BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,547
COMMITMENTS
   1,651    1,637      817    3,154    3,117    5,622    5,571      925      976

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -875)
     -58     -352      -16     -834     -702     -908   -1,071       33      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     25.0     12.5     48.2     47.6     85.9     85.1     14.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        9        8       14       16       24       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,993
COMMITMENTS
  18,936    5,560   14,989   15,071   21,996   48,996   42,545    5,997   12,448

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,627)
  -3,333   -1,368   -2,630   -1,842   -3,718   -7,804   -7,716      178       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4     10.1     27.3     27.4     40.0     89.1     77.4     10.9     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      34       15       32       29       30       71       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,622
COMMITMENTS
     396      885    1,818    3,815    3,225    6,029    5,928      592      694

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -871)
    -116        0     -151     -627     -726     -895     -877       23        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     13.4     27.5     57.6     48.7     91.1     89.5      8.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       11       12       22       20       36       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,008
COMMITMENTS
  78,098   20,727   72,289   77,634  114,758  228,021  207,774   22,987   43,234

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      4,493)
    -326   -2,692    1,649      345    5,134    1,668    4,091    2,825      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      8.3     28.8     30.9     45.7     90.8     82.8      9.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     111       71      119       83       87      254      229                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      394,232
COMMITMENTS
 138,564   17,310  110,085  114,401  202,362  363,050  329,756   31,183   64,476

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     21,316)
   4,860   -1,473   10,193    4,577    9,819   19,630   18,540    1,685    2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1      4.4     27.9     29.0     51.3     92.1     83.6      7.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     146       74      168      138      160      367      343                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,776
COMMITMENTS
   1,084    1,459      194    1,433    1,141    2,711    2,794    1,066      982

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -312)
     -19     -254      -36      -28      -31      -83     -321     -229        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     38.6      5.1     37.9     30.2     71.8     74.0     28.2     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       11        8       18       12       33       27                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,319
COMMITMENTS
  21,868    8,851   16,692   11,884   12,379   50,444   37,922    8,876   21,398

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      3,061)
     451     -187    1,794      687    1,597    2,932    3,204      129     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     14.9     28.1     20.0     20.9     85.0     63.9     15.0     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      58       54       74       56       65      167      155                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,627
COMMITMENTS
   1,339   14,902    5,003   21,299    7,503   27,641   27,408      986    1,219

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,639)
    -213   -1,914     -887   -3,511   -1,836   -4,611   -4,637      -28       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     52.1     17.5     74.4     26.2     96.6     95.7      3.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       15       12       26       21       42       38                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,306
COMMITMENTS
  17,746    2,117        0    8,722   25,295   26,468   27,412    1,838      894

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        855)
     843      -58        0      200      679    1,043      621     -188      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.7      7.5      0.0     30.8     89.4     93.5     96.8      6.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        2        0        5        8       19       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      108,727
COMMITMENTS
  27,492   36,308    7,678   44,690   32,353   79,860   76,340   28,867   32,388

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -8,843)
 -11,932   -7,105     -500      584    2,323  -11,849   -5,283    3,006   -3,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     33.4      7.1     41.1     29.8     73.5     70.2     26.5     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       25       16       22       30       52       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,241
COMMITMENTS
   9,779   24,448    1,167   36,224    6,698   47,171   32,314    6,070   20,927

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,798)
  -1,440     -889     -340   -1,273     -593   -3,054   -1,822     -744   -1,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     45.9      2.2     68.0     12.6     88.6     60.7     11.4     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       20        7       12       10       23       33                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      175,882
COMMITMENTS
  24,230   96,050   10,091  134,703   62,364  169,023  168,505    6,859    7,377

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     22,826)
   1,711    8,303    7,498   13,091    8,250   22,300   24,051      526   -1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     54.6      5.7     76.6     35.5     96.1     95.8      3.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      39       76       16       21       20       71      104                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      255,562
COMMITMENTS
  58,192  120,834   17,255  152,555   78,640  228,003  216,729   27,559   38,833

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -167)
   4,408    6,940   -6,846     -329   -1,463   -2,767   -1,368    2,600    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     47.3      6.8     59.7     30.8     89.2     84.8     10.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      29       56       18       26       43       66      106                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      262,977
COMMITMENTS
  24,444  105,812   25,788  193,550   83,612  243,782  215,212   19,195   47,765

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -14,223)
 -11,213  -14,625   -4,909    2,501    4,940  -13,622  -14,594     -602      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     40.2      9.8     73.6     31.8     92.7     81.8      7.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      22       57       22       33       40       70      104                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      484,870
COMMITMENTS
 136,078  196,509   38,806  251,238  183,526  426,122  418,841   58,748   66,029

