Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   142,653
Positions
    32,528     17,878      4,618     28,670     17,048      2,660     21,303     39,364     13,805      6,070      5,700      3,482     29,518     38,098
 
Changes from:       October 25, 2016                                 Total Change is:     9,192
     7,269       -314        367       -583      3,584        -66        229      4,830        907      1,224       -237        358       -514       -237
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       12.5        3.2       20.1       12.0        1.9       14.9       27.6        9.7        4.3        4.0        2.4       20.7       26.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         5          5          5          8         14          4         15         30         14         11          5          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,929
Positions
    41,334        468        579      1,935      1,050        109     10,838     34,910      1,519          0          0          0      5,616     23,294
 
Changes from:       October 25, 2016                                 Total Change is:    -7,441
    -5,224          3        280        458     -1,550          0     -2,774     -3,231       -103          0          0          0        -77     -2,840
 
Percent of Open Interest Represented by Each Category of Trader
      66.7        0.8        0.9        3.1        1.7        0.2       17.5       56.4        2.5        0.0        0.0        0.0        9.1       37.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         8          .          .          .          .          .         13         18         10          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   320,487
Positions
   162,363      6,064     16,618     12,047     64,533      5,281     38,024    122,783     41,860      7,596     13,903      4,687     32,011     44,758
 
Changes from:       October 25, 2016                                 Total Change is:      -875
    -1,236     -1,185        828     -1,256       -764        181      1,167        679     -1,247        569      1,068       -132        250       -302
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        1.9        5.2        3.8       20.1        1.6       11.9       38.3       13.1        2.4        4.3        1.5       10.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       146 
        11          6         10          7         23          9         30         54         32          5         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   209,760
Positions
    42,433     16,061     12,979     34,022     36,868     11,318     55,536     27,422     25,890        513     36,467      3,042     24,026     39,712
 
Changes from:       October 25, 2016                                 Total Change is:     3,622
       657      1,810       -311      2,499      1,735       -337      1,132      1,294      1,596       -875         72       -149       -590     -2,088
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        7.7        6.2       16.2       17.6        5.4       26.5       13.1       12.3        0.2       17.4        1.5       11.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       131 
         9          8         12         12         22         11         33         35         27          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   516,082
Positions
   168,266     11,871     31,995    138,481    103,181     14,722     36,719    199,716     51,638     16,023     25,107      8,710     49,528     69,141
 
Changes from:       October 25, 2016                                 Total Change is:    -9,889
    13,817     -1,355     -3,814        607     -3,318       -966    -12,358     -1,034      1,504     -1,269        445     -1,239     -6,171       -112
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        2.3        6.2       26.8       20.0        2.9        7.1       38.7       10.0        3.1        4.9        1.7        9.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       263 
        21         11         17         46         36         36         25         72         34         24         27         18
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   147,050
Positions
     3,888     62,069      7,065     18,920      8,106      2,781     67,548     19,176     13,238      1,407      7,772      2,121     30,083     24,722
 
Changes from:       October 25, 2016                                 Total Change is:     1,773
      -966      2,344        893     -1,771        -24       -392      3,993     -1,506        365        464     -1,612       -354       -459      2,060
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       42.2        4.8       12.9        5.5        1.9       45.9       13.0        9.0        1.0        5.3        1.4       20.5       16.8
 
Number of Traders in Each Category                                    Total Traders:        95 
         4         10         12          7          7          .         37         14         16          5         11          9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    44,405
Positions
     5,359     38,276        350      4,974          0          0     31,921      3,095          0        646      1,936          0      1,155        748
 
Changes from:       October 25, 2016                                 Total Change is:      -267
         0       -285          0        496          0          0       -792       -125          0          6         50          0         23         93
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       86.2        0.8       11.2        0.0        0.0       71.9        7.0        0.0        1.5        4.4        0.0        2.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          0          0          8          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   160,475
Positions
    55,115     46,647          9     45,407      5,119        781     26,039     70,706     22,151      4,539      7,857        406      6,029      6,799
 
