WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      635,308
COMMITMENTS
 124,652  238,164  195,440  255,757  154,313  575,848  587,916   59,460   47,392

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     24,501)
  -8,817    9,464   16,067   14,822   -2,622   22,071   22,909    2,430    1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     37.5     30.8     40.3     24.3     90.6     92.5      9.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     167      168      178      143      120      408      384                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      271,379
COMMITMENTS
  94,874   96,968   45,439  107,263  104,821  247,576  247,228   23,803   24,151

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -6,524)
  -3,517      719   -7,485    4,855       50   -6,148   -6,716     -377      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     35.7     16.7     39.5     38.6     91.2     91.1      8.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      73       72       67      100       88      208      201                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,811,606
COMMITMENTS
 354,024  317,854  468,966  792,585  775,320  1615575  1562140  196,032  249,467

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     60,175)
 -40,846   29,142   25,317   77,388    2,820   61,858   57,279   -1,683    2,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     17.5     25.9     43.8     42.8     89.2     86.2     10.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      816)
     183      184      234      361      374      677      678                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,331
COMMITMENTS
   1,753    1,230    1,432    4,524    6,344    7,709    9,006    2,622    1,325

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        108)
    -263      132      -30      380       35       86      137       22      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     11.9     13.9     43.8     61.4     74.6     87.2     25.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        6       11       14        9       32       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      735,285
COMMITMENTS
 197,465   60,841  163,599  321,075  406,112  682,139  630,552   53,146  104,732

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      5,480)
 -18,805   12,306    7,872   20,339  -12,967    9,406    7,211   -3,926   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9      8.3     22.2     43.7     55.2     92.8     85.8      7.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     171      170      203      188      234      481      501                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      475,835
COMMITMENTS
 153,566   27,818  112,870  167,763  310,810  434,200  451,498   41,635   24,337

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -39,299)
 -26,176   -2,473  -10,849    2,941  -24,949  -34,085  -38,272   -5,215   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      5.8     23.7     35.3     65.3     91.3     94.9      8.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     118       58      113       92       91      271      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      814,310
COMMITMENTS
  92,833  111,432  138,530  409,211  366,538  640,574  616,500  173,736  197,809

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    142,464)
  15,549   33,540   56,922   60,712   36,306  133,183  126,768    9,281   15,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     13.7     17.0     50.3     45.0     78.7     75.7     21.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      35       41       42       76       73      136      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      653,995
COMMITMENTS
  42,529  152,668   19,401  462,844  384,795  524,774  556,864  129,221   97,131

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     19,949)
    -529    4,006    5,149    9,857    9,264   14,477   18,419    5,472    1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     23.3      3.0     70.8     58.8     80.2     85.1     19.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13       15       15       59       52       83       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,292
COMMITMENTS
   2,840      752      920    1,161    3,437    4,921    5,109      371      183

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -394)
    -165      -89     -135      -96     -158     -396     -382        2      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7     14.2     17.4     21.9     64.9     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        4        4        5       11       23       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      432,977
COMMITMENTS
  77,488   57,291   93,948  211,807  246,608  383,243  397,846   49,734   35,131

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      9,551)
     395    3,485    5,003    7,982     -650   13,381    7,838   -3,831    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     13.2     21.7     48.9     57.0     88.5     91.9     11.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      78       72      100      106       99      247      223                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,351
COMMITMENTS
   1,799    6,019      707    7,280    3,547    9,787   10,274    2,564    2,077

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        883)
     110      656      202      376      -48      688      810      195       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     48.7      5.7     58.9     28.7     79.2     83.2     20.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       26        9       25       14       46       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,216,366
COMMITMENTS
 243,322  229,010   85,307  779,137  740,559  1107765  1054876  108,601  161,490

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -24,193)
 -51,411   21,158   15,540   20,563  -66,341  -15,309  -29,643   -8,884    5,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     18.8      7.0     64.1     60.9     91.1     86.7      8.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      54       41       37      109      121      177      185                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,091,641
COMMITMENTS
 546,315  562,153  802,480  2353605  2165477  3702400  3530110  389,241  561,531

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    626,131)
   2,885  -50,336  406,858  192,177  222,777  601,920  579,299   24,211   46,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     13.7     19.6     57.5     52.9     90.5     86.3      9.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      77       94      113      176      190      319      331                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      280,381
COMMITMENTS
  60,158   57,898    1,666  142,991  124,452  204,815  184,016   75,566   96,365

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     23,119)
  13,575    9,096      894    2,806    1,205   17,275   11,195    5,844   11,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     20.6      0.6     51.0     44.4     73.0     65.6     27.0     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        5        2       27       24       34       30                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,251,789
COMMITMENTS
 369,387  624,038  260,817  2347327  1972549  2977531  2857403  274,257  394,385

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    168,405)
 -38,602   71,808  113,642   76,025  -37,465  151,065  147,985   17,340   20,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     19.2      8.0     72.2     60.7     91.6     87.9      8.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      46       65       60      127      151      209      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      903,977
COMMITMENTS
  57,744  113,062  138,063  680,788  604,595  876,596  855,720   27,381   48,257

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -264)
 -25,263   -3,283      467   26,586    3,918    1,790    1,102   -2,054   -1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     12.5     15.3     75.3     66.9     97.0     94.7      3.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      23       37       36       52       77       95      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,108
COMMITMENTS
  37,936    7,736    1,948   14,790   40,453   54,674   50,137    8,434   12,970

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      3,820)
     714   -7,597    1,131    1,136    6,877    2,981      411      840    3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     12.3      3.1     23.4     64.1     86.6     79.4     13.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      42       24        7       29       32       77       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,216
COMMITMENTS
  75,871   15,472    3,896   29,581   80,907  109,348  100,275   16,868   25,941

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      7,641)
   1,427  -15,195    2,261    2,273   13,755    5,961      821    1,680    6,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     12.3      3.1     23.4     64.1     86.6     79.4     13.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      42       24        7       29       32       77       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,680
COMMITMENTS
  14,836   16,249      389    1,351        4   16,576   16,642      104       38

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -183)
     518     -183      -16     -697        4     -195     -195       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.9     97.4      2.3      8.1      0.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       15        2        1        1       21       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,501
COMMITMENTS
  16,826    5,143       45   15,602   27,041   32,473   32,229       28      272

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,183)
    -111   -5,686        0    1,312    6,845    1,201    1,159      -18       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.8     15.8      0.1     48.0     83.2     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13        1        6       20       14       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       39,630
COMMITMENTS
  35,520    3,166      136    3,949   36,200   39,605   39,502       25      128

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,608)
  -2,144   -1,270        0   -1,470   -2,357   -3,614   -3,627        6       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.6      8.0      0.3     10.0     91.3     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8        1        3       13       12       22                  



Updated November 18, 2016