Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,461
Positions
    25,258     18,192      4,250     29,253     13,464      2,726     21,073     34,534     12,898      4,846      5,937      3,124     30,032     38,335
 
Changes from:       October 18, 2016                                 Total Change is:    19,406
    12,497      1,403       -422     -3,297      3,484         72      8,421      3,561      1,396       -466      1,824        845        359      7,242
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       13.6        3.2       21.9       10.1        2.0       15.8       25.9        9.7        3.6        4.4        2.3       22.5       28.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          5          6          9         11          5         13         31         12          8          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    69,370
Positions
    46,558        465        299      1,477      2,600        109     13,612     38,141      1,622          0          0          0      5,692     26,133
 
Changes from:       October 18, 2016                                 Total Change is:     4,263
     5,840         24         -1          0        -86          0        195      3,167       -531          0          0          0     -1,240      1,690
 
Percent of Open Interest Represented by Each Category of Trader
      67.1        0.7        0.4        2.1        3.7        0.2       19.6       55.0        2.3        0.0        0.0        0.0        8.2       37.7
 
Number of Traders in Each Category                                    Total Traders:        50 
        10          .          .          .          4          .         10         23          9          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   321,362
Positions
   163,598      7,248     15,790     13,303     65,297      5,100     36,856    122,104     43,108      7,027     12,836      4,819     31,761     45,060
 
Changes from:       October 18, 2016                                 Total Change is:    16,307
     7,037        125      1,248     -1,277     -1,653        286      2,715      7,470      5,057      2,626        550        696     -2,081      2,527
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        2.3        4.9        4.1       20.3        1.6       11.5       38.0       13.4        2.2        4.0        1.5        9.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       150 
        12          7         10          8         24          9         30         55         34          7          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   206,138
Positions
    41,775     14,251     13,291     31,523     35,133     11,656     54,404     26,127     24,295      1,388     36,395      3,190     24,616     41,800
 
Changes from:       October 18, 2016                                 Total Change is:     8,023
     3,136        422        602        328         49        534      3,832       -123      2,989       -244       -176       -457     -2,697      4,182
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        6.9        6.4       15.3       17.0        5.7       26.4       12.7       11.8        0.7       17.7        1.5       11.9       20.3
 
Number of Traders in Each Category                                    Total Traders:       125 
        11          6         12         12         21         11         27         33         22          .         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   525,971
Positions
   154,449     13,227     35,809    137,875    106,498     15,688     49,077    200,751     50,134     17,292     24,662      9,949     55,699     69,253
 
Changes from:       October 18, 2016                                 Total Change is:    47,154
    27,758      2,314      4,788    -13,836        516        -23     17,546     29,669      5,254       -915        518        839      5,743      3,279
 
Percent of Open Interest Represented by Each Category of Trader
      29.4        2.5        6.8       26.2       20.2        3.0        9.3       38.2        9.5        3.3        4.7        1.9       10.6       13.2
 
Number of Traders in Each Category                                    Total Traders:       257 
        20         12         17         45         36         36         30         64         33         25         23         18
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   145,277
Positions
     4,853     59,725      6,172     20,691      8,131      3,173     63,555     20,682     12,873        943      9,383      2,475     30,541     22,662
 
Changes from:       October 18, 2016                                 Total Change is:     2,793
       -27      1,945        235     -1,079          7        259      2,803        599        582        -53        -90       -123        197       -622
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       41.1        4.2       14.2        5.6        2.2       43.7       14.2        8.9        0.6        6.5        1.7       21.0       15.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         .         11         12          7          8          4         39         16         16          .         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    44,672
Positions
     5,359     38,561        350      4,478          0          0     32,713      3,220          0        640      1,886          0      1,132        655
 
Changes from:       October 18, 2016                                 Total Change is:       -15
      -300        361          0        557          0          0       -194       -546          0          7        100          0        -85         70
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       86.3        0.8       10.0        0.0        0.0       73.2        7.2        0.0        1.4        4.2        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          0          0          8          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   142,584
Positions
    60,635     28,687          5     25,254      5,284      1,213     21,808     72,291     21,488      4,845      6,976        623      6,712      6,016
 
