WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      601,362
COMMITMENTS
 133,928  225,916  182,740  227,395  148,238  544,063  556,894   57,300   44,468

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,502)
     589   -9,692    3,194   -2,059    9,614    1,724    3,116      778     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     37.6     30.4     37.8     24.7     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
     154      159      176      134      120      392      367                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      275,396
COMMITMENTS
  95,293   89,060   53,015  103,155  109,097  251,464  251,173   23,932   24,223

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      8,831)
     415    2,768    3,868    2,818    1,953    7,101    8,588    1,730      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     32.3     19.3     37.5     39.6     91.3     91.2      8.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      71       77       87       98       93      218      224                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,761,458
COMMITMENTS
 385,466  316,922  462,971  720,661  731,878  1569098  1511771  192,360  249,687

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     36,980)
  14,897   -1,658    4,663   20,437   29,290   39,996   32,295   -3,016    4,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     18.0     26.3     40.9     41.5     89.1     85.8     10.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      820)
     207      168      243      353      365      690      666                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,303
COMMITMENTS
   2,063    1,319    1,346    4,070    6,101    7,479    8,766    2,824    1,537

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -117)
    -374     -426      -14      236      510     -152       71       36     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     12.8     13.1     39.5     59.2     72.6     85.1     27.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       10       11       14        9       32       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      717,637
COMMITMENTS
 207,874   53,092  146,228  305,298  410,000  659,400  609,320   58,237  108,318

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -7,454)
  17,685   -4,915     -945  -17,905      994   -1,165   -4,867   -6,288   -2,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      7.4     20.4     42.5     57.1     91.9     84.9      8.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     186      157      197      191      236      491      502                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,984
COMMITMENTS
 185,456   26,252  118,712  167,188  345,677  471,357  490,641   46,627   27,343

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     10,450)
  12,574   -3,708  -10,493   11,741   23,173   13,823    8,972   -3,373    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8      5.1     22.9     32.3     66.7     91.0     94.7      9.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     130       53      111       90       90      279      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      656,259
COMMITMENTS
  84,683   83,472   68,005  343,152  323,057  495,839  474,533  160,420  181,726

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     22,903)
 -13,738   -9,802   21,447   14,431   -8,870   22,141    2,776      763   20,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     12.7     10.4     52.3     49.2     75.6     72.3     24.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       29       41       68       71      122      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      618,329
COMMITMENTS
  43,343  139,878   14,605  444,928  367,236  502,876  521,719  115,454   96,611

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -6,718)
  -2,522   -7,676    2,744   -3,395   -7,657   -3,173  -12,588   -3,545    5,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     22.6      2.4     72.0     59.4     81.3     84.4     18.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       13       12       59       52       81       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,299
COMMITMENTS
   2,741      387    1,148    1,043    3,534    4,932    5,069      367      230

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        -38)
      27     -177       31     -144      185      -86       39       48      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.7      7.3     21.7     19.7     66.7     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        4        5        6       11       24       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      419,025
COMMITMENTS
  76,654   47,938   83,589  206,492  252,564  366,735  384,091   52,290   34,934

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:    -12,757)
   2,085   -7,191  -16,163    1,322    9,174  -12,756  -14,179       -1    1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     11.4     19.9     49.3     60.3     87.5     91.7     12.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      88       71       93      103       95      246      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,805
COMMITMENTS
   1,644    4,738      306    6,763    3,501    8,712    8,545    2,093    2,261

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         60)
    -185     -175      -62      175       56      -72     -181      131      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     43.8      2.8     62.6     32.4     80.6     79.1     19.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11       22        6       26       15       43       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,283,493
COMMITMENTS
 219,113  196,165  106,359  841,585  822,801  1167058  1125325  116,435  158,168

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     14,053)
  -3,973   -2,055   25,772  -17,821   -7,501    3,977   16,216   10,076   -2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     15.3      8.3     65.6     64.1     90.9     87.7      9.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      64       33       41       98      115      173      178                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,373,059
COMMITMENTS
 564,152  587,513  304,916  2139789  1956615  3008857  2849043  364,202  524,016

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:    118,347)
 -57,557   62,142   26,136  141,621    5,885  110,200   94,163    8,147   24,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     17.4      9.0     63.4     58.0     89.2     84.5     10.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      76       84      103      163      181      300      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      259,583
COMMITMENTS
  54,891   31,336      397  136,423  129,662  191,711  161,395   67,872   98,188

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     21,883)
  12,932   10,753     -304   11,054      643   23,681   11,092   -1,799   10,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     12.1      0.2     52.6     50.0     73.9     62.2     26.1     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        4       27       26       35       33                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,919,758
COMMITMENTS
 363,474  569,934  122,922  2166522  1869348  2652919  2562204  266,839  357,554

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     34,363)
 -43,565   12,333   12,140   52,258   20,153   20,833   44,626   13,530  -10,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     19.5      4.2     74.2     64.0     90.9     87.8      9.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      54       63       61      116      144      206      232                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      905,282
COMMITMENTS
  96,702  159,425  156,757  625,467  539,678  878,926  855,861   26,356   49,421

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:   -284,202)
 -31,244   -6,249  -98,623 -161,345 -180,599 -291,212 -285,471    7,011    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     17.6     17.3     69.1     59.6     97.1     94.5      2.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      25       37       39       62       76      110      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,227
COMMITMENTS
  34,788   13,524      908   15,574   36,613   51,269   51,045    7,958    8,183

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        730)
  -1,502    1,682        1    2,656     -900    1,155      783     -424      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     22.8      1.5     26.3     61.8     86.6     86.2     13.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      42       33        7       30       26       77       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      118,455
COMMITMENTS
  69,576   27,049    1,815   31,147   73,225  102,538  102,090   15,917   16,365

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,460)
  -3,004    3,363        1    5,312   -1,799    2,309    1,565     -849     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     22.8      1.5     26.3     61.8     86.6     86.2     13.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      42       33        7       30       26       77       61                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,683
COMMITMENTS
  14,684   17,218      404    2,481        0   17,569   17,622      114       61

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        762)
     703      699       35        0        0      738      734       24       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.0     97.4      2.3     14.0      0.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      25       11        2        1        0       27       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,658
COMMITMENTS
  17,839   12,687       45   13,701   18,668   31,585   31,400       73      258

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,564)
   1,094    1,238      -61    1,645    1,396    2,678    2,573     -114       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     40.1      0.1     43.3     59.0     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       13        1        7       19       15       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,825
COMMITMENTS
  33,517    5,285      136    5,120   33,337   38,773   38,758       52       67

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      9,407)
   8,875      -89        0      503    9,514    9,378    9,425       29      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.3     13.6      0.4     13.2     85.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        6        1        4       11       19       18                  



Updated November 4, 2016