BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,370
COMMITMENTS
     670    1,885      329    4,600    3,561    5,599    5,775      771      595

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        107)
      66      122      -16       25        2       75      108       32       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     29.6      5.2     72.2     55.9     87.9     90.7     12.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       11        6       21       20       30       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,322
COMMITMENTS
  19,095    9,602    1,132   10,434   15,243   30,661   25,977    2,661    7,345

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,444)
   1,399      319       75     -528      812      946    1,206      498      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3     28.8      3.4     31.3     45.7     92.0     78.0      8.0     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       25       22       21       23       57       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,323
COMMITMENTS
     481      717    1,686    3,621    3,141    5,788    5,544      535      779

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        149)
     -43       77       85       92      -17      134      145       15        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     11.3     26.7     57.3     49.7     91.5     87.7      8.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       10       10       17       17       29       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,845
COMMITMENTS
  82,112   72,213   47,628   78,790   73,117  208,530  192,958   17,315   32,887

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -4,524)
  -1,970   -3,567   -2,817      155    2,272   -4,632   -4,112      108     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     32.0     21.1     34.9     32.4     92.3     85.4      7.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      91       92      105       53       88      202      249                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      282,892
COMMITMENTS
 106,898   60,406   44,127  106,914  135,303  257,939  239,836   24,953   43,056

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      9,193)
   7,596  -10,314   -1,229    1,901   15,709    8,268    4,166      925    5,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     21.4     15.6     37.8     47.8     91.2     84.8      8.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     113       97      104      102      136      267      297                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,772
COMMITMENTS
   1,558    1,363      135      960    1,445    2,653    2,943    1,119      829

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -101)
     -25     -211       70     -167      -44     -122     -185       21       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     36.1      3.6     25.5     38.3     70.3     78.0     29.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17       10        6       10       15       32       28                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,410
COMMITMENTS
  18,749   15,505    6,237   11,706    8,967   36,692   30,709    6,718   12,701

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         73)
     173   -1,383      145      250      514      568     -724     -495      797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     35.7     14.4     27.0     20.7     84.5     70.7     15.5     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      42       57       49       38       50      115      135                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,971
COMMITMENTS
     413    3,995      179    3,386      576    3,978    4,750      993      221

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        128)
      -4      120       -5      -16      -37      -25       78      153       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     80.4      3.6     68.1     11.6     80.0     95.6     20.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        3       12        4       17       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,880
COMMITMENTS
   3,643   15,399      358   19,184    7,267   23,185   23,024      695      856

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        766)
     117      452       20      480      301      617      773      149       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     64.5      1.5     80.3     30.4     97.1     96.4      2.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        9        9       22       17       42       34                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,154
COMMITMENTS
  21,926        0        2    9,888   32,359   31,816   32,361    1,338      793

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -7,055)
  -4,777     -140        2   -2,694   -7,078   -7,469   -7,216      414      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.1      0.0      0.0     29.8     97.6     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        0        1        9        7       19        8                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,667
COMMITMENTS
  28,260   45,722    1,668   64,108   34,537   94,036   81,927   24,631   36,740

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -6,865)
  -6,033   -7,170     -234     -605    2,358   -6,872   -5,046        7   -1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     38.5      1.4     54.0     29.1     79.2     69.0     20.8     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       34       12       20       28       47       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,191
COMMITMENTS
   9,515   32,415      361   45,018    3,111   54,894   35,887    5,297   24,304

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      5,658)
   2,510    3,216     -103    5,450       64    7,857    3,177   -2,199    2,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     53.9      0.6     74.8      5.2     91.2     59.6      8.8     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       16        5       14        7       26       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      154,976
COMMITMENTS
  19,884   68,198   12,520  116,348   67,460  148,752  148,178    6,224    6,798

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,205)
  -2,240      921     -456    4,408      409    1,712      874     -507      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     44.0      8.1     75.1     43.5     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      31       67       11       20       21       60       93                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      242,916
COMMITMENTS
  54,209  128,527    6,428  159,627   70,784  220,264  205,739   22,652   37,177

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -5,187)
     -32   -6,027     -262   -5,018      466   -5,312   -5,823      125      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     52.9      2.6     65.7     29.1     90.7     84.7      9.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      36       55       18       24       39       67      105                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      187,684
COMMITMENTS
  71,183   60,283    2,345   95,166   86,202  168,694  148,830   18,990   38,854

