BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,626:       746      1,606        981      6,011      5,289      7,738      7,876:       888        750
Old  :     8,626:       746      1,606        981      6,011      5,289      7,738      7,876:       888        750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :        36:        97        -42         39        -23        131        113        128:       -77        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       18.6       11.4       69.7       61.3       89.7       91.3:      10.3        8.7
Old  :     100.0:       8.6       18.6       11.4       69.7       61.3       89.7       91.3:      10.3        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         10          9         20         22         32         34:
Old  :        42:         5         10          9         20         22         32         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       28.3       59.9       47.9       44.5       25.7       56.3       41.3
Old  :                 44.9       28.3       59.9       47.9       44.5       25.7       56.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    56,691:    19,206      5,371     16,274     17,191     21,228     52,670     42,872:     4,020     13,819
Old  :    56,691:    19,206      5,371     16,274     17,191     21,228     52,670     42,872:     4,020     13,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     2,097:     1,147         66        781        340        469      2,268      1,316:      -171        781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        9.5       28.7       30.3       37.4       92.9       75.6:       7.1       24.4
Old  :     100.0:      33.9        9.5       28.7       30.3       37.4       92.9       75.6:       7.1       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        27         20         31         35         30         75         68:
Old  :        87:        27         20         31         35         30         75         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       26.6       48.0       37.9       32.6       19.3       40.5       27.0
Old  :                 34.6       26.6       48.0       37.9       32.6       19.3       40.5       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     7,692:       333        790      1,987      4,604      4,093      6,923      6,869:       769        823
Old  :     7,692:       333        790      1,987      4,604      4,093      6,923      6,869:       769        823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       492:       -19        115        136        353         69        470        320:        23        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       10.3       25.8       59.8       53.2       90.0       89.3:      10.0       10.7
Old  :     100.0:       4.3       10.3       25.8       59.8       53.2       90.0       89.3:      10.0       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3         12         12         23         18         36         32:
Old  :        39:         3         12         12         23         18         36         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       39.3       49.5       58.3       25.1       27.9       41.0       36.5
Old  :                 30.6       39.3       49.5       58.3       25.1       27.9       41.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,091:       243        713      2,366      3,856      2,286      6,465      5,365:       626      1,726
Old  :     7,091:       243        713      2,366      3,856      2,286      6,465      5,365:       626      1,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       223:        -9        209        -43        269          2        218        167:         5         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       10.0       33.4       54.4       32.2       91.2       75.7:       8.8       24.3
Old  :     100.0:       3.4       10.0       33.4       54.4       32.2       91.2       75.7:       8.8       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          5          9          9          8         18         18:
Old  :        22:         5          5          9          9          8         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       47.3       76.4       66.3       49.0       36.6       55.0       40.4
Old  :                 53.1       47.3       76.4       66.3       49.0       36.6       55.0       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   299,883:    97,744     74,995     95,181     84,644     91,223    277,569    261,399:    22,314     38,484
Old  :   299,394:    97,709     75,162     94,997     84,454     91,025    277,160    261,184:    22,234     38,210
Other:       489:       219         17          0        190        198        409        215:        80        274
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       -57:    -5,248      3,206        847      3,663     -1,652       -737      2,401:       681     -2,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       25.0       31.7       28.2       30.4       92.6       87.2:       7.4       12.8
Old  :     100.0:      32.6       25.1       31.7       28.2       30.4       92.6       87.2:       7.4       12.8
Other:     100.0:      44.8        3.5        0.0       38.9       40.5       83.6       44.0:      16.4       56.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:        99        125        125         89         91        260        279:
Old  :       339:        99        126        125         89         91        260        279:
Other:        15:         3          4          0          3          7          6         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5        8.9       22.4       15.4       11.1        6.4       20.1       11.9
Old  :                 12.5        8.9       22.4       15.4       11.1        6.4       20.2       11.9
Other:                 80.0       35.4       83.6       42.7       78.9       35.4       80.6       40.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   344,908:   105,985     68,051     91,730    115,509    136,093    313,225    295,874:    31,684     49,035
Old  :   344,908:   105,985     68,051     91,730    115,509    136,093    313,225    295,874:    31,684     49,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     6,146:     3,032     -4,623      1,400      4,111      7,699      8,543      4,476:    -2,397      1,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       19.7       26.6       33.5       39.5       90.8       85.8:       9.2       14.2
