BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
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 20,000 POUNDS)                         OPEN INTEREST:        7,833
COMMITMENTS
     873    1,583      885    5,268    4,695    7,026    7,163      807      670

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        713)
     146      100       25      451      621      622      746       91      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     20.2     11.3     67.3     59.9     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8        8       21       21       32       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
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:       54,546
COMMITMENTS
  18,793    7,784   14,727   16,503   20,119   50,024   42,630    4,522   11,916

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        647)
     529      555       12       36      496      577    1,063       70     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     14.3     27.0     30.3     36.9     91.7     78.2      8.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       21       35       35       30       77       72                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
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 44,000 LBS.)                           OPEN INTEREST:        7,894
COMMITMENTS
     473      550    2,333    4,433    4,164    7,239    7,047      655      848

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        133)
      73       13      -20       85       87      138       80       -4       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      7.0     29.6     56.2     52.7     91.7     89.3      8.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        9       11       22       18       35       31                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
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:        6,446
COMMITMENTS
     529      837    1,950    3,481    2,083    5,960    4,870      486    1,577

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        -96)
     135        4     -125       -9       90        1      -31      -97      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     13.0     30.2     54.0     32.3     92.5     75.5      7.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        9        9        8       18       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
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 40,000 POUNDS)                         OPEN INTEREST:      303,024
COMMITMENTS
  82,524   51,871  116,094   84,048   92,162  282,666  260,127   20,358   42,897

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      8,233)
  -4,371   -4,807   10,533    1,965    1,226    8,127    6,952      106    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     17.1     38.3     27.7     30.4     93.3     85.8      6.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     103      103      133       84       95      258      275                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
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 40,000 POUNDS)                         OPEN INTEREST:      345,496
COMMITMENTS
 101,236   50,266   99,978  115,357  144,945  316,572  295,189   28,924   50,307

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        758)
   1,244   -5,828    1,697     -994    4,035    1,947      -96   -1,188      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3     14.5     28.9     33.4     42.0     91.6     85.4      8.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     121      107      147      139      146      337      334                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
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 110,000 BOARD FEET)                    OPEN INTEREST:        4,169
COMMITMENTS
   1,597    1,559      203    1,189    1,621    2,989    3,383    1,180      786

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        -26)
      -9      -48      -12       37       62       15        2      -41      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     37.4      4.9     28.5     38.9     71.7     81.1     28.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       10        8       18       20       40       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
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 50,000 POUNDS)                         OPEN INTEREST:       53,866
COMMITMENTS
  18,709   13,190   14,664   12,017   10,313   45,390   38,167    8,476   15,699

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,773)
   1,340   -1,378      993     -595    1,023    1,739      639       34    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     24.5     27.2     22.3     19.1     84.3     70.9     15.7     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      54       60       60       55       56      146      149                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
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 44,000 LBS.)                           OPEN INTEREST:        5,052
COMMITMENTS
     412    3,875      194    3,571      661    4,176    4,730      875      322

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        244)
      87      167      -18      207      123      276      272      -32      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     76.7      3.8     70.7     13.1     82.7     93.6     17.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        4       13        5       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
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 20,000 POUNDS)                         OPEN INTEREST:       31,044
COMMITMENTS
   1,768   16,196    4,260   24,202    9,034   30,230   29,491      813    1,553

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        199)
      60      146       55       64      -37      179      164       20       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     52.2     13.7     78.0     29.1     97.4     95.0      2.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       22       18       27       23       50       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
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 RUB 2,500,000)                         OPEN INTEREST:       40,209
COMMITMENTS
  26,703      140        0   12,582   39,437   39,285   39,577      924      632

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,136)
  -3,713     -573        0      847   -2,443   -2,866   -3,016     -270     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.4      0.3      0.0     31.3     98.1     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        1        0        9        9       21       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
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 CAD 100,000)                           OPEN INTEREST:      143,606
COMMITMENTS
  34,864   52,621    6,418   75,973   44,626  117,254  103,664   26,352   39,942

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      6,366)
   1,543   -1,070      856    5,176    2,731    7,574    2,516   -1,208    3,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     36.6      4.5     52.9     31.1     81.6     72.2     18.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       35       17       21       29       54       75                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
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 CHF 125,000)                           OPEN INTEREST:       58,109
COMMITMENTS
   6,536   29,690    1,237   42,682    5,003   50,454   35,930    7,654   22,179

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      2,081)
    -275     -611      351    3,156   -1,323    3,232   -1,583   -1,151    3,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     51.1      2.1     73.5      8.6     86.8     61.8     13.2     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       18        7       13        8       23       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
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 MXN 500,000)                           OPEN INTEREST:      157,538
COMMITMENTS
  22,592   68,487   14,604  113,371   67,812  150,566  150,902    6,971    6,635

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      5,115)
  -2,894    9,268     -370    7,488   -4,298    4,223    4,599      892      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     43.5      9.3     72.0     43.0     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      36       67       20       23       25       72      102                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
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 GBP 62,500)                            OPEN INTEREST:      282,961
COMMITMENTS
  54,939  131,941   25,397  177,327   86,649  257,663  243,987   25,298   38,974