Changes from:       October 18, 2016                                 Total Change is:     9,877
   -13,617      2,392          4       -145       -130       -135      2,973    -10,687     18,173      2,189        906       -248        683       -397
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       20.1        0.0       17.7        3.7        0.9       15.3       50.7       15.1        3.4        4.9        0.4        4.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       146 
         5          9          .         15          9          .         32         45         14         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    31,043
Positions
       744     21,266          0      5,920          0         95     21,204      7,929        149      1,238        800          0      1,693        804
 
Changes from:       October 18, 2016                                 Total Change is:     2,341
         0       -194          0        282          0         95      1,819      3,053          1        629       -100       -345       -140       -169
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       68.5        0.0       19.1        0.0        0.3       68.3       25.5        0.5        4.0        2.6        0.0        5.5        2.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          6          0          .         12         10          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    47,257
Positions
    10,588     11,456         66      2,406     21,884         24     28,254      8,235        980        230      1,211          0      4,709      3,401
 
Changes from:       October 18, 2016                                 Total Change is:      -156
       275         -8         62       -244          0        -75        119        352         57       -122        -85          0       -228       -459
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       24.2        0.1        5.1       46.3        0.1       59.8       17.4        2.1        0.5        2.6        0.0       10.0        7.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         7          4          .          7          4          .         36         18          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,498
Positions
     9,083     33,630        969      7,054      1,268        123     30,012      9,420        889      1,349      3,328        636      8,383      8,235
 
Changes from:       October 18, 2016                                 Total Change is:    -1,312
       -36     -2,906        -64        -32        -80        -47     -1,791      1,223        118          7        328         65        465         50
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       57.5        1.7       12.1        2.2        0.2       51.3       16.1        1.5        2.3        5.7        1.1       14.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          .          7          .          .         35         17          7          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,995
Positions
    18,166     67,259      1,938     14,108      2,535        245     60,024     18,841      1,778      2,697      6,656      1,273     16,766     16,470
 
Changes from:       October 18, 2016                                 Total Change is:    -2,624
       -71     -5,812       -127        -63       -159        -93     -3,581      2,445        236         14        656        131        930         99
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       57.5        1.7       12.1        2.2        0.2       51.3       16.1        1.5        2.3        5.7        1.1       14.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          .          7          .          .         35         17          7          6         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   851,697
Positions
    90,258     68,073     29,886    288,815    216,406     66,666     74,404    151,936    128,575     21,779     29,706     38,821    112,491    121,628
 
Changes from:       October 18, 2016                                 Total Change is:      -796
    10,437     -4,761      3,320      4,378      2,439        113      4,372      9,905    -15,507     -3,739        290     -2,714     -1,456      6,117
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        8.0        3.5       33.9       25.4        7.8        8.7       17.8       15.1        2.6        3.5        4.6       13.2       14.3
 
Number of Traders in Each Category                                    Total Traders:       662 
        40         31         40        120         93        104         80        146        115         77         74         74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   135,730
Positions
    22,435     11,019      4,556     18,850     19,544      5,403      8,811      6,097     31,402      2,757        277      8,243     33,274     49,189
 
Changes from:       October 18, 2016                                 Total Change is:     5,564
     7,449        630       -288         43        652        675       -502      2,250     -2,363        142       -131       -160        569      4,301
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        8.1        3.4       13.9       14.4        4.0        6.5        4.5       23.1        2.0        0.2        6.1       24.5       36.2
 
Number of Traders in Each Category                                    Total Traders:        78 
         8          6          8         10          5          5         17         13         28         13          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,579,834
Positions
   398,527    344,677     67,243  1,360,162    994,645    295,979    377,127    778,355    436,704     95,910    147,941    152,095    396,088    362,196
 
