559      307      352    4,199    3,911     -366      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9      2.1      9.9     22.0     78.1     71.7     90.1     28.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        5       10       11       18       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,886
COMMITMENTS
  14,282    8,648      294    5,363   10,524   19,939   19,466      947    1,420

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,975)
   7,443    3,278     -241   -1,108    2,994    6,094    6,031     -119      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.4     41.4      1.4     25.7     50.4     95.5     93.2      4.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       13        1        3        4       10       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,957
COMMITMENTS
  20,419   22,419    2,372    9,122    6,897   31,913   31,688    3,044    3,269

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,484)
   3,826    1,669    2,176   -3,264      397    2,738    4,242      746     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     64.1      6.8     26.1     19.7     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       22        5       14       12       43       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,011,822
COMMITMENTS
 1137862  1193196 10393286  8668998  8218914 20200146 19805395  811,677  1206427

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    193,270)
 -41,481  -16,107  170,065   97,492   41,851  226,076  195,809  -32,806   -2,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      5.7     49.5     41.3     39.1     96.1     94.3      3.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      57      101      124      140      151      278      301                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,003,679
COMMITMENTS
  78,648  115,044  108,059  640,538  594,363  827,245  817,465  176,434  186,214

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     48,662)
  -1,393   -2,540    6,338   46,164   49,360   51,110   53,159   -2,447   -4,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     11.5     10.8     63.8     59.2     82.4     81.4     17.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      639)
     126      162      162      251      278      472      507                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      221,692
COMMITMENTS
  14,754   11,690   24,747  138,129   75,410  177,631  111,847   44,061  109,845

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     12,593)
   1,602   -2,604      134    9,124    6,228   10,860    3,758    1,733    8,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      5.3     11.2     62.3     34.0     80.1     50.5     19.9     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15       15       21       46       41       75       63                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,909,935
COMMITMENTS
 337,575  534,874  398,455  2512043  2594763  3248073  3528092  661,862  381,843

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    180,346)
 -30,904  -15,610   46,953  185,197  215,663  201,245  247,005  -20,899  -66,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     13.7     10.2     64.2     66.4     83.1     90.2     16.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     121      156      153      242      269      450      491                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,785
COMMITMENTS
   5,000   10,248      487   82,092   80,119   87,579   90,854    8,206    4,931

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        536)
    -965      785       72      676     -537     -217      320      753      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     10.7      0.5     85.7     83.6     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        9        5       48       41       60       51                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,290
COMMITMENTS
  13,168   11,619    2,848   35,955   36,583   51,971   51,050    4,319    5,240

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,089)
     485    1,819      -57      732     -442    1,160    1,320      -71     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     20.6      5.1     63.9     65.0     92.3     90.7      7.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      56       54       25       60       70      124      141                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,452
COMMITMENTS
  65,841   58,093   14,242  179,773  182,916  259,856  255,251   21,596   26,201

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,444)
   2,427    9,094     -285    3,659   -2,208    5,801    6,601     -357   -1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     20.6      5.1     63.9     65.0     92.3     90.7      7.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      56       54       25       60       70      124      141                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      159,932
COMMITMENTS
  86,369   57,089   13,079   33,791   66,473  133,239  136,641   26,692   23,291

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     19,814)
   9,988   -2,010    2,395     -161   21,642   12,222   22,027    7,592   -2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     35.7      8.2     21.1     41.6     83.3     85.4     16.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       41       26       22       21       71       72                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,279
COMMITMENTS
   9,796    5,296    2,981   23,644   31,729   36,421   40,006    8,858    5,273

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,612)
  -1,475     -777    2,741    1,642    2,021    2,908    3,985    1,704      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     11.7      6.6     52.2     70.1     80.4     88.4     19.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        9       10       15       14       34       30                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      103,671
COMMITMENTS
  35,753   10,309    3,615   51,815   26,722   91,183   40,646   12,488   63,025

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,855)
   3,219    1,041    2,542   -4,784    2,651      977    6,234    1,878   -3,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      9.9      3.5     50.0     25.8     88.0     39.2     12.0     60.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       14       14       32       24       67       46                  



Updated March 11, 2016