BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,449
COMMITMENTS
   1,096    1,738      683    3,774    3,216    5,553    5,636      896      812

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:         77)
      99      197      -50      -52     -130       -3       17       80       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     26.9     10.6     58.5     49.9     86.1     87.4     13.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4       11        7       21       18       31       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       60,305
COMMITMENTS
  21,612    7,044   16,888   16,166   24,105   54,666   48,037    5,639   12,268

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      5,330)
   1,081      359    2,150    1,532    2,975    4,763    5,485      567     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     11.7     28.0     26.8     40.0     90.6     79.7      9.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       18       33       34       34       80       74                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,947
COMMITMENTS
     491      731    2,005    3,858    3,501    6,354    6,237      593      710

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        193)
      20      -28        7      209      198      237      178      -44       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     10.5     28.9     55.5     50.4     91.5     89.8      8.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       11       12       25       21       39       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,394
COMMITMENTS
  79,293   33,735  106,856   77,939   99,683  264,088  240,274   17,307   41,121

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        272)
   2,163  -13,734     -451      811   11,413    2,523   -2,772   -2,251    3,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     12.0     38.0     27.7     35.4     93.8     85.4      6.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      98      105      127       75       88      248      254                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      350,418
COMMITMENTS
 121,724   23,483   87,584  110,089  179,623  319,397  290,690   31,021   59,728

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     12,296)
   5,924   -1,789    4,187    3,086    9,036   13,197   11,434     -901      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      6.7     25.0     31.4     51.3     91.1     83.0      8.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     138       84      135      135      156      339      319                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,946
COMMITMENTS
   1,462      993      400      915    1,599    2,776    2,992    1,170      954

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -143)
    -132      168      -20       32     -247     -120      -99      -24      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0     25.2     10.1     23.2     40.5     70.3     75.8     29.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        8       10       15       20       37       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,140
COMMITMENTS
  20,595   10,059   13,907   10,665    9,870   45,167   33,837    8,972   20,303

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -1,221)
   1,325     -742     -251   -2,824   -1,741   -1,750   -2,734      529    1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     18.6     25.7     19.7     18.2     83.4     62.5     16.6     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      53       50       69       50       64      148      151                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,030
COMMITMENTS
     451    3,971      152    3,439      483    4,042    4,606      988      424

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        129)
       6      138      -26      137        3      118      115       11       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     78.9      3.0     68.4      9.6     80.3     91.6     19.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        4       12        4       18       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,000
COMMITMENTS
   1,623   15,916    5,207   23,376    8,631   30,206   29,753      794    1,246

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      1,050)
     -46      371      459      562      157      975      986       75       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     51.3     16.8     75.4     27.8     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12       20       16       26       22       48       48                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       40,952
COMMITMENTS
  20,962      134    3,539   14,708   36,576   39,209   40,249    1,743      703

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      6,453)
    -451      134    1,718    4,681    4,569    5,948    6,421      505       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2      0.3      8.6     35.9     89.3     95.7     98.3      4.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        1        2       11       11       23       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      130,515
COMMITMENTS
  23,493   45,319    7,569   65,951   45,814   97,013   98,703   33,502   31,813

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,161)
   2,640    5,642     -579   -4,194     -455   -2,133    4,608    4,294   -2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     34.7      5.8     50.5     35.1     74.3     75.6     25.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       30       16       24       31       55       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,568
COMMITMENTS
   5,135   30,917    6,389   49,501    5,749   61,025   43,056    6,543   24,512

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -2,027)
  -3,694   -4,424    4,353   -1,641     -125     -982     -196   -1,045   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     45.8      9.5     73.3      8.5     90.3     63.7      9.7     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       23       10       13        9       26       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      156,839
COMMITMENTS
  19,006   76,515   11,728  119,580   61,497  150,314  149,740    6,524    7,099

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,650)
     356    3,741   -1,073    3,602      430    2,884    3,098     -235     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     48.8      7.5     76.2     39.2     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      36       54       14       23       24       70       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      261,376
COMMITMENTS
  41,103  112,218   24,468  171,042   86,967  236,613  223,653   24,764   37,723

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -18,917)
  -2,599   -6,567   -5,211  -10,909   -6,971  -18,720  -18,749     -197     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     42.9      9.4     65.4     33.3     90.5     85.6      9.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      27       50       28       28       43       69      108                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      330,834
COMMITMENTS
  62,131  124,712   30,071  217,363  130,597  309,566  285,381   21,268   45,453

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     21,079)
  -3,167   22,464  -13,410   39,744   12,971   23,167   22,026   -2,088     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     37.7      9.1     65.7     39.5     93.6     86.3      6.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      28       62       24       32       41       74      114                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      516,828
COMMITMENTS
 124,202  210,588   39,149  295,467  196,359  458,817  446,095   58,011   70,733