Changes from:       October 18, 2016                                 Total Change is:   -31,798
    35,222     -6,671     -2,236     21,675      8,937     -2,810     31,198     45,103    -72,544    -19,124      2,389    -13,050    -10,127      9,084
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        9.6        1.9       38.0       27.8        8.3       10.5       21.7       12.2        2.7        4.1        4.2       11.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       637 
        38         33         37        119         89         99         77        142        108         69         70         68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    84,010
Positions
     2,182     31,702        442     42,901     42,817      3,529     22,538      1,351        122          0        718          0     12,296      3,329
 
Changes from:       October 18, 2016                                 Total Change is:      -318
       307        515          0        502       -210         20     -1,018       -740        -31          0        -51          0        -98        179
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       37.7        0.5       51.1       51.0        4.2       26.8        1.6        0.1        0.0        0.9        0.0       14.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        81 
         4          9          .         31         13         17         18          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    65,451
Positions
     3,361     34,669        334     17,129      5,753        717     33,432     13,645      1,768      1,815      2,008        479      6,414      6,076
 
Changes from:       October 18, 2016                                 Total Change is:     2,205
      -909      3,212         49        -10         38        -33      3,128     -1,697         14       -232         87        -58        257        593
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       53.0        0.5       26.2        8.8        1.1       51.1       20.8        2.7        2.8        3.1        0.7        9.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       248 
        12         23          9         48         14         11         68         45         24         15         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   327,255
Positions
    16,807    173,347      1,671     85,647     28,765      3,584    167,161     68,227      8,842      9,074     10,042      2,396     32,072     30,380
 
Changes from:       October 18, 2016                                 Total Change is:    11,026
    -4,547     16,062        245        -50        189       -165     15,641     -8,483         68     -1,159        437       -290      1,283      2,963
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       53.0        0.5       26.2        8.8        1.1       51.1       20.8        2.7        2.8        3.1        0.7        9.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       248 
        12         23          9         48         14         11         68         45         24         15         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   334,979
Positions
    69,417     55,155        503    122,811    142,129     20,758     87,251     84,257      8,532      5,511      6,823        212     19,984     16,609
 
Changes from:       October 18, 2016                                 Total Change is:     1,009
       510       -451        -35      1,587       -956     -2,215      2,011      2,072        881       -582        560         11     -1,158      1,143
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       16.5        0.2       36.7       42.4        6.2       26.0       25.2        2.5        1.6        2.0        0.1        6.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       257 
        14         17          .         58         42         29         53         48         24          9         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,701
Positions
       931     25,230        117     15,746        556         80      3,414      1,499         52      5,490      2,152          0      8,871      5,015
 
Changes from:       October 18, 2016                                 Total Change is:     1,585
        -8      1,181          0       -103          0          3       -157        121         52        240        -99          0      1,558        327
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       72.7        0.3       45.4        1.6        0.2        9.8        4.3        0.1       15.8        6.2        0.0       25.6       14.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          .         15          .          .          7          4          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    56,883
Positions
    14,065     13,892      2,990     11,837     14,194      2,346     14,632     11,021        368      1,369      1,727          0      9,276     10,345
 
Changes from:       October 18, 2016                                 Total Change is:     2,783
       141      5,139        -40      1,631        631        145       -217      2,591        242        617       -365          0        264     -5,560
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       24.4        5.3       20.8       25.0        4.1       25.7       19.4        0.6        2.4        3.0        0.0       16.3       18.2
 
Number of Traders in Each Category                                    Total Traders:        92 
        12         18          4          7         11          5         16         20          7          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   223,338
Positions
    12,414    125,281         40    140,740     61,871     17,049     39,551     11,332      2,503      2,931      1,536          0      8,110      3,726
 
Changes from:       October 18, 2016                                 Total Change is:     2,912
       102        509        -14      2,999     -1,096       -179        826      3,991        -92          1        255          0       -731       -462
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       56.1        0.0       63.0       27.7        7.6       17.7        5.1        1.1        1.3        0.7        0.0        3.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       119 
        10         11          .         43         23         22         16          9          7          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   891,656
Positions
    29,437    684,881      5,297    507,601     78,906     64,432    194,824     22,801      8,767     57,543     17,242      1,248     22,507      8,082
 