Changes from:       October 25, 2016                                 Total Change is:    17,891
    -5,520     17,960          3     20,153       -165       -432      4,230     -1,585        663       -306        881       -218       -683        783
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       29.1        0.0       28.3        3.2        0.5       16.2       44.1       13.8        2.8        4.9        0.3        3.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       150 
         5          9          .         14          7          .         33         51         19         15         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    39,101
Positions
       744     23,540      6,240      5,528          0          0     22,391      6,571        156        647      1,075          0      3,395      1,519
 
Changes from:       October 25, 2016                                 Total Change is:     8,058
         0      2,274      6,240       -392          0        -95      1,187     -1,358          7       -591        275          0      1,702        715
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       60.2       16.0       14.1        0.0        0.0       57.3       16.8        0.4        1.7        2.7        0.0        8.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          0          0         11          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    46,788
Positions
     9,895     11,354        125      1,477     21,366         59     28,946      8,003      1,222        219      1,212          0      4,845      3,447
 
Changes from:       October 25, 2016                                 Total Change is:      -469
      -693       -102         59       -929       -518         35        692       -232        242        -11          1          0        136         46
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       24.3        0.3        3.2       45.7        0.1       61.9       17.1        2.6        0.5        2.6        0.0       10.4        7.4
 
Number of Traders in Each Category                                    Total Traders:        79 
         8          .          .          8          4          .         35         15          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    59,228
Positions
    10,277     32,428        895      6,007      1,786        126     30,746     10,496      1,662      1,092      3,187        466      7,958      8,183
 
Changes from:       October 25, 2016                                 Total Change is:       730
     1,194     -1,202        -74     -1,048        519          3        734      1,076        773       -257       -140       -170       -425        -53
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       54.8        1.5       10.1        3.0        0.2       51.9       17.7        2.8        1.8        5.4        0.8       13.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       121 
        16         19          .          8          5          4         35         19          9          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   118,455
Positions
    20,553     64,856      1,789     12,013      3,572        251     61,493     20,992      3,323      2,184      6,375        932     15,917     16,365
 
Changes from:       October 25, 2016                                 Total Change is:     1,460
     2,387     -2,404       -149     -2,095      1,037          6      1,469      2,151      1,545       -513       -281       -341       -849       -105
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       54.8        1.5       10.1        3.0        0.2       51.9       17.7        2.8        1.8        5.4        0.8       13.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       121 
        16         19          .          8          5          4         35         19          9          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   880,438
Positions
    83,800     70,370     34,186    270,526    216,277     68,488     78,234    136,358    154,502     24,178     28,833     44,577    121,947    126,847
 
Changes from:       October 25, 2016                                 Total Change is:    28,742
    -6,458      2,297      4,300    -18,289       -128      1,822      3,830    -15,578     25,927      2,399       -873      5,756      9,455      5,219
 
Percent of Open Interest Represented by Each Category of Trader
       9.5        8.0        3.9       30.7       24.6        7.8        8.9       15.5       17.5        2.7        3.3        5.1       13.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       659 
        40         29         39        118         95        107         93        139        119         84         60         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   143,739
Positions
    22,655     11,541      5,249     19,849     18,238      4,884      9,392      5,265     36,086      2,895        171      8,863     33,866     53,441
 
Changes from:       October 25, 2016                                 Total Change is:     8,009
       220        522        693        999     -1,306       -519        581       -832      4,684        138       -106        621        592      4,252
 
Percent of Open Interest Represented by Each Category of Trader
      15.8        8.0        3.7       13.8       12.7        3.4        6.5        3.7       25.1        2.0        0.1        6.2       23.6       37.2
 
Number of Traders in Each Category                                    Total Traders:        73 
         7          6          8         10          5          5         16         12         27         14          .         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 3,683,497
Positions
   368,635    357,053     81,775  1,263,724  1,000,534    307,682    396,361    707,614    539,929    107,019    143,911    177,968    440,405    367,032
 
