BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,055
COMMITMENTS
     831    1,810      229    3,190    2,318    4,250    4,357      805      698

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:         55)
      87      148      -50      -62      -97      -25        1       80       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     35.8      4.5     63.1     45.9     84.1     86.2     15.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       11        5       18       16       26       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,847
COMMITMENTS
  21,645    8,570      741    8,503   17,491   30,889   26,802    2,958    7,045

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,035)
   1,658       19       31      242    2,280    1,931    2,330      104     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.9     25.3      2.2     25.1     51.7     91.3     79.2      8.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      31       19       19       20       26       60       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,834
COMMITMENTS
     472      724    1,561    3,334    2,876    5,367    5,161      467      673

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        183)
      23      -27       15      184      176      222      164      -39       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     12.4     26.8     57.1     49.3     92.0     88.5      8.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        9       10       19       18       32       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      204,523
COMMITMENTS
  85,028   61,663   32,552   72,962   77,343  190,542  171,558   13,981   32,965

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -5,760)
   3,552   -9,094   -7,702      707    8,300   -3,443   -8,496   -2,317    2,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     30.1     15.9     35.7     37.8     93.2     83.9      6.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      94       92      100       55       80      203      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      288,630
COMMITMENTS
 118,748   46,426   38,075  104,155  155,987  260,978  240,488   27,652   48,142

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      4,890)
   4,726     -507   -1,163    2,433    6,307    5,996    4,637   -1,106      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     16.1     13.2     36.1     54.0     90.4     83.3      9.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     123       87      101      106      145      274      300                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,680
COMMITMENTS
   1,442    1,009      268      848    1,492    2,558    2,769    1,122      911

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -175)
    -120      148      -17        3     -261     -134     -130      -41      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     27.4      7.3     23.0     40.5     69.5     75.2     30.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       11        7       10       20       29       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,415
COMMITMENTS
  20,407   14,679    5,890   10,281    7,916   36,578   28,485    7,837   15,930

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -1,737)
   1,264     -565     -715   -2,820   -1,807   -2,271   -3,087      534    1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     33.0     13.3     23.1     17.8     82.4     64.1     17.6     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      45       51       48       36       59      112      140                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,844
COMMITMENTS
     450    3,972      146    3,299      440    3,895    4,558      949      286

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        119)
       1      138      -22      139        0      118      116        1        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     82.0      3.0     68.1      9.1     80.4     94.1     19.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        2       12        4       17       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,252
COMMITMENTS
   4,534   14,741      176   17,002    6,675   21,712   21,592      540      660

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        477)
     298      372       -3      109       65      404      434       73       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     66.2      0.8     76.4     30.0     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19        8        6       21       18       41       31                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       40,952
COMMITMENTS
  20,962      134    3,539   14,708   36,576   39,209   40,249    1,743      703

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      6,453)
    -451      134    1,718    4,681    4,569    5,948    6,421      505       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2      0.3      8.6     35.9     89.3     95.7     98.3      4.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        1        2       11       11       23       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,265
COMMITMENTS
  24,035   45,904    2,918   54,943   34,822   81,896   83,644   32,369   30,621

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      6,976)
   2,497    6,208      668   -1,127    1,645    2,038    8,521    4,938   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     40.2      2.6     48.1     30.5     71.7     73.2     28.3     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       25        9       19       29       46       57                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       64,633
COMMITMENTS
   5,600   30,888    5,397   47,486    4,306   58,483   40,591    6,150   24,042

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -822)
  -4,259   -4,368    4,740     -425      383       56      755     -878   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     47.8      8.4     73.5      6.7     90.5     62.8      9.5     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       22       10       13        8       26       35                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      155,718
COMMITMENTS
  19,001   76,660   11,258  119,211   60,776  149,470  148,694    6,248    7,024

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      4,078)
     382    3,975     -472    4,452      829    4,362    4,332     -284     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     49.2      7.2     76.6     39.0     96.0     95.5      4.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      35       54       13       23       22       68       82                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      237,797
COMMITMENTS
  40,515  112,858   14,537  160,244   76,404  215,296  203,799   22,501   33,998

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     -5,874)
  -2,654   -7,549    2,480   -5,535      264   -5,709   -4,805     -165   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     47.5      6.1     67.4     32.1     90.5     85.7      9.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      24       52       26       25       38       66      100                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      285,274
COMMITMENTS
  62,432  125,861    9,244  194,893  107,464  266,569  242,569   18,705   42,705

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     49,359)
 -11,935   17,557    6,936   54,536   24,200   49,537   48,693     -178      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     44.1      3.2     68.3     37.7     93.4     85.0      6.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      27       57       13       28       36       63       99                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      447,679
COMMITMENTS
 123,597  211,110   10,796  259,537  160,236  393,930  382,142   53,749   65,537

