MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       20,592
COMMITMENTS
   3,520    3,780      320   16,512   16,252   20,352   20,352      240      240

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         60)
     120     -100      120     -180       40       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     18.4      1.6     80.2     78.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       12        3        8        8       14       22                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,543
COMMITMENTS
     431    1,359      250    3,891    3,096    4,572    4,705      971      838

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        412)
      78      210      -35      323      160      366      335       46       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     24.5      4.5     70.2     55.9     82.5     84.9     17.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       13        8       15       19       25       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,775
COMMITMENTS
  13,060    9,728      745   10,655   11,928   24,460   22,401    2,315    4,374

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         62)
    -543      439      122      786     -507      365       54     -303        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     36.3      2.8     39.8     44.5     91.4     83.7      8.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       25       15       21       24       51       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,557
COMMITMENTS
     912    1,852      542    5,357    4,544    6,811    6,938      746      619

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         64)
    -118       14      101       51     -117       34       -2       30       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     24.5      7.2     70.9     60.1     90.1     91.8      9.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8        9       20       17       32       28                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      231,633
COMMITMENTS
  86,530   41,506   32,263   96,866  119,264  215,659  193,033   15,974   38,600

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      4,607)
  -1,213   -1,948    1,820    2,222    3,817    2,829    3,689    1,778      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     17.9     13.9     41.8     51.5     93.1     83.3      6.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      82       82       96       55       87      198      223                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,898
COMMITMENTS
 125,209   30,474   41,632  139,636  215,549  306,477  287,655   25,421   44,243

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -2,759)
  -6,230    2,557    2,601    1,068   -7,095   -2,561   -1,937     -198     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      9.2     12.5     42.1     64.9     92.3     86.7      7.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     124       73      103       86      147      261      290                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,198
COMMITMENTS
   3,703    2,156      137      879    2,972    4,719    5,265    1,479      933

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        -24)
     135      150     -165      106      130       76      115     -100     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     34.8      2.2     14.2     48.0     76.1     84.9     23.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      34       15        8       13       22       53       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,650
COMMITMENTS
  21,986   13,511    9,557   12,510   13,010   44,053   36,078    8,597   16,572

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -1,507)
  -1,537      -78     -520      172     -925   -1,885   -1,523      378       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     25.7     18.2     23.8     24.7     83.7     68.5     16.3     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      50       62       64       51       65      152      161                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,023
COMMITMENTS
     214    2,998       42    2,607      673    2,863    3,713    1,160      310

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         83)
       0      132        4       75       34       79      170        4      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     74.5      1.0     64.8     16.7     71.2     92.3     28.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        2       11        5       15       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,423
COMMITMENTS
   1,529   14,657      723   25,568   11,627   27,820   27,007      603    1,416

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        576)
      69      243       36      483      272      588      551      -12       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     51.6      2.5     90.0     40.9     97.9     95.0      2.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11       19       11       19       22       38       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       57,016
COMMITMENTS
  29,367    5,841        0   25,863   50,127   55,230   55,968    1,786    1,048

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,776)
   2,449    1,149      -44      239    1,746    2,644    2,851      132      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     10.2      0.0     45.4     87.9     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      17        5        0        5        8       22       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      116,559
COMMITMENTS
  42,372   25,026    4,764   35,963   66,442   83,099   96,232   33,460   20,327

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:    -38,463)
 -26,079    2,476     -236  -13,369  -38,461  -39,684  -36,221    1,221   -2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     21.5      4.1     30.9     57.0     71.3     82.6     28.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      32       20       16       20       22       59       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       81,655
COMMITMENTS
  31,959   45,861      150   43,002   13,033   75,111   59,044    6,544   22,611

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,783)
   2,084   -1,409     -107      505    3,846    2,482    2,330      301      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     56.2      0.2     52.7     16.0     92.0     72.3      8.0     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       20        2       10       11       22       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      184,543
COMMITMENTS
  87,576   51,192    1,417   90,358  127,571  179,351  180,180    5,192    4,363

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,618)
 -14,697    2,813      708   16,309   -1,485    2,320    2,036      298      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     27.7      0.8     49.0     69.1     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      42       52        9       15       18       62       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,393
COMMITMENTS
  76,354   63,678    5,541   75,633   97,500  157,528  166,719   32,865   23,674

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,610)
    -755    6,957   -1,138    6,611    1,646    4,718    7,465    1,892     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     33.4      2.9     39.7     51.2     82.7     87.6     17.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      44       22       16       26       37       77       68                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      232,428
COMMITMENTS
  44,269  160,355    3,519  165,875   33,387  213,663  197,261   18,765   35,167

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      9,004)
   7,395    9,108      258     -853    3,262    6,800   12,628    2,204   -3,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     69.0      1.5     71.4     14.4     91.9     84.9      8.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      21       42       13       32       32       62       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      497,744
COMMITMENTS
 208,913  116,765   17,294  186,931  318,343  413,138  452,402   84,606   45,342

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     12,122)
  10,515    4,591     -575   -3,590    8,061    6,350   12,077    5,772       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     23.5      3.5     37.6     64.0     83.0     90.9     17.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     107       50       39       66       57      183      136                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       37,853
COMMITMENTS
  15,340    5,502      867    8,928   28,333   25,135   34,702   12,718    3,151