Old  :     100.0:      30.7       19.7       26.6       33.5       39.5       90.8       85.8:       9.2       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       122        114        138        136        131        327        318:
Old  :       404:       122        114        138        136        131        327        318:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       10.9       18.8       16.9       11.5        9.1       17.5       14.6
Old  :                 11.6       10.9       18.8       16.9       11.5        9.1       17.5       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,245:     1,982        987        311        614      1,933      2,907      3,230:     1,339      1,015
Old  :     4,245:     1,982        987        311        614      1,933      2,907      3,230:     1,339      1,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -671:      -429        134       -232        -47       -499       -709       -597:        38        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       23.2        7.3       14.5       45.5       68.5       76.1:      31.5       23.9
Old  :     100.0:      46.7       23.2        7.3       14.5       45.5       68.5       76.1:      31.5       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        24         12         10         16         18         46         36:
Old  :        60:        24         12         10         16         18         46         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.2       36.7       44.0       26.9       28.9       35.6       41.0
Old  :                 27.0       29.2       36.7       44.0       26.9       28.9       35.6       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    58,099:    18,704     15,384     18,233     12,060      9,205     48,997     42,822:     9,102     15,277
Old  :    58,099:    18,704     15,384     18,233     12,060      9,205     48,997     42,822:     9,102     15,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :        95:       617         87       -546        615        405        686        -54:      -591        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       26.5       31.4       20.8       15.8       84.3       73.7:      15.7       26.3
Old  :     100.0:      32.2       26.5       31.4       20.8       15.8       84.3       73.7:      15.7       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        53         67         66         58         58        152        158:
Old  :       204:        53         67         66         58         58        152        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       11.4       27.8       19.4       15.9        8.6       24.2       15.2
Old  :                 16.3       11.4       27.8       19.4       15.9        8.6       24.2       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,016:       244      3,824        160      3,521        611      3,925      4,595:     1,090        421
Old  :     5,016:       244      3,824        160      3,521        611      3,925      4,595:     1,090        421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       163:        12        109        -16        346          0        341         93:      -178         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       76.2        3.2       70.2       12.2       78.3       91.6:      21.7        8.4
Old  :     100.0:       4.9       76.2        3.2       70.2       12.2       78.3       91.6:      21.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          6          6         10          4         16         14:
Old  :        21:         4          6          6         10          4         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       78.5       66.9       87.2       50.1       78.5       66.8       83.3
Old  :                 50.1       78.5       66.9       87.2       50.1       78.5       66.8       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    33,642:     1,842     16,184      4,291     26,823     10,989     32,956     31,464:       686      2,178
Old  :    33,642:     1,842     16,184      4,291     26,823     10,989     32,956     31,464:       686      2,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,735:       189        659        593        946        311      1,729      1,563:         6        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       48.1       12.8       79.7       32.7       98.0       93.5:       2.0        6.5
Old  :     100.0:       5.5       48.1       12.8       79.7       32.7       98.0       93.5:       2.0        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        12         22         18         28         26         51         55:
Old  :        71:        12         22         18         28         26         51         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       46.5       68.6       61.8       50.7       46.3       66.3       59.9
Old  :                 51.1       46.5       68.6       61.8       50.7       46.3       66.3       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    44,672:    32,755        416          0     10,785     43,601     43,540     44,017:     1,132        655
Old  :    44,672:    32,755        416          0     10,785     43,601     43,540     44,017:     1,132        655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       -15:       203       -238          0       -133        153         70        -85:       -85         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3        0.9        0.0       24.1       97.6       97.5       98.5:       2.5        1.5
Old  :     100.0:      73.3        0.9        0.0       24.1       97.6       97.5       98.5:       2.5        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        10          3          0          6         10         16         13:
Old  :        28:        10          3          0          6         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.7       84.0       93.6       95.2       88.7       84.0       93.6       94.8
Old  :                 88.7       84.0       93.6       95.2       88.7       84.0       93.6       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   133,461:    32,786     44,841      9,017     61,626     41,268    103,429     95,126:    30,032     38,335
Old  :   133,461:    32,786     44,841      9,017     61,626     41,268    103,429     95,126:    30,032     38,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    19,406:     9,436      7,848      1,593      8,018      2,723     19,047     12,164:       359      7,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       33.6        6.8       46.2       30.9       77.5       71.3:      22.5       28.7