Changes from:       October 25, 2016                                 Total Change is:   103,663
   -29,892     12,376     14,532    -96,438      5,889     11,703     19,234    -70,741    103,225     11,109     -4,030     25,873     44,317      4,836
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        9.7        2.2       34.3       27.2        8.4       10.8       19.2       14.7        2.9        3.9        4.8       12.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       638 
        39         30         36        117         91        102         92        135        114         75         59         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    81,748
Positions
     2,849     27,521        442     40,755     45,217      2,879     22,573      1,145        445          0        799          0     11,805      3,300
 
Changes from:       October 25, 2016                                 Total Change is:    -2,262
       667     -4,181          0     -2,146      2,400       -650         35       -206        323          0         81          0       -491        -29
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       33.7        0.5       49.9       55.3        3.5       27.6        1.4        0.5        0.0        1.0        0.0       14.4        4.0
 
Number of Traders in Each Category                                    Total Traders:        83 
         5          7          .         32         15         20         19          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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    65,616
Positions
     3,024     35,152        385     14,340      5,947        904     36,695     13,062      2,202      1,826      1,768        415      5,826      5,782
 
Changes from:       October 25, 2016                                 Total Change is:       165
      -337        482         50     -2,790        194        187      3,263       -583        434         11       -240        -64       -588       -295
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       53.6        0.6       21.9        9.1        1.4       55.9       19.9        3.4        2.8        2.7        0.6        8.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       251 
        11         26          9         46         15         11         61         54         26         17         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   328,082
Positions
    15,121    175,759      1,923     71,699     29,735      4,519    183,475     65,311     11,010      9,128      8,842      2,076     29,132     28,908
 
Changes from:       October 25, 2016                                 Total Change is:       827
    -1,686      2,412        252    -13,948        970        935     16,314     -2,916      2,168         53     -1,200       -321     -2,940     -1,473
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       53.6        0.6       21.9        9.1        1.4       55.9       19.9        3.4        2.8        2.7        0.6        8.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       251 
        11         26          9         46         15         11         61         54         26         17         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   328,990
Positions
    77,299     46,770        634    116,347    143,093     19,412     80,547     85,617      8,016      5,493      5,599        376     20,866     19,473
 
Changes from:       October 25, 2016                                 Total Change is:    -5,989
     7,882     -8,385        131     -6,464        964     -1,346     -6,704      1,360       -516        -18     -1,224        163        882      2,863
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       14.2        0.2       35.4       43.5        5.9       24.5       26.0        2.4        1.7        1.7        0.1        6.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       267 
        16         17          .         58         45         29         51         57         25          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,267
Positions
     1,023     27,754        117     15,779        550        234      5,408      1,337          0      4,990      1,869          0      8,716      4,406
 
Changes from:       October 25, 2016                                 Total Change is:     1,566
        92      2,524          0         33         -6        154      1,994       -162        -52       -500       -283          0       -155       -609
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       76.5        0.3       43.5        1.5        0.6       14.9        3.7        0.0       13.8        5.2        0.0       24.0       12.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          .         15          .          .         10          4          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    60,584
Positions
    17,267     13,354      2,220     13,472     17,165      2,289     15,658     13,374        366        530      1,982          0      8,782      9,834
 
Changes from:       October 25, 2016                                 Total Change is:     3,701
     3,202       -538       -770      1,635      2,971        -57      1,026      2,353         -2       -839        255          0       -494       -511
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       22.0        3.7       22.2       28.3        3.8       25.8       22.1        0.6        0.9        3.3        0.0       14.5       16.2
 
Number of Traders in Each Category                                    Total Traders:        86 
        13         13          4          6         11          5         17         20          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   221,199
Positions
    11,720    128,473        583    141,745     62,231     16,306     36,522      5,272      2,731      2,953      1,784          0      8,639      3,819
 
Changes from:       October 25, 2016                                 Total Change is:    -2,139
      -694      3,192        543      1,005        360       -743     -3,029     -6,060        228         22        248          0        529         93
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       58.1        0.3       64.1       28.1        7.4       16.5        2.4        1.2        1.3        0.8        0.0        3.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       117 
         9         12          .         42         23         21         16          7          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   881,530
Positions
    26,307    678,736      6,325    503,409     82,445     56,811    198,243     20,074      9,977     56,361     17,049      1,168     22,929      8,945
 