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         78)
     -57      241       12     -127       39     -172      292      250     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     14.5      2.3     23.6     74.9     66.4     91.7     33.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        7        6       10        9       25       18                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       21,306
COMMITMENTS
   6,089    8,644      304   12,724   10,966   19,117   19,914    2,189    1,392

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,164)
    -931   -1,328       34    1,441    1,925      544      631      620      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     40.6      1.4     59.7     51.5     89.7     93.5     10.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15       13        5        8        7       28       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,219
COMMITMENTS
  18,140   35,726      324   26,015    6,394   44,479   42,444    2,740    4,775

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -1,166)
  -1,316     -349     -131      101     -781   -1,346   -1,261      180       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     75.7      0.7     55.1     13.5     94.2     89.9      5.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      21       36        5       11        6       35       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,599
COMMITMENTS
  11,147    2,280      282        0    9,148   11,429   11,710    1,170      889

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -494)
    -632   -2,037        8      -20    1,431     -644     -598      150      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.5     18.1      2.2      0.0     72.6     90.7     92.9      9.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        5        1        0        7        9       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,604,380
COMMITMENTS
 953,334  3391889  2178084  8982950  5739618 12114368 11309591  490,012  1294789

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     10,920)
  -4,556   10,969  -57,186  104,589   52,426   42,847    6,209  -31,927    4,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     26.9     17.3     71.3     45.5     96.1     89.7      3.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      33      114      109      110      126      223      284                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      663,937
COMMITMENTS
 111,036   87,855   20,057  454,791  483,242  585,884  591,154   78,053   72,783

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     22,546)
   4,736     -282     -257   16,529   21,532   21,008   20,993    1,538    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.2      3.0     68.5     72.8     88.2     89.0     11.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     141      123       72      226      236      403      395                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       51,675
COMMITMENTS
   4,418    2,176        6   29,259   32,408   33,683   34,590   17,992   17,085

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      7,930)
   1,254      544        6    7,675    4,363    8,935    4,913   -1,005    3,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      4.2      0.0     56.6     62.7     65.2     66.9     34.8     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        3        1       16       16       29       19                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,061,310
COMMITMENTS
 540,420  435,723   92,927  2127658  2254168  2761005  2782818  300,305  278,492

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     73,078)
  20,789     -748   -4,694   44,269   85,843   60,364   80,401   12,714   -7,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     14.2      3.0     69.5     73.6     90.2     90.9      9.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     138      123       67      223      232      393      390                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       35,482
COMMITMENTS
  15,066        0        0   17,040   33,643   32,106   33,643    3,376    1,839

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,134)
      -6        0        0    1,260     -121    1,254     -121     -120    1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      0.0      0.0     48.0     94.8     90.5     94.8      9.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        0        0        9       10       19       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,693
COMMITMENTS
  25,371    3,312      431   52,549   85,095   78,351   88,838   13,342    2,855

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -972)
  -1,910      361       69      907   -1,004     -934     -574      -38     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      3.6      0.5     57.3     92.8     85.4     96.9     14.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18        5        6       43       37       61       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,539
COMMITMENTS
  18,126   17,551    1,544   30,434   32,376   50,104   51,471    7,435    6,068

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,362)
     452      686      264    1,067    1,522    1,783    2,471      579     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     30.5      2.7     52.9     56.3     87.1     89.5     12.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      75       77       20       66       79      148      169                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      287,695
COMMITMENTS
  90,628   87,757    7,719  152,171  161,880  250,518  257,356   37,177   30,339

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     11,812)
   2,258    3,428    1,320    5,337    7,608    8,915   12,356    2,897     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     30.5      2.7     52.9     56.3     87.1     89.5     12.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      75       77       20       66       79      148      169                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,525
COMMITMENTS
  38,210   51,849    2,823   46,400   31,394   87,433   86,066   23,092   24,459

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      5,255)
     198    1,177    1,485       57    5,368    1,740    8,030    3,515   -2,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     46.9      2.6     42.0     28.4     79.1     77.9     20.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       27       10       22       19       48       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      589,841
COMMITMENTS
 186,254  133,316    8,656  372,246  434,447  567,156  576,419   22,685   13,422

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,687)
     691      683      363    3,395    2,086    4,449    3,132     -762      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     22.6      1.5     63.1     73.7     96.2     97.7      3.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      83       39       26      120      101      212      157                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,115
COMMITMENTS
  12,190   10,682      268   18,869   24,438   31,327   35,388    7,788    3,727

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        447)
  -3,839      322      268    4,412     -314      841      276     -394      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     27.3      0.7     48.2     62.5     80.1     90.5     19.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        5        1       16       13       32       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,967
COMMITMENTS
  15,715    9,542      583   24,430   18,801   40,728   28,926   11,239   23,041

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -784)
    -663     -749        6   -1,152      274   -1,809     -469    1,025     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     18.4      1.1     47.0     36.2     78.4     55.7     21.6     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      20       11        3       22       23       44       35                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       95,928
COMMITMENTS
  10,750    2,010   27,101   58,033   66,817   95,884   95,928       44        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.1     28.3     60.5     69.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        1       14       17       20       19                  



Updated December 29, 2017