BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,276
COMMITMENTS
     553      398      711    3,745    3,890    5,009    4,999    1,267    1,276

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        100)
      17       24       -5      -11       40        2       59       98       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      6.3     11.3     59.7     62.0     79.8     79.7     20.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        7        7       14       16       22       26                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,029
COMMITMENTS
  14,088    4,625    8,648   17,581   17,362   40,317   30,634    4,712   14,395

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,707)
   1,512      313      750      907    1,015    3,169    2,078      538    1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     10.3     19.2     39.0     38.6     89.5     68.0     10.5     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       20       30       39       31       72       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,357
COMMITMENTS
     277    1,522    2,044    8,125    6,450   10,445   10,016      911    1,341

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,519)
     141      519      368    1,082      546    1,591    1,433      -72       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     13.4     18.0     71.5     56.8     92.0     88.2      8.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       12       15       24       18       40       35                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,314
COMMITMENTS
     248      131      654    1,921    1,156    2,823    1,941      491    1,373

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        150)
      16        3       41       62       67      119      111       31       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      4.0     19.7     58.0     34.9     85.2     58.6     14.8     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        7        9        8       16       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      285,681
COMMITMENTS
  68,496   63,059  101,612   91,431   86,623  261,539  251,294   24,142   34,386

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -2,677)
  -2,840    5,646      832    1,703   -6,774     -305     -297   -2,372   -2,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     22.1     35.6     32.0     30.3     91.5     88.0      8.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     109       99      113       82       77      245      241                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      398,771
COMMITMENTS
  66,405   66,708  137,226  161,899  142,761  365,531  346,695   33,240   52,076

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      8,109)
  -1,158      725    4,854    4,949      809    8,646    6,389     -536    1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     16.7     34.4     40.6     35.8     91.7     86.9      8.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     104      113      145      142      143      327      339                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,269
COMMITMENTS
   1,336    1,776      704    1,199      573    3,239    3,053    1,031    1,216

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        187)
     -60      -26       28      287      100      255      102      -67       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     41.6     16.5     28.1     13.4     75.9     71.5     24.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       21       11       22       14       45       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,375
COMMITMENTS
  11,169   10,001   13,190   14,090    8,111   38,450   31,302    8,925   16,073

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        442)
   1,141      766      223     -288     -327    1,076      663     -634     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     21.1     27.8     29.7     17.1     81.2     66.1     18.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      45       66       60       61       52      148      146                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,305
COMMITMENTS
     603    2,939      231    2,382      657    3,216    3,827    1,090      478

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        297)
       5      297        0      251      -32      255      265       41       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     68.3      5.4     55.3     15.3     74.7     88.9     25.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7        5        9        4       17       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,286
COMMITMENTS
   1,588   14,236    4,434   27,548   11,028   33,569   29,698      716    4,588

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,552)
     329    1,575      396    2,751    1,287    3,477    3,259       75      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     41.5     12.9     80.3     32.2     97.9     86.6      2.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       34       29       23       19       57       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,344
COMMITMENTS
   2,160      812        0   35,387   36,752   37,547   37,564      797      780

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -4,380)
  -1,374     -451        0   -3,046   -4,210   -4,420   -4,661       40      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.1      0.0     92.3     95.8     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        0       11        8       17       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      154,241
COMMITMENTS
  43,064   73,843    7,446   82,067   29,565  132,577  110,853   21,665   43,388

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      8,858)
    -826   10,186    1,010    8,562   -6,180    8,746    5,017      112    3,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     47.9      4.8     53.2     19.2     86.0     71.9     14.0     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      25       29       18       22       26       55       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       73,351
COMMITMENTS
  17,776   34,494    4,874   43,052    6,620   65,701   45,988    7,650   27,363

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      8,427)
    -491    6,200      996    7,870      130    8,375    7,325       53    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     47.0      6.6     58.7      9.0     89.6     62.7     10.4     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       17       11       12       10       27       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      181,795
COMMITMENTS
  41,468   79,589   18,033  119,179   77,425  178,680  175,047    3,115    6,748

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     22,962)
  -2,414   16,987      571   25,480    5,364   23,637   22,921     -675       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     43.8      9.9     65.6     42.6     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      25       56       14       15       25       52       85                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      197,601
COMMITMENTS
  34,295   60,403   15,639  129,220   83,019  179,155  159,061   18,446   38,540

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,978)
  -5,085    4,253      622    8,069     -423    3,605    4,452   -1,627   -2,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     30.6      7.9     65.4     42.0     90.7     80.5      9.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      29       39       23       27       38       71       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      281,420
COMMITMENTS
  34,310  115,242   21,489  207,442   92,946  263,241  229,678   18,178   51,742