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -16,611)
   5,265  -24,957  -18,182   -2,606   26,723  -15,524  -16,415   -1,087     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     40.7      7.6     57.2     38.0     88.8     86.3     11.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      70       95       50       59       66      151      190                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,065
COMMITMENTS
  11,459    4,441      596    6,552   14,453   18,607   19,490    1,458      575

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        140)
      -1      233       -3       24       13       20      243      120     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1     22.1      3.0     32.7     72.0     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11       13        1        3        5       15       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       54,226
COMMITMENTS
  29,402   33,104    2,034   18,064   15,942   49,500   51,080    4,726    3,146

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      5,486)
   1,761    1,511    1,759    1,479    1,675    4,999    4,945      487      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2     61.0      3.8     33.3     29.4     91.3     94.2      8.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35       24       10       13       12       55       41                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        8,270
COMMITMENTS
   1,724    3,269    2,637    2,994    1,589    7,355    7,495      915      775

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,531)
     168      115    1,552      613      703    2,333    2,370      198      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     39.5     31.9     36.2     19.2     88.9     90.6     11.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        5        8        6       18       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   25,373,889
COMMITMENTS
 558,625  2538616 12366549 11843839  9221432 24769012 24126598  604,877  1247292

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    789,100)
-124,202  -18,234  684,835  212,695   68,466  773,327  735,067   15,773   54,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     10.0     48.7     46.7     36.3     97.6     95.1      2.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      42      114      123      133      143      264      296                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,183,316
COMMITMENTS
  94,429  121,112  267,009  684,349  651,310  1045786  1039430  137,530  143,886

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    242,196)
   5,071    7,041  105,248  113,902  109,606  224,221  221,895   17,976   20,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     10.2     22.6     57.8     55.0     88.4     87.8     11.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     148      182      189      258      264      513      529                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      307,227
COMMITMENTS
  27,619   29,134  100,194  136,191  123,789  264,005  253,117   43,222   54,110

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    108,665)
  16,448   17,416   45,526   41,308   42,537  103,282  105,479    5,383    3,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      9.5     32.6     44.3     40.3     85.9     82.4     14.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       16       28       36       34       71       63                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,380,448
COMMITMENTS
 442,917  568,760  725,203  2740787  2637603  3908907  3931566  471,540  448,882

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    667,654)
  19,948   24,962  221,775  362,970  335,342  604,693  582,080   62,962   85,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     13.0     16.6     62.6     60.2     89.2     89.8     10.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     143      172      178      252      256      492      509                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,843
COMMITMENTS
  26,186    4,238      144   68,025  100,361   94,355  104,743   14,488    4,100

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     20,741)
    -944      490       30   19,473   20,124   18,559   20,644    2,182       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      3.9      0.1     62.5     92.2     86.7     96.2     13.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17        7        3       50       39       69       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,386
COMMITMENTS
  22,901    7,304    3,143   30,547   48,414   56,592   58,862    6,794    4,524

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     10,636)
   2,762   -2,286      704    6,879   14,466   10,345   12,884      290   -2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     11.5      5.0     48.2     76.4     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      72       55       26       73       78      158      146                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,930
COMMITMENTS
 114,505   36,520   15,716  152,737  242,072  282,958  294,308   33,972   22,622

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     53,179)
  13,810  -11,431    3,520   34,397   72,331   51,727   64,420    1,452  -11,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     11.5      5.0     48.2     76.4     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      72       55       26       73       78      158      146                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      103,371
COMMITMENTS
  39,419   27,225    9,958   29,034   43,424   78,411   80,607   24,960   22,764

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -4,809)
  -6,939   -1,816   -1,966    3,185    1,342   -5,719   -2,440      910   -2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     26.3      9.6     28.1     42.0     75.9     78.0     24.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       24       16       18       19       59       49                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,333
COMMITMENTS
   7,583    6,368        0   15,359   17,594   22,942   23,962    7,391    6,371

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -20,123)
  -3,771    3,445   -1,465   -9,872  -21,269  -15,108  -19,289   -5,015     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     21.0      0.0     50.6     58.0     75.6     79.0     24.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        7        0       14        6       28       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,493
COMMITMENTS
   9,675   18,657    1,486   34,457   14,369   45,618   34,512    7,875   18,981

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -34,868)
  -1,049   -3,638   -4,603  -14,037  -24,653  -19,689  -32,894  -15,179   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     34.9      2.8     64.4     26.9     85.3     64.5     14.7     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       17        5       36       25       62       44                  



Updated December 16, 2016