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     16,717)
   4,098   13,874      428   13,663   -2,206   18,189   12,096   -1,472    4,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     32.1      1.2     50.7     45.9     89.9     79.3     10.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      28       46       11       31       34       66       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      434,768
COMMITMENTS
 127,122  246,470   10,142  243,796  111,726  381,060  368,338   53,708   66,430

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     19,016)
   5,547    5,713    2,014    8,200    7,102   15,761   14,829    3,255    4,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     56.7      2.3     56.1     25.7     87.6     84.7     12.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      69       97       40       60       59      143      183                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,699
COMMITMENTS
  17,653    3,956        2    6,398   21,007   24,053   24,965    1,646      734

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,170)
  -1,710      135     -259      802   -1,008   -1,167   -1,132       -3      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     15.4      0.0     24.9     81.7     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        9        2        4        6       19       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       50,007
COMMITMENTS
  31,779   32,312      543   13,359   13,882   45,681   46,737    4,326    3,270

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,444)
  -1,768      808       49    3,514      300    1,795    1,157     -351      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     64.6      1.1     26.7     27.8     91.3     93.5      8.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      29       22        7       12       12       43       39                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,477,248
COMMITMENTS
 580,648  2683785  2980773  8323785  5602744 11885206 11267302  592,042  1209946

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    372,029)
 179,649  178,484  122,163  128,122   -3,278  429,934  297,369  -57,905   74,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     21.5     23.9     66.7     44.9     95.3     90.3      4.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      25      101       93      111      130      216      250                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      697,761
COMMITMENTS
  97,136  105,689   22,793  473,416  457,630  593,345  586,112  104,416  111,649

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     30,717)
    -408   12,063    1,538   26,302   11,628   27,433   25,229    3,285    5,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.1      3.3     67.8     65.6     85.0     84.0     15.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     123      155       79      235      235      405      423                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       90,433
COMMITMENTS
   9,165    3,628       75   50,940   39,197   60,180   42,900   30,253   47,533

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      6,143)
     -80    1,086       50    4,794     -581    4,764      555    1,379    5,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      4.0      0.1     56.3     43.3     66.5     47.4     33.5     52.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11        7        1       28       20       40       27                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,036,641
COMMITMENTS
 463,719  534,167   89,729  2112378  2092163  2665826  2716059  370,815  320,582

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    122,872)
   2,586   59,110    3,216  107,542   61,045  113,344  123,371    9,528     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     17.6      3.0     69.6     68.9     87.8     89.4     12.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     124      152       74      226      226      391      412                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,102
COMMITMENTS
  25,413    5,101      126   46,535   74,136   72,074   79,363   11,028    3,739

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      7,954)
   4,355    2,215        1    3,862    5,764    8,218    7,980     -264      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      6.1      0.2     56.0     89.2     86.7     95.5     13.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19        9        3       41       36       61       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,117
COMMITMENTS
  23,690    6,837      448   20,220   37,743   44,357   45,028    5,760    5,089

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -984)
   1,839     -732     -527   -2,674     -138   -1,362   -1,397      379      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     13.6      0.9     40.3     75.3     88.5     89.8     11.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      70       52       14       70       74      145      135                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      250,586
COMMITMENTS
 118,448   34,185    2,239  101,100  188,715  221,787  225,139   28,799   25,447

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -4,918)
   9,193   -3,658   -2,637  -13,368     -692   -6,812   -6,987    1,894    2,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     13.6      0.9     40.3     75.3     88.5     89.8     11.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      70       52       14       70       74      145      135                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,989
COMMITMENTS
  63,488   32,783    1,946   12,131   39,400   77,565   74,129   23,424   26,860

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -12,135)
 -14,326   -3,513     -910    3,317  -14,977  -11,919  -19,400     -216    7,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.9     32.5      1.9     12.0     39.0     76.8     73.4     23.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      35       26        7       17       20       56       49                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,836
COMMITMENTS
  12,178    2,752        3   15,056   28,702   27,237   31,457    8,599    4,379

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        347)
   1,228     -199       -2     -803      241      423       40      -76      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      7.7      0.0     42.0     80.1     76.0     87.8     24.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        5        1       15       14       34       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       69,201
COMMITMENTS
   9,738   16,494    2,606   45,369   43,478   57,713   62,578   11,488    6,623

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,663)
  -3,157    6,371      441    3,331      638      615    7,450    2,048   -4,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     23.8      3.8     65.6     62.8     83.4     90.4     16.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       16        8       30       36       57       57                  



Updated November 25, 2016