BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,143
COMMITMENTS
     593    1,809      323    5,481    4,353    6,397    6,485      746      658

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        170)
     100      -55       24       45      224      169      193        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     25.3      4.5     76.7     60.9     89.6     90.8     10.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       10        7       19       20       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,529
COMMITMENTS
  18,179    8,772      728   11,722   15,393   30,629   24,893    1,900    7,636

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        648)
     784     -172       51      158      377      993      256     -345      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     27.0      2.2     36.0     47.3     94.2     76.5      5.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       24       17       23       24       53       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,712
COMMITMENTS
     336      864    1,186    3,596    2,938    5,118    4,988      594      724

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        202)
      19      192      -21      186     -136      184       35       18      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     15.1     20.8     63.0     51.4     89.6     87.3     10.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2       11        9       19       16       29       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,856
COMMITMENTS
     240    1,256    1,051    3,334    1,909    4,625    4,216      231      640

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        219)
     -11      209      -45      264        0      208      164       11       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     25.9     21.6     68.7     39.3     95.2     86.8      4.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        7        7        3       16       11                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,736
COMMITMENTS
  98,679   96,840   34,881   78,823   69,370  212,383  201,091   18,353   29,645

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        759)
  -3,257    4,103     -974    3,773     -570     -458    2,559    1,217   -1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     42.0     15.1     34.2     30.1     92.0     87.2      8.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      90      121       92       58       79      203      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,170
COMMITMENTS
 103,966   84,695   38,996  104,915  112,512  247,877  236,203   25,293   36,967

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      4,722)
   1,662   -3,758     -237    4,957    6,491    6,382    2,496   -1,660    2,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     31.0     14.3     38.4     41.2     90.7     86.5      9.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     106      114      104       94      115      253      285                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,842
COMMITMENTS
   1,937    1,019      124      484    1,718    2,545    2,861    1,297      981

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -751)
    -441      136     -265      -58     -549     -764     -678       13      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     26.5      3.2     12.6     44.7     66.2     74.5     33.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       13        6       12       17       38       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,585
COMMITMENTS
  19,323   18,574    6,325   10,815    7,250   36,463   32,149    7,122   11,436

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -246)
     533      313   -1,053      550       40       30     -700     -276      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     42.6     14.5     24.8     16.6     83.7     73.8     16.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      49       65       52       43       46      123      140                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,770
COMMITMENTS
     252    3,801      149    3,328      572    3,729    4,522    1,041      248

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        111)
      10      111      -15      303       -5      298       91     -187       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     79.7      3.1     69.8     12.0     78.2     94.8     21.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        4       10        4       16       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,998
COMMITMENTS
   2,618   15,129      702   21,174    7,996   24,494   23,827      504    1,171

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        925)
     631      797      -56      351      184      926      925       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     60.5      2.8     84.7     32.0     98.0     95.3      2.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       10       13       23       19       42       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       44,672
COMMITMENTS
  32,755      416        0   10,785   43,601   43,540   44,017    1,132      655

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        -15)
     203     -238        0     -133      153       70      -85      -85       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3      0.9      0.0     24.1     97.6     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        3        0        6       10       16       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,501
COMMITMENTS
  33,274   46,598    1,360   50,812   29,164   85,446   77,122   28,055   36,379

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     17,708)
   9,595    8,621      228    7,737    1,595   17,560   10,444      148    7,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     41.1      1.2     44.8     25.7     75.3     67.9     24.7     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       34        6       17       22       43       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,211
COMMITMENTS
  18,828   37,528      245   42,544    3,534   61,617   41,307    5,594   25,904

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      3,985)
     499    2,822     -854    5,405       85    5,050    2,053   -1,065    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     55.8      0.4     63.3      5.3     91.7     61.5      8.3     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       20        3       15        8       27       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      139,555
COMMITMENTS
  28,677   54,020   14,516   89,962   65,251  133,155  133,787    6,400    5,768

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      9,826)
  -4,687  -10,063   11,971    1,878    8,362    9,162   10,270      664     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     38.7     10.4     64.5     46.8     95.4     95.9      4.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      48       59       11       18       20       74       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      267,500
COMMITMENTS
  63,601  147,563    6,599  169,425   70,630  239,625  224,792   27,875   42,708

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     12,306)
  11,026    3,430      713    2,460    5,431   14,199    9,574   -1,893    2,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     55.2      2.5     63.3     26.4     89.6     84.0     10.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      42       55       19       24       39       74      105                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      163,040
COMMITMENTS
  82,385   37,790    2,818   55,555   83,712  140,758  124,320   22,282   38,720

