BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,981
COMMITMENTS
     938    1,675      931    5,278    4,700    7,147    7,305      834      676

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        148)
      66       91       46       11        5      122      142       26        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     21.0     11.7     66.1     58.9     89.6     91.5     10.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        9        8       21       21       32       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       57,247
COMMITMENTS
  20,162    8,325   15,506   16,295   21,134   51,963   44,966    5,284   12,282

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,702)
   1,368      541      779     -208    1,015    1,939    2,336      763      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2     14.5     27.1     28.5     36.9     90.8     78.5      9.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       21       35       34       29       78       72                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,038
COMMITMENTS
     427      608    2,443    4,512    4,146    7,381    7,197      657      841

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        144)
     -46       58      110       79      -18      142      150        1       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      7.6     30.4     56.1     51.6     91.8     89.5      8.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10       12       23       18       37       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,513
COMMITMENTS
     607      736    2,000    3,440    2,113    6,047    4,848      466    1,665

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         67)
      78     -101       51      -42       29       87      -21      -20       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     11.3     30.7     52.8     32.4     92.8     74.4      7.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        9        8        8       17       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,226
COMMITMENTS
  79,403   48,852  112,922   83,481   92,596  275,806  254,370   20,420   41,856

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -6,798)
  -3,120   -3,019   -3,172     -567      434   -6,860   -5,757       62   -1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     16.5     38.1     28.2     31.3     93.1     85.9      6.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      92      105      134       79       96      253      271                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      359,393
COMMITMENTS
 110,097   37,929  103,080  116,519  162,898  329,696  303,908   29,697   55,485

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     13,897)
   8,861  -12,337    3,102    1,161   17,953   13,124    8,718      772    5,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     10.6     28.7     32.4     45.3     91.7     84.6      8.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     130       97      144      138      151      339      330                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,048
COMMITMENTS
   1,583    1,347      275      998    1,561    2,855    3,182    1,193      866

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -121)
     -13     -212       71     -191      -60     -133     -201       12       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.1     33.3      6.8     24.6     38.6     70.5     78.6     29.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       11       10       13       17       36       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,689
COMMITMENTS
  18,976   11,746   12,863   11,944   10,571   43,783   35,180    7,906   16,508

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -2,177)
     267   -1,444   -1,801      -73      258   -1,607   -2,986     -570      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     22.7     24.9     23.1     20.5     84.7     68.1     15.3     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      52       54       68       48       56      144      148                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,189
COMMITMENTS
     409    3,995      187    3,558      623    4,154    4,805    1,035      385

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        138)
      -2      120       -7      -14      -39      -22       75      160       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     77.0      3.6     68.6     12.0     80.1     92.6     19.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        4       12        4       17       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,085
COMMITMENTS
   1,814   16,691    4,530   24,750    9,286   31,094   30,507      991    1,578

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,041)
      46      495      270      548      251      864    1,016      178       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     52.0     14.1     77.1     28.9     96.9     95.1      3.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       20       17       27       22       49       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,154
COMMITMENTS
  21,926        0        2    9,888   32,359   31,816   32,361    1,338      793

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -7,055)
  -4,777     -140        2   -2,694   -7,078   -7,469   -7,216      414      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.1      0.0      0.0     29.8     97.6     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        0        1        9        7       19        8                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,823
COMMITMENTS
  28,912   45,874    6,232   76,335   47,210  111,478   99,316   26,344   38,507

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -5,784)
  -5,952   -6,746     -186      362    2,584   -5,776   -4,348       -8   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     33.3      4.5     55.4     34.3     80.9     72.1     19.1     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       33       16       24       32       54       75                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       64,195
COMMITMENTS
   8,657   32,804    1,535   48,542    5,240   58,734   39,579    5,462   24,616

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      6,087)
   2,120    3,114      299    5,860      237    8,279    3,650   -2,193    2,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     51.1      2.4     75.6      8.2     91.5     61.7      8.5     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       16        7       14        9       27       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      158,059
COMMITMENTS
  20,008   68,526   14,037  117,530   68,521  151,575  151,084    6,484    6,974

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        521)
  -2,584       39     -566    4,159      709    1,009      182     -488      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     43.4      8.9     74.4     43.4     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      34       65       16       21       24       65       98                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      277,032
COMMITMENTS
  54,431  124,782   25,014  171,997   87,593  251,441  237,388   25,591   39,644

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -5,929)
    -508   -7,160     -383   -5,330      944   -6,222   -6,599      293      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     45.0      9.0     62.1     31.6     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       55       28       26       41       78      110                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      249,214
COMMITMENTS
  63,354   56,255   36,944  125,717  113,009  226,014  206,208   23,200   43,006