Old  :     100.0:      24.6       33.6        6.8       46.2       30.9       77.5       71.3:      22.5       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        22         36         12         21         27         50         68:
Old  :        89:        22         36         12         21         27         50         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       16.9       44.4       27.3       28.3       16.2       42.7       25.7
Old  :                 29.6       16.9       44.4       27.3       28.3       16.2       42.7       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    69,370:    18,779     37,657        578     44,321      5,002     63,678     43,237:     5,693     26,134
Old  :    69,370:    18,779     37,657        578     44,321      5,002     63,678     43,237:     5,693     26,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     4,263:       463      2,978       -562      5,602        157      5,503      2,573:    -1,240      1,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       54.3        0.8       63.9        7.2       91.8       62.3:       8.2       37.7
Old  :     100.0:      27.1       54.3        0.8       63.9        7.2       91.8       62.3:       8.2       37.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10         21          5         16         10         29         33:
Old  :        50:        10         21          5         16         10         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       34.1       72.4       43.9       57.1       34.1       71.9       43.9
Old  :                 57.6       34.1       72.4       43.9       57.1       34.1       71.9       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   142,584:    28,744     54,828     15,752     91,376     65,988    135,872    136,568:     6,712      6,016
Old  :   142,584:    28,744     54,828     15,752     91,376     65,988    135,872    136,568:     6,712      6,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     9,878:    -4,685    -10,067     11,979      1,900      8,362      9,194     10,274:       684       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       38.5       11.0       64.1       46.3       95.3       95.8:       4.7        4.2
Old  :     100.0:      20.2       38.5       11.0       64.1       46.3       95.3       95.8:       4.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        49         62         14         20         20         79         88:
Old  :       146:        49         62         14         20         20         79         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       38.7       64.6       52.4       47.9       34.6       61.4       46.3
Old  :                 47.9       38.7       64.6       52.4       47.9       34.6       61.4       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   321,362:    62,999    141,268     36,894    189,708     98,139    289,601    276,302:    31,761     45,060
Old  :   321,362:    62,999    141,268     36,894    189,708     98,139    289,601    276,302:    31,761     45,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    16,306:     9,914        661      5,390      3,084      7,729     18,388     13,780:    -2,082      2,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       44.0       11.5       59.0       30.5       90.1       86.0:       9.9       14.0
Old  :     100.0:      19.6       44.0       11.5       59.0       30.5       90.1       86.0:       9.9       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        41         59         33         27         46         89        117:
Old  :       150:        41         59         33         27         46         89        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       27.2       58.8       36.6       47.7       26.6       54.4       34.8
Old  :                 49.9       27.2       58.8       36.6       47.7       26.6       54.4       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   206,138:    80,352     38,025     22,333     78,838    103,980    181,522    164,338:    24,616     41,800
Old  :   206,138:    80,352     38,025     22,333     78,838    103,980    181,522    164,338:    24,616     41,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     8,022:     6,436       -476      2,235      2,049      2,081     10,720      3,841:    -2,698      4,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       18.4       10.8       38.2       50.4       88.1       79.7:      11.9       20.3
Old  :     100.0:      39.0       18.4       10.8       38.2       50.4       88.1       79.7:      11.9       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        32         41         23         35         41         81         93:
Old  :       125:        32         41         23         35         41         81         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       31.5       43.1       40.9       28.3       27.7       41.2       34.6
Old  :                 29.2       31.5       43.1       40.9       28.3       27.7       41.2       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   525,971:   140,034    265,326     44,195    286,043    147,198    470,272    456,718:    55,698     69,253
Old  :   525,971:   140,034    265,326     44,195    286,043    147,198    470,272    456,718:    55,698     69,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    47,154:    16,063     29,280      4,132     21,216     10,463     41,411     43,875:     5,743      3,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       50.4        8.4       54.4       28.0       89.4       86.8:      10.6       13.2
Old  :     100.0:      26.6       50.4        8.4       54.4       28.0       89.4       86.8:      10.6       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        73         99         61         62         64        162        199:
Old  :       257:        73         99         61         62         64        162        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       24.7       41.5       35.7       28.3       24.7       38.2       33.7
Old  :                 31.1       24.7       41.5       35.7       28.3       24.7       38.2       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    31,043:    22,590      5,243        244      6,516     24,752     29,350     30,239:     1,693        804
