BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,939
COMMITMENTS
     541    1,616      346    4,412    3,351    5,299    5,313      640      626

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -1,467)
    -125     -240      -26   -1,136   -1,053   -1,287   -1,319     -180     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     27.2      5.8     74.3     56.4     89.2     89.5     10.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       10        6       20       20       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,023
COMMITMENTS
  17,035    8,884    1,020   11,008   13,922   29,063   23,826    1,960    7,197

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -3,214)
  -1,879     -916        0   -1,191   -1,884   -3,070   -2,800     -144     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     28.6      3.3     35.5     44.9     93.7     76.8      6.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       22       18       23       22       53       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,842
COMMITMENTS
     454      600    1,563    3,306    2,957    5,323    5,120      519      722

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:       -463)
      95     -244      -35     -409     -150     -349     -429     -114      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     10.3     26.8     56.6     50.6     91.1     87.6      8.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        9        9       15       17       25       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,577
COMMITMENTS
  87,457   79,951   42,494   77,162   69,718  207,113  192,163   17,464   32,414

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:      1,040)
  -3,390   -4,139    5,080   -1,811   -1,459     -121     -518    1,161    1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     35.6     18.9     34.4     31.0     92.2     85.6      7.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      85      115       91       54       83      189      253                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,341
COMMITMENTS
  98,105   74,774   45,236  105,517  116,620  248,858  236,630   24,483   36,711

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -1,883)
  -5,587   -2,721    5,200   -1,821   -4,017   -2,208   -1,538      325     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     27.4     16.5     38.6     42.7     91.0     86.6      9.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      99      115      111       97      120      262      295                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,895
COMMITMENTS
   1,594    1,613       72    1,083    1,427    2,749    3,112    1,146      783

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:        -31)
     148      334      -61       69     -103      156      170     -187     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     41.4      1.8     27.8     36.6     70.6     79.9     29.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       15        4       14       16       33       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,066
COMMITMENTS
  17,348   17,473    5,740   11,962    7,930   35,050   31,143    7,016   10,923

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:        -76)
    -771       30     -376    1,141      355       -6        9      -70      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     41.5     13.6     28.4     18.9     83.3     74.0     16.7     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       63       47       38       46      111      135                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,616
COMMITMENTS
     333    3,708      201    3,197      505    3,731    4,414      885      202

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:       -444)
       5     -333       11     -390      -66     -374     -388      -70      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     80.3      4.4     69.3     10.9     80.8     95.6     19.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        2       12        4       17       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,687
COMMITMENTS
   3,308   14,541      361   18,497    6,955   22,166   21,857      521      830

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -2,815)
     507   -1,182     -368   -2,914     -982   -2,775   -2,532      -40     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     64.1      1.6     81.5     30.7     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17        9        9       21       17       39       34                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       43,345
COMMITMENTS
  30,416      713        0   11,735   41,880   42,151   42,593    1,194      752

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -1,060)
  -1,449       39        0      350   -1,103   -1,099   -1,064       39        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2      1.6      0.0     27.1     96.6     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        4        0        8       10       17       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,993
COMMITMENTS
  32,850   54,162    1,507   60,639   30,561   94,996   86,230   25,997   34,763

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:       -163)
  -2,873    2,479        7    4,070   -1,238    1,204    1,248   -1,367   -1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     44.8      1.2     50.1     25.3     78.5     71.3     21.5     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       35       12       16       23       47       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,632
COMMITMENTS
   6,806   30,097      418   37,686    4,783   44,910   35,298    8,722   18,334

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -6,066)
  -5,938   -2,617      148   -3,485    1,169   -9,275   -1,300    3,209   -4,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     56.1      0.8     70.3      8.9     83.7     65.8     16.3     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       18        7       12        9       23       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      148,866
COMMITMENTS
  25,298   58,294   13,434  104,400   71,251  143,132  142,979    5,734    5,887

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -8,182)
  -5,540   -9,016     -304   -2,231    1,875   -8,075   -7,445     -107     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     39.2      9.0     70.1     47.9     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      46       59       14       19       15       75       81                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      253,703
COMMITMENTS
  53,211  143,056    4,663  169,583   67,841  227,457  215,560   26,246   38,143

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:    -13,861)
 -10,528   -3,644   -1,342      275   -4,902  -11,595   -9,888   -2,266   -3,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     56.4      1.8     66.8     26.7     89.7     85.0     10.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      30       57       16       26       39       65      103                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      164,328
COMMITMENTS
  72,619   40,663    1,844   69,838   88,139  144,301  130,646   20,027   33,682

