BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,942
COMMITMENTS
     655    1,600      850    5,515    4,718    7,021    7,169      921      773

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,045)
    -101      199      -44     -761   -1,113     -906     -958     -139      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     20.1     10.7     69.4     59.4     88.4     90.3     11.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       10        8       19       20       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,949
COMMITMENTS
  17,807    2,863   16,478   16,860   21,953   51,145   41,294    3,804   13,655

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -4,954)
  -1,427     -391   -1,759     -908   -2,364   -4,094   -4,514     -861     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4      5.2     30.0     30.7     40.0     93.1     75.1      6.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       24       28       35       33       74       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,790
COMMITMENTS
     305      578    1,695    4,086    3,805    6,085    6,078      706      713

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -181)
     -15     -636      172     -148      458       10       -5     -191     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      8.5     25.0     60.2     56.0     89.6     89.5     10.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4       10       11       24       20       36       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,656
COMMITMENTS
     254      417    2,349    3,424    2,275    6,027    5,041      629    1,615

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -106)
    -645       13      339      207     -460      -99     -108       -7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      6.3     35.3     51.4     34.2     90.6     75.7      9.4     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        3        9        9        8       18       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,345
COMMITMENTS
  99,607   66,748  119,912   81,500   97,424  301,019  284,085   22,326   39,260

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     10,812)
   1,753    5,626    8,309      975   -4,265   11,038    9,670     -226    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     20.6     37.1     25.2     30.1     93.1     87.9      6.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     112      114      122       84       91      255      274                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      330,057
COMMITMENTS
 102,494   68,570   85,483  107,972  128,973  295,949  283,026   34,108   47,031

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -27,646)
     962    2,293  -26,204   -3,218   -4,267  -28,459  -28,177      813      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     20.8     25.9     32.7     39.1     89.7     85.8     10.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     121      104      132      137      128      325      309                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,125
COMMITMENTS
   2,705      934      541      553    2,415    3,799    3,889    1,327    1,236

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        802)
     584       20       89       33      601      706      711       96       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     18.2     10.5     10.8     47.1     74.1     75.9     25.9     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       10       12       17       24       53       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,775
COMMITMENTS
  18,138   15,560   16,833   11,811    8,619   46,782   41,013    8,992   14,762

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,165)
      56      219    1,116     -826     -841      346      494      818      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     27.9     30.2     21.2     15.5     83.9     73.5     16.1     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      49       75       62       55       55      146      158                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,770
COMMITMENTS
     208    3,652      195    3,134      584    3,536    4,431    1,234      339

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -336)
       2     -330      -48     -359        4     -405     -373       69       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     76.6      4.1     65.7     12.3     74.1     92.9     25.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        5       10        4       16       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,762
COMMITMENTS
   1,645   15,516    3,767   25,658   10,393   31,070   29,676      692    2,086

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -3,778)
     -89   -1,041     -853   -2,802   -1,785   -3,743   -3,678      -35     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     48.8     11.9     80.8     32.7     97.8     93.4      2.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       23       17       28       26       49       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       45,018
COMMITMENTS
  31,537   13,867        0   12,285   30,468   43,822   44,335    1,196      683

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        569)
     421      157        0        0      337      421      494      148       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.1     30.8      0.0     27.3     67.7     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        4        0        6        9       18       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,807
COMMITMENTS
  31,210   41,870    6,279   55,287   36,959   92,777   85,109   28,030   35,698

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -5,084)
  -1,036   -4,262   -2,950   -2,656     -938   -6,642   -8,150    1,558    3,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     34.7      5.2     45.8     30.6     76.8     70.5     23.2     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       26       10       23       27       50       59                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,412
COMMITMENTS
  20,128   29,672      521   30,204    3,800   50,852   33,992    6,560   23,419

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      9,270)
     901    7,443      136    8,373      654    9,410    8,233     -140    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     51.7      0.9     52.6      6.6     88.6     59.2     11.4     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       19        6       10        8       23       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,952
COMMITMENTS
  37,734   89,852    3,299   92,136   38,368  133,170  131,519    4,782    6,433

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -21,795)
  15,552  -18,402      323  -37,448   -2,209  -21,573  -20,288     -222   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     65.1      2.4     66.8     27.8     96.5     95.3      3.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      48       70       13       21       15       76       91                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      306,380
COMMITMENTS
  51,381  140,756   34,866  186,400   89,639  272,647  265,262   33,734   41,119

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,006)
  -1,383   -6,290    3,606   -4,950    3,963   -2,727    1,278    3,734     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     45.9     11.4     60.8     29.3     89.0     86.6     11.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      36       59       31       29       43       84      114                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      187,116
COMMITMENTS
  78,137   33,044   18,285   63,423   99,802  159,845  151,131   27,271   35,985