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     14,442)
     207  -26,836     -499   12,856   40,171   12,564   12,836    1,878    1,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     47.2      2.4     58.0     35.8     88.0     85.4     12.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      66       93       40       56       62      139      179                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,065
COMMITMENTS
  11,459    4,441      596    6,552   14,453   18,607   19,490    1,458      575

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        140)
      -1      233       -3       24       13       20      243      120     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     22.1      3.0     32.7     72.0     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11       13        1        3        5       15       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       54,226
COMMITMENTS
  29,402   33,104    2,034   18,064   15,942   49,500   51,080    4,726    3,146

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      5,486)
   1,761    1,511    1,759    1,479    1,675    4,999    4,945      487      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     61.0      3.8     33.3     29.4     91.3     94.2      8.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35       24       10       13       12       55       41                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        8,270
COMMITMENTS
   1,724    3,269    2,637    2,994    1,589    7,355    7,495      915      775

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,531)
     168      115    1,552      613      703    2,333    2,370      198      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     39.5     31.9     36.2     19.2     88.9     90.6     11.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        5        8        6       18       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,914,111
COMMITMENTS
 453,392  2811876  2701964  9220835  6240056 12376191 11753896  537,920  1160215

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    165,556)
-106,151   13,450  130,061  125,761  -27,622  149,671  115,889   15,885   49,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     21.8     20.9     71.4     48.3     95.8     91.0      4.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      30      102      106      117      131      231      264                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      779,925
COMMITMENTS
  96,682  105,393   32,580  529,323  518,506  658,584  656,479  121,341  123,446

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     77,402)
   5,607   -4,927   12,537   44,793   52,904   62,937   60,514   14,464   16,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     13.5      4.2     67.9     66.5     84.4     84.2     15.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     129      132       97      242      248      420      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      102,029
COMMITMENTS
  16,510    1,479      849   49,941   54,505   67,300   56,833   34,729   45,196

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      9,891)
   6,912     -706      796   -1,156    7,664    6,552    7,754    3,339    2,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      1.4      0.8     48.9     53.4     66.0     55.7     34.0     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16        4       10       28       30       46       43                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,389,480
COMMITMENTS
 452,172  570,881  107,342  2396908  2320006  2956422  2998229  433,058  391,251

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    337,554)
  29,997   15,414   22,184  229,746  226,202  281,927  263,800   55,627   73,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     16.8      3.2     70.7     68.4     87.2     88.5     12.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     125      133       91      235      238      406      417                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,843
COMMITMENTS
  26,186    4,238      144   68,025  100,361   94,355  104,743   14,488    4,100

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     20,741)
    -944      490       30   19,473   20,124   18,559   20,644    2,182       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      3.9      0.1     62.5     92.2     86.7     96.2     13.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17        7        3       50       39       69       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,800
COMMITMENTS
  22,787    7,363    1,064   29,359   47,228   53,210   55,655    6,590    4,145

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      8,963)
   2,618   -2,260     -254    6,273   13,862    8,637   11,348      326   -2,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     12.3      1.8     49.1     79.0     89.0     93.1     11.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      70       52       18       70       76      149      137                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      299,000
COMMITMENTS
 113,933   36,813    5,320  146,796  236,140  266,049  278,273   32,951   20,727

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     44,815)
  13,091  -11,301   -1,270   31,366   69,310   43,187   56,739    1,628  -11,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     12.3      1.8     49.1     79.0     89.0     93.1     11.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      70       52       18       70       76      149      137                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       87,770
COMMITMENTS
  40,290   26,817    3,844   19,670   35,495   63,804   66,156   23,966   21,614

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      2,870)
  -7,984     -586    1,907    7,379    3,401    1,302    4,722    1,568   -1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     30.6      4.4     22.4     40.4     72.7     75.4     27.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      31       22       10       15       16       52       43                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,333
COMMITMENTS
   7,583    6,368        0   15,359   17,594   22,942   23,962    7,391    6,371

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -20,123)
  -3,771    3,445   -1,465   -9,872  -21,269  -15,108  -19,289   -5,015     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     21.0      0.0     50.6     58.0     75.6     79.0     24.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        7        0       14        6       28       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,493
COMMITMENTS
   9,675   18,657    1,486   34,457   14,369   45,618   34,512    7,875   18,981

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:    -34,868)
  -1,049   -3,638   -4,603  -14,037  -24,653  -19,689  -32,894  -15,179   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     34.9      2.8     64.4     26.9     85.3     64.5     14.7     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       17        5       36       25       62       44                  



Updated December 16, 2016