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:       -796)
  -8,391    2,813   -1,365   10,566      628      810    2,076   -1,606   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     24.7      1.1     42.5     53.6     87.8     79.5     12.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      28       40       12       28       34       63       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      418,007
COMMITMENTS
 118,897  248,211    9,885  245,616  101,035  374,398  359,131   43,609   58,876

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:    -26,495)
  -7,546  -15,617   -1,360  -16,306   -4,498  -25,212  -21,475   -1,283   -5,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     59.4      2.4     58.8     24.2     89.6     85.9     10.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      71       95       42       57       59      148      177                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       30,044
COMMITMENTS
  22,420    2,968      154    5,681   26,159   28,255   29,281    1,789      763

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -9,057)
    -374   -3,170       -2   -7,075   -5,129   -7,451   -8,301   -1,606     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6      9.9      0.5     18.9     87.1     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        7        1        3        6       17       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       52,113
COMMITMENTS
  36,124   33,619      157    9,833   14,127   46,114   47,903    5,999    4,210

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:      5,325)
   7,567    4,097     -214   -3,182      679    4,171    4,562    1,154      763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.3     64.5      0.3     18.9     27.1     88.5     91.9     11.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      40       19        5       11       13       53       35                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,663,935
COMMITMENTS
 448,092  2271726  2540470  7946379  5736036 10934941 10548232  728,994  1115703

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:    168,043)
 -47,047   31,531  111,567   77,940   64,895  142,460  207,993   25,583  -39,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     19.5     21.8     68.1     49.2     93.8     90.4      6.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      32       95      106      121      137      237      268                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,984
COMMITMENTS
 101,870   92,197   27,128  440,722  446,304  569,721  565,629  103,263  107,355

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -8,305)
    -156   -7,858    4,111   -8,190     -200   -4,235   -3,947   -4,070   -4,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     13.7      4.0     65.5     66.3     84.7     84.0     15.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      615)
     134      152       79      228      234      406      421                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       86,792
COMMITMENTS
  12,169    1,826      747   44,731   37,375   57,647   39,948   29,145   46,844

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:      2,848)
   4,086     -140      722   -3,509    2,936    1,299    3,518    1,549     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      2.1      0.9     51.5     43.1     66.4     46.0     33.6     54.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17        3        2       26       19       43       24                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,930,959
COMMITMENTS
 484,483  487,830   95,930  1979957  2044646  2560370  2628406  370,589  302,553

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:    -55,765)
  -5,688  -23,068    1,425  -23,407  -15,682  -27,670  -37,325  -28,095  -18,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     16.6      3.3     67.6     69.8     87.4     89.7     12.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     130      154       73      222      228      393      414                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       77,098
COMMITMENTS
  20,606    2,126      210   45,124   71,914   65,940   74,250   11,158    2,848

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -4,650)
    -850     -318     -295   -2,858   -3,585   -4,003   -4,198     -647     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      2.8      0.3     58.5     93.3     85.5     96.3     14.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      14        5        3       45       34       60       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,822
COMMITMENTS
  25,589    5,269    1,155   27,699   48,612   54,443   55,036    5,379    4,786

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -3,475)
  -6,692     -671      658    2,788   -2,663   -3,246   -2,676     -229     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      8.8      1.9     46.3     81.3     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      68       46       14       65       68      140      122                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      299,111
COMMITMENTS
 127,947   26,346    5,774  138,493  243,061  272,214  275,181   26,897   23,930

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:    -17,376)
 -33,459   -3,357    3,288   13,939  -13,313  -16,232  -13,382   -1,144   -3,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      8.8      1.9     46.3     81.3     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      68       46       14       65       68      140      122                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,560
COMMITMENTS
  92,503   51,395    2,623   11,276   61,026  106,402  115,044   31,158   22,516

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     12,173)
   6,962    6,721      139    2,553    5,594    9,654   12,454    2,519     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     37.4      1.9      8.2     44.4     77.3     83.6     22.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      45       27       13       16       21       68       54                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,948
COMMITMENTS
  11,747    2,485        5   14,053   28,346   25,805   30,836    9,143    4,112

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:     -1,319)
  -1,398     -440       -3     -345     -582   -1,746   -1,025      427     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      7.1      0.0     40.2     81.1     73.8     88.2     26.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        4        1       11       13       29       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,718
COMMITMENTS
  11,764    8,756    2,816   36,916   42,308   51,496   53,880    9,222    6,838

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:        134)
    -488   -3,015      767     -585    5,378     -306    3,130      440   -2,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     14.4      4.6     60.8     69.7     84.8     88.7     15.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       14        8       26       37       57       54                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 11/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,629
COMMITMENTS
   7,048    6,684        0    6,037    8,719   13,085   15,403    2,544      226

CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     42.8      0.0     38.6     55.8     83.7     98.6     16.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        8        0        7        1       11        9                  



Updated November 11, 2016