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,982)
   1,150   -8,564    3,445   -4,612    2,681      -17   -2,438   -3,965   -1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     46.6      9.0     62.7     30.6     91.1     86.2      8.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       53       27       28       43       79      110                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
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 JPY 12,500,000)                        OPEN INTEREST:      222,218
COMMITMENTS
  61,003   43,758   29,579  106,365  110,318  196,947  183,655   25,271   38,563

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     20,820)
  -8,006    2,681   10,070   16,106    6,151   18,171   18,903    2,649    1,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     19.7     13.3     47.9     49.6     88.6     82.6     11.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       42       27       37       41       84       98                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
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 EUR 125,000)                           OPEN INTEREST:      491,821
COMMITMENTS
 117,169  238,109   43,584  273,620  141,507  434,373  423,200   57,448   68,620

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     14,115)
     967  -12,739    8,619   -4,982   12,658    4,604    8,537    9,511    5,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     48.4      8.9     55.6     28.8     88.3     86.0     11.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      71      102       63       62       65      160      204                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
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 BRL 100,000)                           OPEN INTEREST:       26,869
COMMITMENTS
  19,363    3,821      261    5,596   22,015   25,220   26,097    1,649      772

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,175)
  -3,057      853      107      -85   -4,144   -3,035   -3,184     -140        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.1     14.2      1.0     20.8     81.9     93.9     97.1      6.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        8        3        3        6       20       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
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 NZD 100,000)                           OPEN INTEREST:       48,563
COMMITMENTS
  33,547   31,504      494    9,845   13,582   43,886   45,580    4,677    2,983

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -3,550)
  -2,577   -2,115      337       12     -545   -2,228   -2,323   -1,322   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.1     64.9      1.0     20.3     28.0     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      35       19        7       11       13       48       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
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 $1,000,000)                            OPEN INTEREST:   22,090,371
COMMITMENTS
 567,638  2421043 10365171 10412560  8072601 21345369 20858815  745,002  1231556

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:  2,138,557)
 -21,748  148,137  1853556  337,177   74,854  2168985  2076548  -30,427   62,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     11.0     46.9     47.1     36.5     96.6     94.4      3.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      41      103      111      136      146      258      284                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
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
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      912,335
COMMITMENTS
  96,388   93,930  170,910  531,305  525,619  798,603  790,459  113,731  121,875

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     17,642)
  -6,689    5,361    9,576   18,336    4,691   21,223   19,629   -3,581   -1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     10.3     18.7     58.2     57.6     87.5     86.6     12.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      676)
     149      187      180      259      260      523      513                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
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
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      179,029
COMMITMENTS
  11,502   10,852   49,252   83,127   70,485  143,882  130,589   35,148   48,441

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     20,892)
    -958    6,494   10,460   12,102    8,997   21,605   25,951     -712   -5,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      6.1     27.5     46.4     39.4     80.4     72.9     19.6     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       15       29       36       33       73       64                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
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
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,666,527
COMMITMENTS
 456,290  447,250  576,429  2240890  2275673  3273609  3299353  392,918  367,174

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -16,253)
 -33,572  -10,574      496   31,166  -21,530   -1,910  -31,609  -14,343   15,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     12.2     15.7     61.1     62.1     89.3     90.0     10.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     141      179      168      252      251      500      491                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
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
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       75,148
COMMITMENTS
  21,058    2,886      125   42,673   68,372   63,856   71,383   11,292    3,765

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -1,950)
     452      760      -85   -2,451   -3,542   -2,084   -2,867      134      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      3.8      0.2     56.8     91.0     85.0     95.0     15.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        4        2       44       33       59       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
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
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,729
COMMITMENTS
  21,866    7,492    2,509   23,741   38,810   48,116   48,811    5,612    4,917

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -9,164)
  -3,612    2,301     -530   -5,051  -10,794   -9,192   -9,023       28     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     13.9      4.7     44.2     72.2     89.6     90.8     10.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      67       50       24       71       76      149      139                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
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
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      268,643
COMMITMENTS
 109,331   37,460   12,545  118,706  194,052  240,582  244,057   28,061   24,586

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -45,822)
 -18,058   11,505   -2,651  -25,254  -53,969  -45,962  -45,115      140     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     13.9      4.7     44.2     72.2     89.6     90.8     10.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      67       50       24       71       76      149      139                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
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 AUD 100,000)                           OPEN INTEREST:      133,526
COMMITMENTS
  77,174   38,040   11,478   19,081   62,804  107,733  112,322   25,793   21,203

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -23,968)
 -16,677  -15,143    1,061   -1,358   -6,402  -16,974  -20,484   -6,994   -3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.8     28.5      8.6     14.3     47.0     80.7     84.1     19.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      44       27       20       21       27       78       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
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
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,489
COMMITMENTS
  10,950    2,951        5   15,859   28,461   26,814   31,417    8,675    4,072

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:        541)
    -797      466        0    1,806      115    1,009      581     -468      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9      8.3      0.0     44.7     80.2     75.6     88.5     24.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        5        1       17       14       35       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
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
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,538
COMMITMENTS
  12,895   10,123    2,165   42,038   42,840   57,098   55,128    9,440   11,410

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      5,820)
   1,131    1,367     -651    5,122      532    5,602    1,248      218    4,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     15.2      3.3     63.2     64.4     85.8     82.9     14.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       17        8       33       36       66       57                  



Updated November 18, 2016