Changes from:       October 25, 2016                                 Total Change is:   -10,126
    -3,130     -6,145      1,028     -4,192      3,539     -7,621      3,419     -2,727      1,210     -1,182       -193        -80        422        863
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       77.0        0.7       57.1        9.4        6.4       22.5        2.3        1.1        6.4        1.9        0.1        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       309 
        19         22         10        108         32         41         58         14         16         41         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   656,259
Positions
    18,596     32,485     22,207    201,373    116,029    126,879     43,797     88,187     69,210      5,140     10,899      8,637    160,420    181,726
 
Changes from:       October 25, 2016                                 Total Change is:    22,903
      -677      2,764      5,105      4,367     -9,174      2,832     -9,585    -16,021     19,723     -1,699     -4,529      2,076        762     20,127
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        5.0        3.4       30.7       17.7       19.3        6.7       13.4       10.5        0.8        1.7        1.3       24.4       27.7
 
Number of Traders in Each Category                                    Total Traders:       149 
        10         13         17         40         24         35         24         25         33          8          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   618,329
Positions
     1,514     72,646      2,512    324,407    107,467     96,334     31,069    211,092     31,202     15,372          0        466    115,453     96,610
 
Changes from:       October 25, 2016                                 Total Change is:    -6,718
    -3,108     -3,572      1,272     10,617     -8,101     -5,203    -11,203     -1,404      4,419         33          0          0     -3,545      5,870
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       11.7        0.4       52.5       17.4       15.6        5.0       34.1        5.0        2.5        0.0        0.1       18.7       15.6
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          9          4         43         11         30         13         15         18          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,283,493
Positions
    51,115     67,318     12,003    339,955    288,821    145,114    445,840    167,497    106,987     58,651    330,194      7,392    116,435    158,168
 
Changes from:       October 25, 2016                                 Total Change is:    14,054
     8,512    -25,387      2,590     -3,111     -6,637      2,802    -35,056     13,980     28,317      1,766      2,393     -1,843     10,077     -2,162
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        5.2        0.9       26.5       22.5       11.3       34.7       13.1        8.3        4.6       25.7        0.6        9.1       12.3
 
Number of Traders in Each Category                                    Total Traders:       249 
        16         23         12         54         35         45         51         26         36         19         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,373,059
Positions
   166,375    227,831    138,130    928,840    943,644    473,647    529,635    582,991    280,592    431,017    141,587     60,622    364,202    524,016
 
Changes from:       October 25, 2016                                 Total Change is:   118,347
    -9,645     -6,665     32,035     31,650     52,898        411      2,832    -34,611     43,105      2,164       -659      7,649      8,147     24,184
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        6.8        4.1       27.5       28.0       14.0       15.7       17.3        8.3       12.8        4.2        1.8       10.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       368 
        22         41         48         55         76         80         52         67         84         22         33         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   259,583
Positions
     6,857     24,836        225     38,073    102,860      8,609    125,948     11,453      4,783      7,216      8,629          0     67,872     98,188
 
Changes from:       October 25, 2016                                 Total Change is:    21,883
     2,256     -1,482        -50       -303      6,904      2,446     16,942         -4        778      1,613      2,500          0     -1,798     10,791
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.6        0.1       14.7       39.6        3.3       48.5        4.4        1.8        2.8        3.3        0.0       26.1       37.8
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          6          .          5         15         12         13          .          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,919,758
Positions
    62,702    289,935     78,954  1,599,409    416,432    316,648    256,353  1,091,673    151,259    173,742    203,452     13,852    266,839    357,554
 
