WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      563,521
COMMITMENTS
 139,134  219,709  164,454  203,803  135,521  507,390  519,684   56,130   43,836

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     14,261)
   5,287   -3,535    7,270   -1,474    9,458   11,083   13,194    3,178    1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     39.0     29.2     36.2     24.0     90.0     92.2     10.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     155      165      152      118      102      364      338                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      250,139
COMMITMENTS
  87,529   79,754   44,881   94,019  103,616  226,429  228,251   23,710   21,889

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -1,843)
  -1,467   -5,067    1,233   -2,566    1,617   -2,800   -2,217      957      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     31.9     17.9     37.6     41.4     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      74       65       63       86       81      190      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,525,508
COMMITMENTS
 342,784  320,023  342,819  651,259  652,820  1336861  1315663  188,646  209,845

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     28,116)
  11,111   -6,339   20,154   -6,626   17,904   24,640   31,720    3,476   -3,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     21.0     22.5     42.7     42.8     87.6     86.2     12.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     169      156      201      307      331      583      598                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,180
COMMITMENTS
   1,535    1,832      964    3,436    4,274    5,936    7,070    2,245    1,110

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        106)
     106      -21      -15      -76       74       15       38       91       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     22.4     11.8     42.0     52.2     72.6     86.4     27.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        7        9       15       10       32       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      753,646
COMMITMENTS
 198,811   66,155  160,402  344,106  409,063  703,318  635,619   50,328  118,027

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -30,217)
  -5,418    7,495     -578  -16,089  -26,793  -22,085  -19,876   -8,132  -10,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4      8.8     21.3     45.7     54.3     93.3     84.3      6.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     201      119      198      180      235      471      484                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,483
COMMITMENTS
 129,487   35,126   87,732  148,636  253,003  365,856  375,860   34,627   24,622

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -6,162)
 -11,706    1,919    6,390    4,300  -14,622   -1,016   -6,313   -5,146      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      8.8     21.9     37.1     63.2     91.4     93.9      8.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     103       69      102       85       83      249      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      702,119
COMMITMENTS
  79,291  108,156   60,089  427,805  359,310  567,185  527,555  134,934  174,564

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     19,913)
  -4,955    8,778    2,711   24,170    9,292   21,926   20,782   -2,013     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     15.4      8.6     60.9     51.2     80.8     75.1     19.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      28       37       38       69       74      118      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      688,099
COMMITMENTS
  65,426  142,453    1,204  510,166  439,585  576,796  583,242  111,303  104,857

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        482)
  -7,253    4,477       16    2,260   -6,553   -4,977   -2,060    5,459    2,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     20.7      0.2     74.1     63.9     83.8     84.8     16.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      14       15        6       53       56       69       75                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,409
COMMITMENTS
   2,568      555    1,287    1,038    3,374    4,893    5,216      516      193

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        248)
      12      -82       10      119      277      141      205      107       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     10.3     23.8     19.2     62.4     90.5     96.4      9.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        3        5        6       15       22       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      358,540
COMMITMENTS
  85,240   53,856   61,042  169,081  215,086  315,363  329,984   43,177   28,556

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -11,054)
     400    2,460     -874   -9,192  -12,466   -9,666  -10,880   -1,388     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     15.0     17.0     47.2     60.0     88.0     92.0     12.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      78       58       85       94       89      219      196                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,968
COMMITMENTS
   2,133    6,368      330    7,091    3,543    9,555   10,242    2,414    1,726

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -81)
     303      255       61      -52       38      311      354     -392     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     53.2      2.8     59.2     29.6     79.8     85.6     20.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       28        7       23       10       44       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,147,407
COMMITMENTS
 192,058  241,841   76,592  769,097  675,682  1037746  994,114  109,660  153,293

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      5,244)
  -5,816   11,039    4,607   -4,838   -4,129   -6,047   11,517   11,291   -6,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     21.1      6.7     67.0     58.9     90.4     86.6      9.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      54       48       35       96       99      166      166                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,609,396
COMMITMENTS
 462,666  816,235  348,636  2468135  1908239  3279438  3073110  329,958  536,286

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     47,376)
  23,959   16,010      760   26,267   37,536   50,985   54,306   -3,609   -6,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     22.6      9.7     68.4     52.9     90.9     85.1      9.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      65      102       97      162      176      283      319                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      292,745
COMMITMENTS
  46,357   27,551    4,509  175,008  160,270  225,874  192,330   66,871  100,415

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      3,505)
  -4,881     -542     -116   12,165    5,501    7,168    4,843   -3,663   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      9.4      1.5     59.8     54.7     77.2     65.7     22.8     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        2       31       32       38       38                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,136,047
COMMITMENTS
 245,088  633,744  171,277  2487612  1943702  2903977  2748723  232,070  387,324

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      6,196)
 -80,128  -14,344    7,222   77,909    2,212    5,003   -4,910    1,192   11,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     20.2      5.5     79.3     62.0     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      40       74       56      119      160      193      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      882,460
COMMITMENTS
  63,833  173,314   96,062  696,438  566,118  856,333  835,494   26,127   46,966

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -98,153)
 -13,731   18,258  -15,383  -71,655  -96,997 -100,770  -94,122    2,616   -4,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     19.6     10.9     78.9     64.2     97.0     94.7      3.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      15       36       30       49       57       85      103                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,830
COMMITMENTS
  41,830    6,209    1,335   17,642   54,255   60,807   61,799   10,023    9,031

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,846)
   4,675     -461     -317      537    6,124    4,896    5,346      -49     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.1      8.8      1.9     24.9     76.6     85.8     87.2     14.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      51       15        9       33       36       88       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      141,659
COMMITMENTS
  83,660   12,417    2,670   35,284  108,510  121,614  123,597   20,045   18,062

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      9,693)
   9,351     -923     -634    1,075   12,249    9,791   10,692      -99     -999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.1      8.8      1.9     24.9     76.6     85.8     87.2     14.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      51       15        9       33       36       88       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,656
COMMITMENTS
  15,089   23,283      369    8,106        0   23,564   23,652       92        4

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        500)
     731      509        0     -239        0      492      509        8       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.8     98.4      1.6     34.3      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      21       11        1        3        0       25       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,103
COMMITMENTS
  21,324    6,633      289    9,480   23,936   31,093   30,858       10      245

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -311)
     703      -61     -144     -870     -123     -311     -328        0       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.6     21.3      0.9     30.5     77.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       15        1        5       21       11       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,570
COMMITMENTS
  27,744    2,877      175    6,644   31,388   34,563   34,440        7      130

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      6,131)
   6,157     -103        0        0    6,212    6,157    6,109      -26       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.3      8.3      0.5     19.2     90.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        8        1        3       15       12       24                  



Updated January 6, 2017