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -14,660)
   3,800    1,085   -6,981   -9,182  -10,119  -12,363  -16,015   -2,297    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     40.5      8.0     51.8     37.9     87.9     86.4     12.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      70       97       50       59       66      154      189                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,220
COMMITMENTS
  24,707    2,910      533    6,416   29,220   31,656   32,663    1,564      557

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,869)
   2,045      478      -26       -1    1,480    2,018    1,932     -149      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.4      8.8      1.6     19.3     88.0     95.3     98.3      4.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12        9        1        3        6       15       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,936
COMMITMENTS
  22,989   36,949      154   17,423    3,672   40,566   40,775    3,370    3,161

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -291)
  -2,533       14      116    1,869      258     -548      388      257     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3     84.1      0.4     39.7      8.4     92.3     92.8      7.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       24        6       16        6       44       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,523
COMMITMENTS
   5,387    3,700      171    3,804    6,094    9,362    9,965    1,161      558

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,766)
     937      -13       66      628    1,652    1,631    1,705      135       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2     35.2      1.6     36.1     57.9     89.0     94.7     11.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        5        1        6        3       16        9                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,484,539
COMMITMENTS
 698,808  2873654  9724037 10471277  7667851 20894122 20265542  590,417  1218997

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    683,631)
 -28,102  305,758  178,641  505,348  205,385  655,887  689,785   27,744   -6,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     13.4     45.3     48.7     35.7     97.3     94.3      2.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      38      109      117      115      132      239      283                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      872,088
COMMITMENTS
  94,963  105,477  150,464  534,483  527,650  779,910  783,590   92,178   88,497

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     22,411)
  -5,946   12,383   13,381   20,993    6,288   28,428   32,051   -6,017   -9,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     12.1     17.3     61.3     60.5     89.4     89.9     10.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      656)
     155      167      175      242      248      492      497                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      186,425
COMMITMENTS
   8,499   25,187   56,420   84,417   82,120  149,336  163,726   37,089   22,699

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      9,055)
     -50    6,050    4,807    9,757    2,187   14,514   13,044   -5,459   -3,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     13.5     30.3     45.3     44.0     80.1     87.8     19.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       12       23       35       30       62       54                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,428,312
COMMITMENTS
 459,937  429,068  442,605  2250328  2227649  3152869  3099322  275,443  328,990

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     66,780)
 -15,793   45,351   29,184   56,182   20,503   69,573   95,038   -2,793  -28,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     12.5     12.9     65.6     65.0     92.0     90.4      8.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     147      162      164      236      243      472      481                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,811
COMMITMENTS
  27,822    2,280      110   56,625   89,519   84,557   91,909   11,254    3,902

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        -66)
       2      317      -60      715     -686      657     -429     -723      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      2.4      0.1     59.1     93.4     88.3     95.9     11.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17        3        1       45       33       62       37                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,957
COMMITMENTS
  22,959    6,911    1,596   16,439   32,817   40,994   41,324    5,963    5,633

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -578)
    -715   -2,139     -133      245      397     -602   -1,875       24    1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9     14.7      3.4     35.0     69.9     87.3     88.0     12.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      74       57       26       59       65      147      134                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      234,787
COMMITMENTS
 114,795   34,555    7,981   82,195  164,087  204,970  206,622   29,817   28,165

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,889)
  -3,573  -10,697     -664    1,226    1,983   -3,010   -9,377      121    6,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9     14.7      3.4     35.0     69.9     87.3     88.0     12.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      74       57       26       59       65      147      134                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,060
COMMITMENTS
  41,182   43,724    9,887   44,241   29,439   95,310   83,050   18,750   31,010

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -13,305)
  -4,924   -6,715   -3,219   -3,183   -2,839  -11,326  -12,773   -1,979     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     38.3      8.7     38.8     25.8     83.6     72.8     16.4     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       35       14       18       22       50       63                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,963
COMMITMENTS
   6,709    6,344       90   13,534   15,945   20,333   22,379    7,630    5,584

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -293)
    -319    1,045       -6     -236       67     -561    1,106      268   -1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     22.7      0.3     48.4     57.0     72.7     80.0     27.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        8        1       13        6       25       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,698
COMMITMENTS
  13,437   19,506    1,393   34,373   17,983   49,203   38,882    9,495   19,816

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -509)
     511   -2,860     -191   -2,346   -1,898   -2,026   -4,949    1,517    4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     33.2      2.4     58.6     30.6     83.8     66.2     16.2     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       19        7       34       27       63       48                  



Updated January 13, 2017