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -9,970)
 -22,243    1,875   -3,069   12,607   -7,649  -12,705   -8,842    2,735   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     17.7      9.8     33.9     53.3     85.4     80.8     14.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      35       39       20       33       40       80       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      438,754
COMMITMENTS
 109,916  206,959   37,366  241,757  127,877  389,039  372,201   49,715   66,553

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     30,156)
  11,215   19,378      293   18,610    9,267   30,118   28,938       38    1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     47.2      8.5     55.1     29.1     88.7     84.8     11.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      67       86       57       59       64      152      184                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       30,187
COMMITMENTS
  13,347    1,164      364    7,151   24,960   20,862   26,488    9,325    3,699

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,161)
    -129     -893      -58     -632      -31     -819     -982     -342     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      3.9      1.2     23.7     82.7     69.1     87.7     30.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        3        5        7       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,829
COMMITMENTS
  20,140    5,298      533    6,429   22,075   27,102   27,906    1,727      923

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -65)
    -583     -657      158      165      330     -260     -169      195      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.9     18.4      1.8     22.3     76.6     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        9        3        3        4       19       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,124
COMMITMENTS
  30,962   38,698      199   10,585    4,586   41,746   43,483    5,378    3,641

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -2,118)
  -1,262   -1,356      121     -274   -1,126   -1,415   -2,361     -703      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.7     82.1      0.4     22.5      9.7     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      42       21        6       12       11       56       36                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,286,640
COMMITMENTS
 753,763  2244584  8192254  9638771  7657757 18584788 18094596  701,852  1192044

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    340,936)
-197,651  188,813  296,516  282,815 -142,390  381,680  342,938  -40,744   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     11.6     42.5     50.0     39.7     96.4     93.8      3.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      50      113      129      133      141      275      297                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      854,487
COMMITMENTS
 104,847  101,823  133,178  496,991  500,683  735,016  735,684  119,471  118,803

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     14,742)
  -4,517    7,847    2,272    1,800     -308     -445    9,811   15,187    4,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     11.9     15.6     58.2     58.6     86.0     86.1     14.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      665)
     167      169      177      244      252      494      515                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      130,286
COMMITMENTS
   8,476    3,754   28,246   57,098   51,833   93,820   83,833   36,466   46,453

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      3,762)
  -1,445   -3,893      301    1,514      639      370   -2,953    3,392    6,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      2.9     21.7     43.8     39.8     72.0     64.3     28.0     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       13       26       33       31       67       59                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,621,004
COMMITMENTS
 502,366  510,855  504,148  2199465  2244248  3205979  3259251  415,025  361,753

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     54,900)
 -28,682   45,381   23,175    1,432   -4,736   -4,075   63,820   58,975   -8,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     14.1     13.9     60.7     62.0     88.5     90.0     11.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      643)
     153      167      163      238      244      471      494                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,858
COMMITMENTS
  22,550    2,486      605   49,046   76,097   72,201   79,188   10,657    3,670

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -214)
      69      497      485      -72   -1,766      482     -784     -696      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      3.0      0.7     59.2     91.8     87.1     95.6     12.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17        6        5       47       33       65       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,681
COMMITMENTS
  31,995    5,808    2,050   19,183   47,920   53,228   55,777    8,453    5,904

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        166)
  -1,449      183      141     -961     -415   -2,269      -91    2,435      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      9.4      3.3     31.1     77.7     86.3     90.4     13.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      83       58       28       62       69      157      143                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      308,405
COMMITMENTS
 159,976   29,038   10,248   95,917  239,599  266,141  278,885   42,264   29,520

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        831)
  -7,244      914      703   -4,804   -2,073  -11,346     -456   12,177    1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      9.4      3.3     31.1     77.7     86.3     90.4     13.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      83       58       28       62       69      157      143                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,061
COMMITMENTS
  72,050   47,924   12,638   18,201   48,598  102,889  109,160   28,172   21,901

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,533)
  -1,201     -959   -2,535    1,348    3,480   -2,388      -15      855   -1,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.0     36.6      9.6     13.9     37.1     78.5     83.3     21.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      38       28       21       20       23       71       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,862
COMMITMENTS
   9,627    2,559        8   14,489   25,580   24,124   28,147    8,738    4,715

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        218)
  -2,230      -30       -7      153      124   -2,084       87    2,302      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3      7.8      0.0     44.1     77.8     73.4     85.7     26.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        3        1       13       12       26       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,716
COMMITMENTS
  10,947    6,043    2,016   29,909   28,846   42,872   36,905    7,844   13,811

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,004)
   1,300     -275      497      702     -169    2,499       53   -1,495      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     11.9      4.0     59.0     56.9     84.5     72.8     15.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       16        5       24       25       45       42                  



Updated October 14, 2016