BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,927
COMMITMENTS
   2,080    2,228      999    3,744    3,800    6,823    7,027    1,105      901

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        305)
      90       24       19      119      224      228      266       77       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     28.1     12.6     47.2     47.9     86.1     88.6     13.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        9        8       16       19       27       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       58,518
COMMITMENTS
  20,622    4,721   16,614   15,661   24,047   52,897   45,382    5,620   13,136

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,777)
   1,326      130      179      195    1,219    1,700    1,527       77      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      8.1     28.4     26.8     41.1     90.4     77.6      9.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      31       17       35       30       31       72       72                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,514
COMMITMENTS
     898      832    2,493    5,437    5,456    8,828    8,780      686      734

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      1,031)
       7     -187      499      536      759    1,042    1,071      -10      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      8.7     26.2     57.1     57.3     92.8     92.3      7.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11       11       21       22       36       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      279,164
COMMITMENTS
  79,874   16,404   83,192   89,420  138,785  252,486  238,381   26,678   40,783

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     10,639)
   2,995   -2,131    3,040    1,523   11,763    7,558   12,673    3,081   -2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      5.9     29.8     32.0     49.7     90.4     85.4      9.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     117       69      126       84       92      260      244                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      424,036
COMMITMENTS
 142,658   18,628  118,791  128,429  217,664  389,878  355,083   34,158   68,953

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        -33)
  -1,557     -560   -2,201    2,305    2,820   -1,453       59    1,420      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      4.4     28.0     30.3     51.3     91.9     83.7      8.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     166       66      154      146      170      378      345                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,148
COMMITMENTS
   1,225    1,154      382    1,391    1,543    2,998    3,079    1,150    1,070

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        -39)
      -7      -62      -47     -130      -83     -184     -192      144      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     27.8      9.2     33.5     37.2     72.3     74.2     27.7     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       10        8       17       16       36       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,466
COMMITMENTS
  22,608    8,099   14,254   13,172   14,829   50,034   37,182    8,432   21,284

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -5,193)
  -1,481      344   -3,254      422     -920   -4,313   -3,829     -880   -1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.7     13.9     24.4     22.5     25.4     85.6     63.6     14.4     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      61       46       66       51       71      153      156                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,837
COMMITMENTS
     237    4,560      174    4,092      672    4,503    5,406    1,333      430

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     78.1      3.0     70.1     11.5     77.2     92.6     22.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        5       11        5       17       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,829
COMMITMENTS
   1,618   17,185    5,984   24,363    8,368   31,965   31,537      865    1,292

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,484)
      64    1,337      680    1,738      485    2,482    2,502        3      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     52.3     18.2     74.2     25.5     97.4     96.1      2.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       13       10       27       22       43       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,480
COMMITMENTS
  19,617    2,382        0    8,922   27,197   28,539   29,579    1,941      901

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:         75)
    -127      103        0      100       37      -27      140      102      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.4      7.8      0.0     29.3     89.2     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        0        5        9       16       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      139,923
COMMITMENTS
  42,246   40,639   12,164   52,057   59,923  106,466  112,726   33,457   27,197

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     18,059)
   7,006    6,536    2,639    3,555    9,875   13,199   19,050    4,860     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     29.0      8.7     37.2     42.8     76.1     80.6     23.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       26       16       25       31       60       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,324
COMMITMENTS
   6,539   23,840    1,529   34,719   10,936   42,786   36,305    9,538   16,019

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      4,214)
     711    3,982      298      161    2,621    1,170    6,901    3,044   -2,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     45.6      2.9     66.4     20.9     81.8     69.4     18.2     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       17        9       12       10       26       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      187,806
COMMITMENTS
  27,860   90,730   10,748  142,898   79,375  181,506  180,852    6,300    6,954

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -6,161)
  -5,030   -6,626     -993     -101    2,007   -6,123   -5,612      -38     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     48.3      5.7     76.1     42.3     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      44       65       14       21       25       76       95                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      246,403
COMMITMENTS
  43,776  107,053   22,404  154,004   82,308  220,184  211,764   26,220   34,639

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -7,339)
  -9,194   -8,495    1,761     -132      883   -7,566   -5,851      227   -1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     43.4      9.1     62.5     33.4     89.4     85.9     10.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      28       53       28       28       43       74      106                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      268,999
COMMITMENTS
  27,365   89,470   31,748  190,434  103,961  249,547  225,179   19,452   43,820

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     12,003)
   5,475   -3,288    1,325    3,095   17,143    9,895   15,179    2,107   -3,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     33.3     11.8     70.8     38.6     92.8     83.7      7.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      27       53       22       33       39       72      102                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      485,900
COMMITMENTS
 126,958  166,238   46,743  253,930  205,122  427,632  418,103   58,268   67,797