Changes from:       October 25, 2016                                 Total Change is:    34,363
    14,705     11,349     12,725     24,539    -20,766     -3,417    -42,313     23,739     19,797     -5,314      1,088        111     13,530    -10,263
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.9        2.7       54.8       14.3       10.8        8.8       37.4        5.2        6.0        7.0        0.5        9.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       286 
        10         31         23         62         41         58         42         54         57         16         30         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   905,282
Positions
   286,910    145,262    239,785          0     26,736     22,596     53,144    230,976    159,166     91,310      5,325     26,015     26,356     49,421
 
Changes from:       October 25, 2016                                 Total Change is:  -284,201
   -49,998    -30,339    -96,356          0     -9,618     -2,017    -82,662    -10,608    -65,422     44,516    -31,837    -39,274      7,011      1,270
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       16.0       26.5        0.0        3.0        2.5        5.9       25.5       17.6       10.1        0.6        2.9        2.9        5.5
 
Number of Traders in Each Category                                    Total Traders:       144 
        24         36         46          0          7          .         19         37         37         12          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,298,089
Positions
 4,202,843  1,039,955  3,851,940    218,151  1,684,486    682,757    319,493  1,475,054  7,453,831    718,860    797,879  1,104,073    746,141  1,208,115
 
Changes from:       October 25, 2016                                 Total Change is:   107,712
    42,067    -66,435    148,889    -71,702    -51,163     40,874    -99,377     53,129     28,695     18,000    -72,034      8,998     -8,733     16,758
 
Percent of Open Interest Represented by Each Category of Trader
      21.8        5.4       20.0        1.1        8.7        3.5        1.7        7.6       38.6        3.7        4.1        5.7        3.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       314 
        33         49         79         11         30         35         39         95        115         14         32         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    31,658
Positions
     3,866      4,091          0        131     14,120        109     16,542      9,992          0     10,824      2,975        113         73        258
 
Changes from:       October 25, 2016                                 Total Change is:     2,564
     1,394      1,379          0          0        176          0        829        960          0        516        119        -61       -114         -9
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       12.9        0.0        0.4       44.6        0.3       52.3       31.6        0.0       34.2        9.4        0.4        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          7          0          .         12          .          5          8          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    38,825
Positions
     4,538     17,836          0        285      6,489        476     32,043      9,208          0      1,295      4,613        136         52         67
 
Changes from:       October 25, 2016                                 Total Change is:     9,407
       678      9,484          0         -4        -47          4      8,568        -16          0        132          0          0         29        -18
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       45.9        0.0        0.7       16.7        1.2       82.5       23.7        0.0        3.3       11.9        0.4        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          5          0          .          .          .         11          5          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    86,405
Positions
       541     51,660          3     25,209          0      1,243     29,395     26,493      3,626     18,036        893        154      8,198      2,334
 
Changes from:       October 25, 2016                                 Total Change is:      -936
       128      1,783          0      1,115          0         53        331     -1,526       -185     -2,563       -734        -62        246       -266
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       59.8        0.0       29.2        0.0        1.4       34.0       30.7        4.2       20.9        1.0        0.2        9.5        2.7
 
Number of Traders in Each Category                                    Total Traders:       141 
         4          .          .         16          0          4         51         19         19         36          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   428,792
Positions
   117,430     15,659     21,265    102,950     43,484     34,477     35,048    188,272     68,946      5,360      9,504     18,303     25,013     28,882
 
Changes from:       October 25, 2016                                 Total Change is:    -7,978
    -7,840     -8,363      3,521    -15,481     -3,080      3,780       -857    -10,458        545       -265     -1,399      3,853      4,766      3,623
 
Percent of Open Interest Represented by Each Category of Trader
      27.4        3.7        5.0       24.0       10.1        8.0        8.2       43.9       16.1        1.3        2.2        4.3        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       210 
        16         12         20         18         18         13         32         67         47         18         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    17,683
Positions
       613      2,910          0     11,566        208          0      2,887     14,100        404      2,099          0          0        114         61
 
Changes from:       October 25, 2016                                 Total Change is:       762
       463          0          0        518          0          0       -104        699         35       -174          0          0         24         28
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       16.5        0.0       65.4        1.2        0.0       16.3       79.7        2.3       11.9        0.0        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          8          .          0         11          8          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 4, 2016