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     26,996)
   2,350   12,498    7,365   19,352    2,691   29,066   22,553   -2,070    4,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     22.6     14.8     50.4     45.3     90.7     82.7      9.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      31       47       30       38       40       86      101                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      523,899
COMMITMENTS
 123,273  242,615   52,537  286,644  155,220  462,454  450,372   61,445   73,527

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     32,078)
   6,104    4,506    8,953   13,024   13,713   28,081   27,171    3,997    4,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     46.3     10.0     54.7     29.6     88.3     86.0     11.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      71      104       61       64       66      165      202                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,699
COMMITMENTS
  17,653    3,956        2    6,398   21,007   24,053   24,965    1,646      734

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,170)
  -1,710      135     -259      802   -1,008   -1,167   -1,132       -3      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.7     15.4      0.0     24.9     81.7     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        9        2        4        6       19       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       50,007
COMMITMENTS
  31,779   32,312      543   13,359   13,882   45,681   46,737    4,326    3,270

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,444)
  -1,768      808       49    3,514      300    1,795    1,157     -351      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.5     64.6      1.1     26.7     27.8     91.3     93.5      8.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      29       22        7       12       12       43       39                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   23,098,438
COMMITMENTS
 734,167  2534518 11039215 10660988  8231355 22434370 21805087  664,068  1293350

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:  1,008,067)
 166,530  113,474  674,044  248,427  158,754  1089001  946,272  -80,934   61,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     11.0     47.8     46.2     35.6     97.1     94.4      2.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      41      112      112      128      140      252      283                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      946,095
COMMITMENTS
  96,870  109,035  171,581  559,350  535,807  827,802  816,422  118,293  129,672

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     33,760)
     482   15,105      671   28,045   10,187   29,198   25,963    4,562    7,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     11.5     18.1     59.1     56.6     87.5     86.3     12.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     156      180      173      256      256      510      512                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      197,006
COMMITMENTS
  12,209   14,004   53,656   93,651   73,184  159,516  140,843   37,491   56,163

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     17,977)
     707    3,152    4,403   10,524    2,700   15,634   10,255    2,343    7,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      7.1     27.2     47.5     37.1     81.0     71.5     19.0     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       13       23       37       31       70       55                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,745,441
COMMITMENTS
 462,228  514,078  550,705  2328496  2313111  3341429  3377894  404,013  367,547

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     78,914)
   5,938   66,828  -25,724   87,606   37,438   67,819   78,542   11,095      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     13.7     14.7     62.2     61.8     89.2     90.2     10.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      651)
     151      171      164      249      246      489      492                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,102
COMMITMENTS
  25,413    5,101      126   46,535   74,136   72,074   79,363   11,028    3,739

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      7,954)
   4,355    2,215        1    3,862    5,764    8,218    7,980     -264      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      6.1      0.2     56.0     89.2     86.7     95.5     13.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19        9        3       41       36       61       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,733
COMMITMENTS
  23,642    6,745    2,064   21,112   38,590   46,818   47,400    5,915    5,333

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -996)
   1,775     -747     -445   -2,629     -220   -1,298   -1,411      303      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     12.8      3.9     40.0     73.2     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      74       52       26       73       76      156      145                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      263,664
COMMITMENTS
 118,208   33,725   10,322  105,559  192,952  234,090  236,999   29,574   26,665

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -4,979)
   8,877   -3,735   -2,223  -13,147   -1,100   -6,492   -7,057    1,514    2,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     12.8      3.9     40.0     73.2     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      74       52       26       73       76      156      145                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,949
COMMITMENTS
  61,756   34,638   13,101   26,352   50,108  101,209   97,846   25,739   29,102

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -6,577)
 -15,417   -3,402    1,623    7,271  -12,697   -6,524  -14,476      -54    7,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.6     27.3     10.3     20.8     39.5     79.7     77.1     20.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      36       28       16       22       23       68       57                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,836
COMMITMENTS
  12,178    2,752        3   15,056   28,702   27,237   31,457    8,599    4,379

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        347)
   1,228     -199       -2     -803      241      423       40      -76      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      7.7      0.0     42.0     80.1     76.0     87.8     24.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        5        1       15       14       34       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       69,201
COMMITMENTS
   9,738   16,494    2,606   45,369   43,478   57,713   62,578   11,488    6,623

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,663)
  -3,157    6,371      441    3,331      638      615    7,450    2,048   -4,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     23.8      3.8     65.6     62.8     83.4     90.4     16.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       16        8       30       36       57       57                  



Updated November 25, 2016