BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,626
COMMITMENTS
     746    1,606      981    6,011    5,289    7,738    7,876      888      750

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         36)
      97      -42       39      -23      131      113      128      -77      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     18.6     11.4     69.7     61.3     89.7     91.3     10.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       10        9       20       22       32       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,691
COMMITMENTS
  19,206    5,371   16,274   17,191   21,228   52,670   42,872    4,020   13,819

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,097)
   1,147       66      781      340      469    2,268    1,316     -171      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      9.5     28.7     30.3     37.4     92.9     75.6      7.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       20       31       35       30       75       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,692
COMMITMENTS
     333      790    1,987    4,604    4,093    6,923    6,869      769      823

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        492)
     -19      115      136      353       69      470      320       23      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     10.3     25.8     59.8     53.2     90.0     89.3     10.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12       12       23       18       36       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,091
COMMITMENTS
     243      713    2,366    3,856    2,286    6,465    5,365      626    1,726

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        223)
      -9      209      -43      269        2      218      167        5       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     10.0     33.4     54.4     32.2     91.2     75.7      8.8     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        9        9        8       18       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,883
COMMITMENTS
  97,744   74,995   95,181   84,644   91,223  277,569  261,399   22,314   38,484

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        -57)
  -5,248    3,206      847    3,663   -1,652     -737    2,401      681   -2,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     25.0     31.7     28.2     30.4     92.6     87.2      7.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      99      125      125       89       91      260      279                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,908
COMMITMENTS
 105,985   68,051   91,730  115,509  136,093  313,225  295,874   31,684   49,035

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      6,146)
   3,032   -4,623    1,400    4,111    7,699    8,543    4,476   -2,397    1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     19.7     26.6     33.5     39.5     90.8     85.8      9.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     122      114      138      136      131      327      318                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,245
COMMITMENTS
   1,982      987      311      614    1,933    2,907    3,230    1,339    1,015

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -671)
    -429      134     -232      -47     -499     -709     -597       38      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.7     23.2      7.3     14.5     45.5     68.5     76.1     31.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24       12       10       16       18       46       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,099
COMMITMENTS
  18,704   15,384   18,233   12,060    9,205   48,997   42,822    9,102   15,277

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:         95)
     617       87     -546      615      405      686      -54     -591      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     26.5     31.4     20.8     15.8     84.3     73.7     15.7     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       67       66       58       58      152      158                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,016
COMMITMENTS
     244    3,824      160    3,521      611    3,925    4,595    1,090      421

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        163)
      12      109      -16      346        0      341       93     -178       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     76.2      3.2     70.2     12.2     78.3     91.6     21.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        6        6       10        4       16       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,642
COMMITMENTS
   1,842   16,184    4,291   26,823   10,989   32,956   31,464      686    2,178

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,735)
     189      659      593      946      311    1,729    1,563        6      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     48.1     12.8     79.7     32.7     98.0     93.5      2.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       22       18       28       26       51       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       44,672
COMMITMENTS
  32,755      416        0   10,785   43,601   43,540   44,017    1,132      655

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        -15)
     203     -238        0     -133      153       70      -85      -85       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.3      0.9      0.0     24.1     97.6     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        3        0        6       10       16       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      133,461
COMMITMENTS
  32,786   44,841    9,017   61,626   41,268  103,429   95,126   30,032   38,335

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     19,406)
   9,436    7,848    1,593    8,018    2,723   19,047   12,164      359    7,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     33.6      6.8     46.2     30.9     77.5     71.3     22.5     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       36       12       21       27       50       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,370
COMMITMENTS
  18,779   37,657      578   44,321    5,002   63,678   43,237    5,693   26,134

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      4,263)
     463    2,978     -562    5,602      157    5,503    2,573   -1,240    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     54.3      0.8     63.9      7.2     91.8     62.3      8.2     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       21        5       16       10       29       33                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,584
COMMITMENTS
  28,744   54,828   15,752   91,376   65,988  135,872  136,568    6,712    6,016

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      9,878)
  -4,685  -10,067   11,979    1,900    8,362    9,194   10,274      684     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     38.5     11.0     64.1     46.3     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      49       62       14       20       20       79       88                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      321,362
COMMITMENTS
  62,999  141,268   36,894  189,708   98,139  289,601  276,302   31,761   45,060

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     16,306)
   9,914      661    5,390    3,084    7,729   18,388   13,780   -2,082    2,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     44.0     11.5     59.0     30.5     90.1     86.0      9.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      41       59       33       27       46       89      117                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      206,138
COMMITMENTS
  80,352   38,025   22,333   78,838  103,980  181,522  164,338   24,616   41,800

