BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,587
COMMITMENTS
     718    1,398      750    6,009    5,550    7,477    7,699    1,110      888

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        329)
       6      223       -2      177       29      181      250      149       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     16.3      8.7     70.0     64.6     87.1     89.7     12.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        8        7       19       20       28       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       57,962
COMMITMENTS
  17,952    2,371   17,759   17,516   23,582   53,227   43,711    4,735   14,251

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,460)
   1,905     -599    2,680      910    1,380    5,494    3,460      -35    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      4.1     30.6     30.2     40.7     91.8     75.4      8.2     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       22       32       34       31       75       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,702
COMMITMENTS
     289    1,277    1,484    4,095    3,108    5,868    5,869      834      833

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        250)
      25      100       56      170       98      251      254       -1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     19.1     22.1     61.1     46.4     87.6     87.6     12.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       13       13       23       20       37       36                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,406
COMMITMENTS
   1,096      404    1,792    2,954    2,641    5,842    4,837      564    1,569

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        272)
      62       19        8      196      240      266      267        6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      6.3     28.0     46.1     41.2     91.2     75.5      8.8     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        9        9        9       18       19                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      306,690
COMMITMENTS
  92,588   56,928  105,226   85,538  104,024  283,352  266,178   23,338   40,511

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     11,666)
   5,250    7,617    8,552   -1,603   -3,586   12,200   12,583     -533     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     18.6     34.3     27.9     33.9     92.4     86.8      7.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     110      108      124       85       91      263      263                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      352,640
COMMITMENTS
 104,574   68,478  105,189  110,625  130,252  320,389  303,919   32,251   48,720

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     12,664)
   2,048   -2,714    7,115    4,858    6,412   14,020   10,813   -1,356    1,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     19.4     29.8     31.4     36.9     90.9     86.2      9.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     124      108      135      134      137      325      323                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,961
COMMITMENTS
   1,883    1,044      408      602    1,494    2,893    2,946    1,068    1,015

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        150)
      80     -295      147     -143      272       84      124       66       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     26.4     10.3     15.2     37.7     73.0     74.4     27.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      24       11       11       16       18       46       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,191
COMMITMENTS
  17,616   15,211   18,579   12,675    9,392   48,870   43,182    9,321   15,009

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,332)
     238    1,471    1,100      398     -204    1,737    2,367      596      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     26.1     31.9     21.8     16.1     84.0     74.2     16.0     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      49       69       62       59       54      147      154                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,835
COMMITMENTS
   1,561   15,463    4,338   27,240   11,854   33,139   31,655      696    2,180

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,851)
     342    1,851      173    2,457      656    2,972    2,680     -121      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     45.7     12.8     80.5     35.0     97.9     93.6      2.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      10       24       20       29       27       53       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,928
COMMITMENTS
  24,138   12,109        0   11,776   24,246   35,914   36,355    1,014      573

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,837)
   1,588   -2,702        0      238    4,618    1,826    1,916       11      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.4     32.8      0.0     31.9     65.7     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        0        6        9       15       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,072
COMMITMENTS
  34,470   45,383    9,171   55,581   37,455   99,222   92,009   26,850   34,062

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -28,767)
 -22,759    4,865      975   -6,525  -39,124  -28,309  -33,284     -458    4,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     36.0      7.3     44.1     29.7     78.7     73.0     21.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       27       16       23       28       61       60                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,547
COMMITMENTS
  12,763   18,759      673   19,917    4,079   33,353   23,510    7,194   17,037

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -1,888)
 -14,497     -112      165   11,025     -132   -3,306      -78    1,418   -1,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     46.3      1.7     49.1     10.1     82.3     58.0     17.7     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       11        7        9        8       21       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      161,912
COMMITMENTS
  24,864  110,745    2,896  128,732   40,157  156,492  153,798    5,420    8,114

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      7,191)
   4,259      615    1,262      782    5,149    6,303    7,027      888      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     68.4      1.8     79.5     24.8     96.7     95.0      3.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      44       83       12       23       16       73      105                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      270,602
COMMITMENTS
  45,222  131,968   22,991  179,089   77,504  247,303  232,464   23,299   38,138

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,163)
 -21,081    8,201     -676   20,685   -3,751   -1,072    3,774    3,235   -1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     48.8      8.5     66.2     28.6     91.4     85.9      8.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      31       52       23       27       43       73      103                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      188,921
COMMITMENTS
  96,748   28,196   16,966   46,516  106,915  160,230  152,077   28,692   36,844