Old  :    31,043:    22,590      5,243        244      6,516     24,752     29,350     30,239:     1,693        804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     2,341:     2,510      2,254       -249        220        505      2,481      2,510:      -140       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8       16.9        0.8       21.0       79.7       94.5       97.4:       5.5        2.6
Old  :     100.0:      72.8       16.9        0.8       21.0       79.7       94.5       97.4:       5.5        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        19          9          2          4          5         23         16:
Old  :        37:        19          9          2          4          5         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.5       82.2       86.4       91.6       78.5       82.2       86.4       91.6
Old  :                 78.5       82.2       86.4       91.6       78.5       82.2       86.4       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    47,257:    29,504     29,924        116     12,928     13,816     42,548     43,856:     4,709      3,401
Old  :    47,257:    29,504     29,924        116     12,928     13,816     42,548     43,856:     4,709      3,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -156:        -9        258        -42        123         87         72        303:      -228       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4       63.3        0.2       27.4       29.2       90.0       92.8:      10.0        7.2
Old  :     100.0:      62.4       63.3        0.2       27.4       29.2       90.0       92.8:      10.0        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        42         20          5         10         14         54         37:
Old  :        82:        42         20          5         10         14         54         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       65.5       49.2       75.7       29.5       65.5       47.5       75.7
Old  :                 30.4       65.5       49.2       75.7       29.5       65.5       47.5       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :19,190,377:   720,420  2,259,869  7,995,952  9,719,131  7,743,200 18,435,503 17,999,020:   754,874  1,191,357
Old  :19,190,377:   720,420  2,259,869  7,995,952  9,719,131  7,743,200 18,435,503 17,999,020:   754,874  1,191,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   631,830:    11,527     27,260    362,741    244,664    246,396    618,932    636,397:    12,898     -4,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       11.8       41.7       50.6       40.3       96.1       93.8:       3.9        6.2
Old  :     100.0:       3.8       11.8       41.7       50.6       40.3       96.1       93.8:       3.9        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        57        102        130        136        142        279        298:
Old  :       314:        57        102        130        136        142        279        298:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       18.4       38.5       30.5       18.9        9.5       22.7       12.2
Old  :                 25.9       18.4       38.5       30.5       18.9        9.5       22.7       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   851,697:   102,982     97,520    125,642    510,582    506,906    739,205    730,068:   112,491    121,628
Old  :   851,697:   102,982     97,520    125,642    510,582    506,906    739,205    730,068:   112,491    121,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -795:    -6,300      7,514    -10,259     17,220     -4,167        661     -6,913:    -1,456      6,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.5       14.8       59.9       59.5       86.8       85.7:      13.2       14.3
Old  :     100.0:      12.1       11.5       14.8       59.9       59.5       86.8       85.7:      13.2       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       156        172        166        247        253        490        505:
Old  :       662:       156        172        166        247        253        490        505:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       16.2       21.0       23.7        9.4       12.3       15.4       17.7
Old  :                 12.9       16.2       21.0       23.7        9.4       12.3       15.4       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   135,730:     7,889      4,360     29,776     64,792     52,405    102,456     86,541:    33,274     49,189
Old  :   135,730:     7,889      4,360     29,776     64,792     52,405    102,456     86,541:    33,274     49,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     5,564:    -2,660      2,116     -1,205      8,859        353      4,995      1,263:       569      4,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        3.2       21.9       47.7       38.6       75.5       63.8:      24.5       36.2
Old  :     100.0:       5.8        3.2       21.9       47.7       38.6       75.5       63.8:      24.5       36.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        22         14         26         36         31         71         59:
Old  :        78:        22         14         26         36         31         71         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       22.3       35.0       33.6       17.5       17.5       24.9       22.8
Old  :                 20.1       22.3       35.0       33.6       17.5       17.5       24.9       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,579,834:   498,839    489,175    455,956  2,228,951  2,272,506  3,183,746  3,217,638:   396,087    362,196
Old  : 3,579,834:   498,839    489,175    455,956  2,228,951  2,272,506  3,183,746  3,217,638:   396,087    362,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -31,798:   -18,755     26,435    -44,718     41,802    -22,600    -21,671    -40,882:   -10,128      9,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       13.7       12.7       62.3       63.5       88.9       89.9:      11.1       10.1
Old  :     100.0:      13.9       13.7       12.7       62.3       63.5       88.9       89.9:      11.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       637:       145        165        153        241        245        465        484:
Old  :       637:       145        165        153        241        245        465        484:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       17.6       21.6       25.4       10.4       14.3       16.8       20.8
Old  :                 13.8       17.6       21.6       25.4       10.4       14.3       16.8       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    84,010:    21,499      2,242         95     50,120     78,344     71,714     80,681:    12,296      3,329