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -1,486)
  -5,523  -12,461    4,135   -2,077    4,314   -3,464   -4,012    1,978    2,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     34.2      9.6     52.3     42.2     88.0     86.0     12.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      68       95       55       60       67      156      190                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,738
COMMITMENTS
  11,841    1,720      306    5,950   20,840   18,097   22,866    8,641    3,872

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      6.4      1.1     22.3     77.9     67.7     85.5     32.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        3        6        8       14       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       45,732
COMMITMENTS
  29,204    4,241        0   14,485   40,755   43,689   44,996    2,043      736

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      7,878)
     137      133     -562    7,972    8,147    7,547    7,718      331      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.9      9.3      0.0     31.7     89.1     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        9        0        3        7       14       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       51,587
COMMITMENTS
  32,712   33,734        7   13,518   14,149   46,237   47,890    5,350    3,697

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      6,647)
   6,861   -2,000      -31   -1,088    8,340    5,742    6,309      905      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.4     65.4      0.0     26.2     27.4     89.6     92.8     10.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      35       19        2       13       10       49       30                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,956
COMMITMENTS
   7,461    1,543    2,658    8,538   15,141   18,657   19,342    1,299      614

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      3,439)
   1,169   -1,964    1,000    1,159    4,308    3,328    3,344      111       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4      7.7     13.3     42.8     75.9     93.5     96.9      6.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        4        2        7        6       21       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,870,724
COMMITMENTS
 567,385  2481609 10044991 10625877  8043901 21238252 20570501  632,472  1300223

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    238,415)
  -7,536     -976   -8,480  115,724   94,186   99,708   84,730  138,707  153,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     11.3     45.9     48.6     36.8     97.1     94.1      2.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      33      123      128      121      138      255      302                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      853,274
COMMITMENTS
 103,103  103,538  129,791  529,680  527,930  762,574  761,259   90,700   92,014

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -16,994)
   1,133   -1,684  -11,566    3,429    2,008   -7,004  -11,242   -9,990   -5,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     12.1     15.2     62.1     61.9     89.4     89.2     10.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      665)
     173      160      172      244      246      499      496                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      170,285
COMMITMENTS
   8,991   25,225   40,482   85,949   80,670  135,422  146,376   34,863   23,909

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -13,549)
  -1,802   -4,426  -10,019      864    7,458  -10,958   -6,987   -2,591   -6,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     14.8     23.8     50.5     47.4     79.5     86.0     20.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       14       22       36       35       62       58                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,414,945
COMMITMENTS
 494,591  415,598  422,514  2218655  2236304  3135760  3074416  279,184  340,529

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -17,227)
  10,135    9,172   -3,197   12,827  -27,248   19,766  -21,274  -36,993    4,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     12.2     12.4     65.0     65.5     91.8     90.0      8.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     166      155      164      237      240      481      481                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,043
COMMITMENTS
  24,808    2,247    1,417   56,482   86,559   82,707   90,223   11,336    3,820

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -3,523)
  -4,047      359    1,306      -43   -4,922   -2,784   -3,257     -739     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4      2.4      1.5     60.1     92.0     87.9     95.9     12.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18        4        4       47       36       66       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,616
COMMITMENTS
  26,264    6,330    1,354   16,021   36,517   43,638   44,201    5,977    5,415

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      3,061)
   2,736      361     -187      425    3,696    2,975    3,871       86     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     12.8      2.7     32.3     73.6     88.0     89.1     12.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      76       56       27       71       75      160      145                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      248,078
COMMITMENTS
 131,319   31,652    6,768   80,106  182,583  218,192  221,003   29,886   27,075

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     15,304)
  13,680    1,807     -933    2,126   18,482   14,873   19,356      431   -4,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     12.8      2.7     32.3     73.6     88.0     89.1     12.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      76       56       27       71       75      160      145                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,691
COMMITMENTS
  56,988   45,118   14,776   26,757   41,312   98,521  101,206   27,170   24,485

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      8,933)
   3,627    2,663    2,029      670    6,344    6,326   11,036    2,607   -2,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     35.9     11.8     21.3     32.9     78.4     80.5     21.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       24       13       21       23       64       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,665
COMMITMENTS
   7,966    5,051      500   12,158   18,094   20,624   23,645    8,041    5,020

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        573)
     154       78      500      404      933    1,058    1,511     -485     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     17.6      1.7     42.4     63.1     71.9     82.5     28.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        8        1       14        8       28       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       63,203
COMMITMENTS
  14,551   17,955    1,673   37,772   20,592   53,996   40,220    9,207   22,983

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      3,819)
     758    3,037     -271    2,202      -30    2,689    2,736    1,130    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     28.4      2.6     59.8     32.6     85.4     63.6     14.6     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       15        4       38       26       62       43                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,158
COMMITMENTS
   8,597    5,942       59    5,873    8,892   14,529   14,893      629      265

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        -76)
     115     -111      -55     -130        0      -70     -166       -6       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.7     39.2      0.4     38.7     58.7     95.9     98.3      4.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        1        9        2       15        7                  



Updated February 3, 2017