Changes from:       October 18, 2016                                 Total Change is:   -11,053
      -646     -2,274        244     -6,960     -2,328     -1,876     -1,478     -5,827         27        902        592         21     -1,287        368
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       76.8        0.6       56.9        8.8        7.2       21.8        2.6        1.0        6.5        1.9        0.1        2.5        0.9
 
Number of Traders in Each Category                                    Total Traders:       311 
        22         21          7        108         31         42         57         15         14         41         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   633,356
Positions
    19,273     29,721     17,103    197,007    125,203    124,048     53,382    104,208     49,487      6,839     15,428      6,560    159,657    161,599
 
Changes from:       October 18, 2016                                 Total Change is:   -44,886
    -3,155      9,527    -10,014      5,085     -2,798     -3,532      4,836     -6,349    -30,780       -343      3,245     -5,219     -1,763      1,036
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        4.7        2.7       31.1       19.8       19.6        8.4       16.5        7.8        1.1        2.4        1.0       25.2       25.5
 
Number of Traders in Each Category                                    Total Traders:       153 
         9         13         14         42         24         35         27         25         31          7          6          8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   625,047
Positions
     4,622     76,217      1,240    313,790    115,568    101,537     42,272    212,496     26,783     15,339          0        466    118,999     90,740
 
Changes from:       October 18, 2016                                 Total Change is:     7,859
    -2,951      1,701        441     -4,492      4,727      2,269      2,314    -10,782      7,805        139     -3,875        -55      2,389      5,628
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.2        0.2       50.2       18.5       16.2        6.8       34.0        4.3        2.5        0.0        0.1       19.0       14.5
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          8          .         43         14         33         13         16         17          4          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,269,439
Positions
    42,603     92,704      9,413    343,067    295,457    142,313    480,896    153,517     78,670     56,886    327,800      9,234    106,358    160,330
 
Changes from:       October 18, 2016                                 Total Change is:   -57,988
   -10,896     24,199     -2,261     17,975    -14,266     -8,366    -22,671    -17,789    -26,240     -1,934    -17,730        216     -3,810      4,250
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        7.3        0.7       27.0       23.3       11.2       37.9       12.1        6.2        4.5       25.8        0.7        8.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       253 
        14         28         12         52         39         47         47         29         37         17         27         10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,254,712
Positions
   176,020    234,496    106,095    897,190    890,747    473,236    526,803    617,602    237,487    428,854    142,246     52,972    356,055    499,832
 
Changes from:       October 18, 2016                                 Total Change is:   -61,478
    32,910     10,892    -36,750       -526     29,853    -10,307     11,759    -13,099    -37,032    -17,846      9,361    -12,222      8,537     -2,175
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        7.2        3.3       27.6       27.4       14.5       16.2       19.0        7.3       13.2        4.4        1.6       10.9       15.4
 
Number of Traders in Each Category                                    Total Traders:       366 
        20         41         45         57         78         82         61         57         77         18         34         25
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   237,700
Positions
     4,601     26,318        275     38,376     95,956      6,163    109,006     11,457      4,005      5,603      6,129          0     69,671     87,397
 
Changes from:       October 18, 2016                                 Total Change is:     3,927
    -1,629       -573        -12     -3,469       -830     -1,471      6,099        -19        639          0      2,000          0      3,770      4,193
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.1        0.1       16.1       40.4        2.6       45.9        4.8        1.7        2.4        2.6        0.0       29.3       36.8
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          .          5         14         10         11          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,885,395
Positions
    47,997    278,586     66,230  1,574,870    437,198    320,065    298,666  1,067,934    131,462    179,056    202,364     13,740    253,309    367,817
 
Changes from:       October 18, 2016                                 Total Change is:   -13,690
     2,904    -16,655    -21,672    -31,251    -13,276      6,103     33,615     27,388     -8,489      2,426      2,558     -1,854      4,527     12,208
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.7        2.3       54.6       15.2       11.1       10.4       37.0        4.6        6.2        7.0        0.5        8.8       12.7
 