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     18,816)
  11,975    3,147    1,802    2,359    9,655   16,136   14,605    2,679    4,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2     14.9      9.0     24.6     56.6     84.8     80.5     15.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      36       38       24       29       40       75       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      382,409
COMMITMENTS
  95,205  177,726   32,586  206,874  112,233  334,665  322,545   47,744   59,864

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      6,883)
   5,955   -3,989    2,197   -1,659   11,693    6,493    9,901      390   -3,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     46.5      8.5     54.1     29.3     87.5     84.3     12.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      64       81       52       60       64      151      172                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,630
COMMITMENTS
  12,748    2,440      337    7,152   23,230   20,237   26,007    9,393    3,623

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        943)
   1,287   -3,289      115     -433    3,648      969      474      -26      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0      8.2      1.1     24.1     78.4     68.3     87.8     31.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        3        6        7       14       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,194
COMMITMENTS
  18,624    8,451      561    7,324   18,224   26,509   27,236    1,685      958

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,770)
   2,463    1,647      561     -204      535    2,820    2,743      -50       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.1     30.0      2.0     26.0     64.6     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       12        4        4        4       20       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       49,416
COMMITMENTS
  34,159   40,952       75    9,649    4,995   43,883   46,022    5,533    3,394

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -110)
    -619   -1,742        2      570    1,839      -47       99      -63     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.1     82.9      0.2     19.5     10.1     88.8     93.1     11.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      47       22        6        9       13       60       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,314,483
COMMITMENTS
 889,145  1899547  7578719  9074112  7664348 17541977 17142614  772,506  1171870

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     91,954)
 -23,812   27,422  -16,735  151,921   72,361  111,375   83,048  -19,421    8,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     10.4     41.4     49.5     41.8     95.8     93.6      4.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      51      106      132      132      141      274      296                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      821,074
COMMITMENTS
 113,066   90,065  129,874  482,392  498,745  725,331  718,683   95,743  102,391

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -2,605)
    -578    3,499   -5,128    3,197   -2,787   -2,509   -4,416      -96    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     11.0     15.8     58.8     60.7     88.3     87.5     11.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     152      174      171      248      254      494      505                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      118,040
COMMITMENTS
  10,178    3,663   28,845   45,835   54,925   84,857   87,432   33,183   30,608

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,011)
     760   -2,988      969    2,915    6,670    4,644    4,651      367      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      3.1     24.4     38.8     46.5     71.9     74.1     28.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       14       29       35       34       72       64                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,515,169
COMMITMENTS
 530,217  447,790  489,365  2182785  2219099  3202367  3156254  312,802  358,915

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -38,078)
 -13,178   25,947  -24,000    1,413  -47,283  -35,765  -45,335   -2,313    7,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     12.7     13.9     62.1     63.1     91.1     89.8      8.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     138      171      157      239      245      467      483                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,981
COMMITMENTS
  22,918    1,995      355   47,248   77,887   70,521   80,237   12,460    2,744

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,905)
   1,384     -422      150      270    1,989    1,804    1,717      101      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      2.4      0.4     56.9     93.9     85.0     96.7     15.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        4        3       46       34       62       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,821
COMMITMENTS
  33,505    5,769    2,124   19,985   48,347   55,614   56,240    6,207    5,580

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,608)
   3,607     -170      598      -89    3,961    4,116    4,389      493      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      9.3      3.4     32.3     78.2     90.0     91.0     10.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      85       56       21       66       72      162      139                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      309,103
COMMITMENTS
 167,527   28,847   10,618   99,925  241,737  278,070  281,202   31,033   27,901

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     23,041)
  18,036     -849    2,988     -446   19,805   20,579   21,944    2,463    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      9.3      3.4     32.3     78.2     90.0     91.0     10.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      85       56       21       66       72      162      139                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,854
COMMITMENTS
  64,096   48,012   13,717   15,283   34,050   93,096   95,780   25,758   23,074

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     12,422)
  16,203    6,553     -413   -5,281    4,776   10,509   10,917    1,912    1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     40.4     11.5     12.9     28.6     78.3     80.6     21.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       30       21       25       24       77       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,218
COMMITMENTS
  11,313    2,830        9   15,064   25,680   26,386   28,519    7,832    5,699

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        976)
     921     -467       -9   -1,106      689     -194      213    1,170      763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      8.3      0.0     44.0     75.0     77.1     83.3     22.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        3        2       13       11       25       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,862
COMMITMENTS
  11,106    9,036    1,217   30,609   23,298   42,932   33,551    8,930   18,311

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      6,808)
   4,291    3,236      522    1,902    4,988    6,715    8,746       93   -1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     17.4      2.3     59.0     44.9     82.8     64.7     17.2     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       16        5       28       22       44       40                  



Updated September 30, 2016