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      8,022)
   6,436     -476    2,235    2,049    2,081   10,720    3,841   -2,698    4,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     18.4     10.8     38.2     50.4     88.1     79.7     11.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      32       41       23       35       41       81       93                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      525,971
COMMITMENTS
 140,034  265,326   44,195  286,043  147,198  470,272  456,718   55,698   69,253

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     47,154)
  16,063   29,280    4,132   21,216   10,463   41,411   43,875    5,743    3,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     50.4      8.4     54.4     28.0     89.4     86.8     10.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      73       99       61       62       64      162      199                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,043
COMMITMENTS
  22,590    5,243      244    6,516   24,752   29,350   30,239    1,693      804

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,341)
   2,510    2,254     -249      220      505    2,481    2,510     -140     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.8     16.9      0.8     21.0     79.7     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      19        9        2        4        5       23       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,257
COMMITMENTS
  29,504   29,924      116   12,928   13,816   42,548   43,856    4,709    3,401

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -156)
      -9      258      -42      123       87       72      303     -228     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4     63.3      0.2     27.4     29.2     90.0     92.8     10.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      42       20        5       10       14       54       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,190,377
COMMITMENTS
 720,420  2259869  7995952  9719131  7743200 18435503 17999020  754,874  1191357

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    631,830)
  11,527   27,260  362,741  244,664  246,396  618,932  636,397   12,898   -4,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     11.8     41.7     50.6     40.3     96.1     93.8      3.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      57      102      130      136      142      279      298                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      851,697
COMMITMENTS
 102,982   97,520  125,642  510,582  506,906  739,205  730,068  112,491  121,628

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -795)
  -6,300    7,514  -10,259   17,220   -4,167      661   -6,913   -1,456    6,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     11.5     14.8     59.9     59.5     86.8     85.7     13.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     156      172      166      247      253      490      505                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      135,730
COMMITMENTS
   7,889    4,360   29,776   64,792   52,405  102,456   86,541   33,274   49,189

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      5,564)
  -2,660    2,116   -1,205    8,859      353    4,995    1,263      569    4,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.2     21.9     47.7     38.6     75.5     63.8     24.5     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       14       26       36       31       71       59                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,579,834
COMMITMENTS
 498,839  489,175  455,956  2228951  2272506  3183746  3217638  396,087  362,196

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -31,798)
 -18,755   26,435  -44,718   41,802  -22,600  -21,671  -40,882  -10,128    9,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     13.7     12.7     62.3     63.5     88.9     89.9     11.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     145      165      153      241      245      465      484                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,010
COMMITMENTS
  21,499    2,242       95   50,120   78,344   71,714   80,681   12,296    3,329

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -318)
    -830     -703      -31      641      237     -220     -497      -98      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      2.7      0.1     59.7     93.3     85.4     96.0     14.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15        5        2       44       36       59       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,451
COMMITMENTS
  38,467    5,699    1,506   19,064   52,170   59,037   59,375    6,414    6,076

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,205)
   1,380      414      -96      665    1,294    1,949    1,613      257      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8      8.7      2.3     29.1     79.7     90.2     90.7      9.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      89       48       24       65       72      164      134                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      327,255
COMMITMENTS
 192,334   28,496    7,531   95,318  260,848  295,183  296,875   32,072   30,380

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     11,026)
   6,898    2,072     -479    3,324    6,470    9,743    8,063    1,283    2,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8      8.7      2.3     29.1     79.7     90.2     90.7      9.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      89       48       24       65       72      164      134                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      145,277
COMMITMENTS
  81,451   51,451   13,461   19,825   57,704  114,736  122,615   30,541   22,662

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,792)
   1,931      557      430      235    2,428    2,596    3,415      196     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.1     35.4      9.3     13.6     39.7     79.0     84.4     21.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       29       22       21       25       78       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,701
COMMITMENTS
  11,445    3,363       60   14,325   26,263   25,830   29,686    8,871    5,015

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,585)
     285       28       52     -310    1,178       27    1,258    1,558      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      9.7      0.2     41.3     75.7     74.4     85.5     25.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        6        2       12       11       27       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,883
COMMITMENTS
  12,335    9,901    2,011   33,261   34,626   47,607   46,538    9,276   10,345

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,783)
    -992    3,227      242    3,269    4,874    2,519    8,343      264   -5,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     17.4      3.5     58.5     60.9     83.7     81.8     16.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      20       21        7       26       34       51       57                  



Updated October 28, 2016