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      6,433)
   7,419     -185      721    1,196    1,828    9,336    2,364   -2,903    4,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     23.2      1.7     34.1     51.3     86.3     76.3     13.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      31       37       10       28       37       65       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      448,471
COMMITMENTS
 142,881  266,737    8,882  246,230  108,147  397,993  383,766   50,478   64,705

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     35,288)
  14,700   29,288     -195   16,033    3,357   30,538   32,450    4,750    2,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     59.5      2.0     54.9     24.1     88.7     85.6     11.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      71       92       36       57       59      141      176                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,043
COMMITMENTS
  22,590    5,243      244    6,516   24,752   29,350   30,239    1,693      804

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,341)
   2,510    2,254     -249      220      505    2,481    2,510     -140     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.8     16.9      0.8     21.0     79.7     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      19        9        2        4        5       23       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,257
COMMITMENTS
  29,504   29,924      116   12,928   13,816   42,548   43,856    4,709    3,401

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -156)
      -9      258      -42      123       87       72      303     -228     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     63.3      0.2     27.4     29.2     90.0     92.8     10.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      42       20        5       10       14       54       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,606,358
COMMITMENTS
 596,664  2252713  2559934  7737698  5657435 10894296 10470082  712,062  1136276

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    156,223)
 -23,382   -6,891   50,032  118,373  122,266  145,023  165,407   11,200   -9,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     19.4     22.1     66.7     48.7     93.9     90.2      6.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      39       88      106      123      132      242      260                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      682,461
COMMITMENTS
 102,827  102,809   19,055  459,352  451,984  581,234  573,848  101,227  108,613

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     17,097)
  -4,880    7,759       29   24,239    4,285   19,388   12,073   -2,291    5,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     15.1      2.8     67.3     66.2     85.2     84.1     14.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     115      154       69      223      231      375      418                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       82,311
COMMITMENTS
   7,371    3,059       25   47,093   35,246   54,489   38,330   27,822   43,981

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      6,187)
  -2,210    1,528        0    9,285    1,807    7,075    3,335     -888    2,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      3.7      0.0     57.2     42.8     66.2     46.6     33.8     53.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13        7        1       28       18       41       26                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,000,750
COMMITMENTS
 499,073  520,543   73,357  2061295  2083690  2633725  2677590  367,025  323,160

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     54,551)
 -13,350   31,152      148   74,768   12,390   61,566   43,690   -7,015   10,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.3      2.4     68.7     69.4     87.8     89.2     12.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     114      150       64      217      225      363      408                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,010
COMMITMENTS
  21,499    2,242       95   50,120   78,344   71,714   80,681   12,296    3,329

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -318)
    -830     -703      -31      641      237     -220     -497      -98      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      2.7      0.1     59.7     93.3     85.4     96.0     14.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15        5        2       44       36       59       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,259
COMMITMENTS
  38,321    5,788      318   18,395   51,326   57,035   57,432    6,224    5,826

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,304)
   1,432      323       23      596    1,416    2,051    1,763      253      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6      9.2      0.5     29.1     81.1     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      86       45       15       62       70      153      125                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,293
COMMITMENTS
 191,604   28,942    1,592   91,977  256,628  285,173  287,162   31,120   29,131

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     11,519)
   7,159    1,617      116    2,979    7,080   10,254    8,813    1,265    2,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6      9.2      0.5     29.1     81.1     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      86       45       15       62       70      153      125                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,584
COMMITMENTS
  83,153   51,230    1,831   10,276   50,447   95,260  103,508   29,324   21,076

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,148)
   2,627      684       50     -590    1,966    2,087    2,700       61     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     41.1      1.5      8.2     40.5     76.5     83.1     23.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      43       25        9       15       21       63       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,701
COMMITMENTS
  11,445    3,363       60   14,325   26,263   25,830   29,686    8,871    5,015

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,585)
     285       28       52     -310    1,178       27    1,258    1,558      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      9.7      0.2     41.3     75.7     74.4     85.5     25.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        6        2       12       11       27       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,883
COMMITMENTS
  12,335    9,901    2,011   33,261   34,626   47,607   46,538    9,276   10,345

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      2,783)
    -992    3,227      242    3,269    4,874    2,519    8,343      264   -5,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     17.4      3.5     58.5     60.9     83.7     81.8     16.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      20       21        7       26       34       51       57                  



Updated October 28, 2016