Number of Traders in Each Category                                    Total Traders:       291 
         7         35         23         59         41         57         41         60         55         16         32         15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,189,483
Positions
   336,908    175,601    336,141          0     36,354     24,613    135,806    241,584    224,588     46,794     37,162     65,289     19,344     48,151
 
Changes from:       October 18, 2016                                 Total Change is:    53,623
     8,484     -8,853     26,411          0      9,885         22      8,365     17,119      6,300       -614        115      3,507      1,150       -882
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       14.8       28.3        0.0        3.1        2.1       11.4       20.3       18.9        3.9        3.1        5.5        1.6        4.0
 
Number of Traders in Each Category                                    Total Traders:       167 
        23         39         45          0          8          .         26         44         44         13         11         14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,190,377
Positions
 4,160,776  1,106,389  3,703,051    289,853  1,735,648    641,883    418,870  1,421,925  7,425,136    700,860    869,913  1,095,075    754,874  1,191,357
 
Changes from:       October 18, 2016                                 Total Change is:   631,830
    16,687     60,752    140,007    -11,613    -32,709    -22,595     73,042    -28,255    402,569    -69,896     25,898     90,730     12,898     -4,567
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        5.8       19.3        1.5        9.0        3.3        2.2        7.4       38.7        3.7        4.5        5.7        3.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       314 
        34         48         78         13         29         35         45         88        116         15         29         34
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,094
Positions
     2,472      2,712          0        131     13,944        109     15,713      9,032          0     10,308      2,856        174        187        267
 
Changes from:       October 18, 2016                                 Total Change is:     1,051
       327       -863          0          0      1,576          0        545        189          0        161         36          9          9        104
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        9.3        0.0        0.5       47.9        0.4       54.0       31.0        0.0       35.4        9.8        0.6        0.6        0.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          6          0          .         12          .          4          8          0          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    29,418
Positions
     3,860      8,352          0        289      6,536        472     23,475      9,224          0      1,163      4,613        136         23         85
 
Changes from:       October 18, 2016                                 Total Change is:     1,778
       689      2,002          0          0       -386          0      1,271        144          0       -176          0          0         -6         18
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       28.4        0.0        1.0       22.2        1.6       79.8       31.4        0.0        4.0       15.7        0.5        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          5          0          .          .          .         11          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    87,341
Positions
       413     49,877          2     24,094          0      1,190     29,064     28,019      3,811     20,599      1,626        216      7,951      2,600
 
Changes from:       October 18, 2016                                 Total Change is:     6,936
       -57      5,638         -1      1,984          0        167      2,830       -377        277      2,155        655         72       -492        504
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       57.1        0.0       27.6        0.0        1.4       33.3       32.1        4.4       23.6        1.9        0.2        9.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       151 
         .          .          .         16          0          4         53         19         19         43         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   436,770
Positions
   125,270     24,022     17,744    118,431     46,564     30,697     35,905    198,730     68,401      5,625     10,903     14,450     20,247     25,259
 
Changes from:       October 18, 2016                                 Total Change is:   -37,049
    15,456       -242    -18,807     31,968      3,342    -10,650    -25,453     12,983    -21,176     -3,326      3,401     -5,681        620       -219
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        5.5        4.1       27.1       10.7        7.0        8.2       45.5       15.7        1.3        2.5        3.3        4.6        5.8
 
Number of Traders in Each Category                                    Total Traders:       225 
        15         12         19         20         20         15         32         73         50         16         22         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    16,921
Positions
       150      2,910          0     11,048        208          0      2,991     13,401        369      2,273          0          0         90         33
 
Changes from:       October 18, 2016                                 Total Change is:    -1,601
       150       -425          0     -1,399        112       -190        328     -1,094          0       -421          0          0        -69         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       17.2        0.0       65.3        1.2        0.0       17.7       79.2        2.2       13.4        0.0        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          8          .          0         11          6          .          6          0          0
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Updated October 28, 2016