Old  :    84,010:    21,499      2,242         95     50,120     78,344     71,714     80,681:    12,296      3,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -318:      -830       -703        -31        641        237       -220       -497:       -98        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        2.7        0.1       59.7       93.3       85.4       96.0:      14.6        4.0
Old  :     100.0:      25.6        2.7        0.1       59.7       93.3       85.4       96.0:      14.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        15          5          2         44         36         59         43:
Old  :        81:        15          5          2         44         36         59         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       42.0       49.5       68.0       37.6       41.9       48.5       66.7
Old  :                 37.8       42.0       49.5       68.0       37.6       41.9       48.5       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    65,451:    38,467      5,699      1,506     19,064     52,170     59,037     59,375:     6,414      6,076
Old  :    65,451:    38,467      5,699      1,506     19,064     52,170     59,037     59,375:     6,414      6,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     2,205:     1,380        414        -96        665      1,294      1,949      1,613:       257        593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8        8.7        2.3       29.1       79.7       90.2       90.7:       9.8        9.3
Old  :     100.0:      58.8        8.7        2.3       29.1       79.7       90.2       90.7:       9.8        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        89         48         24         65         72        164        134:
Old  :       248:        89         48         24         65         72        164        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       36.0       38.9       53.2       25.4       35.8       38.9       53.0
Old  :                 25.4       36.0       38.9       53.2       25.4       35.8       38.9       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   327,255:   192,334     28,496      7,531     95,318    260,848    295,183    296,875:    32,072     30,380
Old  :   327,255:   192,334     28,496      7,531     95,318    260,848    295,183    296,875:    32,072     30,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    11,026:     6,898      2,072       -479      3,324      6,470      9,743      8,063:     1,283      2,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8        8.7        2.3       29.1       79.7       90.2       90.7:       9.8        9.3
Old  :     100.0:      58.8        8.7        2.3       29.1       79.7       90.2       90.7:       9.8        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        89         48         24         65         72        164        134:
Old  :       248:        89         48         24         65         72        164        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       36.0       38.9       53.2       25.4       35.8       38.9       53.0
Old  :                 25.4       36.0       38.9       53.2       25.4       35.8       38.9       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   145,277:    81,451     51,451     13,461     19,825     57,704    114,736    122,615:    30,541     22,662
Old  :   145,277:    81,451     51,451     13,461     19,825     57,704    114,736    122,615:    30,541     22,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     2,792:     1,931        557        430        235      2,428      2,596      3,415:       196       -622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1       35.4        9.3       13.6       39.7       79.0       84.4:      21.0       15.6
Old  :     100.0:      56.1       35.4        9.3       13.6       39.7       79.0       84.4:      21.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        42         29         22         21         25         78         61:
Old  :        99:        42         29         22         21         25         78         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       38.3       40.6       50.1       30.3       36.9       39.0       47.1
Old  :                 31.1       38.3       40.6       50.1       30.3       36.9       39.0       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    34,701:    11,445      3,363         60     14,325     26,263     25,830     29,686:     8,871      5,015
Old  :    34,701:    11,445      3,363         60     14,325     26,263     25,830     29,686:     8,871      5,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,585:       285         28         52       -310      1,178         27      1,258:     1,558        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        9.7        0.2       41.3       75.7       74.4       85.5:      25.6       14.5
Old  :     100.0:      33.0        9.7        0.2       41.3       75.7       74.4       85.5:      25.6       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          6          2         12         11         27         19:
Old  :        42:        15          6          2         12         11         27         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       69.8       52.9       78.2       40.4       69.8       52.9       78.2
Old  :                 40.4       69.8       52.9       78.2       40.4       69.8       52.9       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    56,883:    12,335      9,901      2,011     33,261     34,626     47,607     46,538:     9,276     10,345
Old  :    56,883:    12,335      9,901      2,011     33,261     34,626     47,607     46,538:     9,276     10,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     2,783:      -992      3,227        242      3,269      4,874      2,519      8,343:       264     -5,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       17.4        3.5       58.5       60.9       83.7       81.8:      16.3       18.2
Old  :     100.0:      21.7       17.4        3.5       58.5       60.9       83.7       81.8:      16.3       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        20         21          7         26         34         51         57:
Old  :        92:        20         21          7         26         34         51         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       26.7       44.9       38.7       30.4       24.3       44.5       35.3
Old  :                 30.4       26.7       44.9       38.7       30.4       24.3       44.5       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 28, 2016