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     16,944)
    -944   10,613    1,345   16,512    2,946   16,913   14,904       31    2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     41.0      7.6     73.7     33.0     93.5     81.6      6.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      28       64       32       31       37       79      113                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      549,229
COMMITMENTS
  81,112  237,693   65,891  351,414  151,970  498,418  455,554   50,812   93,676

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     24,174)
    -258   17,913    6,631   15,403     -863   21,777   23,681    2,397      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     43.3     12.0     64.0     27.7     90.7     82.9      9.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      60      122       70       58       64      158      218                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,585
COMMITMENTS
  21,561   18,982       35    4,015    6,236   25,611   25,253      974    1,332

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,880)
   3,607    3,461      -23      195      443    3,779    3,881      101       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.1     71.4      0.1     15.1     23.5     96.3     95.0      3.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       17        2        3        5       10       22                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,899
COMMITMENTS
  22,219   16,971      478   10,212   11,113   32,909   28,562    1,990    6,337

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,180)
     952    1,268      113      414     -900    1,479      481     -299      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.7     48.6      1.4     29.3     31.8     94.3     81.8      5.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       30        7       13       12       32       47                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        7,782
COMMITMENTS
   2,463    5,398       23    4,859      672    7,345    6,093      437    1,689

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:         28)
     -36     -289        0       65       81       29     -208       -1      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     69.4      0.3     62.4      8.6     94.4     78.3      5.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2       13        1        7        3       10       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,874,193
COMMITMENTS
 1318280  1471129  8014824  8840357  8273425 18173461 17759378  700,732  1114814

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:   -474,350)
 -49,288  -92,363 -252,877 -111,729  -87,530 -413,895 -432,770  -60,456  -41,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      7.8     42.5     46.8     43.8     96.3     94.1      3.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      66       88      120      142      161      278      305                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      893,934
COMMITMENTS
  71,292   87,988  101,778  607,946  588,943  781,016  778,708  112,918  115,225

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,981)
  -1,596   -8,740    3,735   -7,237    4,074   -5,098     -931    7,079    2,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      9.8     11.4     68.0     65.9     87.4     87.1     12.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     144      147      157      251      268      475      493                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      176,931
COMMITMENTS
  13,689    4,515   26,205   96,042   98,681  135,936  129,402   40,995   47,529

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,907)
   2,091   -2,985   -1,137     -436      580      519   -3,541    1,388    5,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      2.6     14.8     54.3     55.8     76.8     73.1     23.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       11       27       44       39       76       66                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,585,011
COMMITMENTS
 313,587  442,937  352,289  2559519  2451306  3225396  3246533  359,615  338,479

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        372)
 -20,066  -30,409   25,990  -34,009   17,466  -28,085   13,047   28,457  -12,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     12.4      9.8     71.4     68.4     90.0     90.6     10.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     137      143      147      242      259      453      475                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,488
COMMITMENTS
   5,654    3,805      398   69,877   77,890   75,929   82,093   10,559    4,395

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        846)
    -323     -903     -697    1,536    2,221      516      621      330      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      4.4      0.5     80.8     90.1     87.8     94.9     12.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        6        1       49       39       59       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       73,758
COMMITMENTS
  19,601    5,731    2,777   45,276   60,845   67,655   69,353    6,103    4,404

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -2,930)
  -3,436     -911      572      357   -2,222   -2,507   -2,561     -423     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      7.8      3.8     61.4     82.5     91.7     94.0      8.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      70       40       22       79       73      160      126                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      368,788
COMMITMENTS
  98,005   28,656   13,886  226,382  304,225  338,274  346,766   30,514   22,022

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:    -14,650)
 -17,180   -4,557    2,859    1,787  -11,108  -12,534  -12,805   -2,116   -1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      7.8      3.8     61.4     82.5     91.7     94.0      8.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      70       40       22       79       73      160      126                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      175,947
COMMITMENTS
  46,037  112,568    6,277  107,507   18,808  159,821  137,653   16,126   38,293

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      5,781)
  -1,438   12,286     -991    6,730   -1,960    4,301    9,336    1,480   -3,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     64.0      3.6     61.1     10.7     90.8     78.2      9.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       50       19       20       20       53       82                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,575
COMMITMENTS
  21,053   19,636      569   22,067   24,369   43,689   44,574    8,886    8,001

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        -20)
    -613   -1,582      418       56      205     -139     -959      119      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     37.3      1.1     42.0     46.4     83.1     84.8     16.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       15        5       22       10       45       29                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       98,084
COMMITMENTS
  47,820   12,839    1,011   39,691   28,829   88,522   42,679    9,562   55,405

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      6,923)
   1,576    1,156      305    4,681   -1,098    6,562      363      361    6,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.8     13.1      1.0     40.5     29.4     90.3     43.5      9.7     56.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       13        7       35       24       77       41                  



Updated November 20, 2015