MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       19,624
COMMITMENTS
   2,560    3,860      760   16,024   14,724   19,344   19,344      280      280

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          0)
       0     -120      120     -120      -40        0      -40        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     19.7      3.9     81.7     75.0     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2       10        4        6        8       12       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,208
COMMITMENTS
     553    1,938      162    5,466    4,142    6,181    6,242    1,027      966

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        350)
     -32      115        7      407      270      382      392      -32      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     26.9      2.2     75.8     57.5     85.8     86.6     14.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       14        5       15       18       22       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,375
COMMITMENTS
  12,882   10,446      670   10,630    9,883   24,182   20,999    2,193    5,376

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        511)
     309      311      -38      282       47      553      320      -42      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     39.6      2.5     40.3     37.5     91.7     79.6      8.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       23       18       22       20       50       52                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,947
COMMITMENTS
     921    2,308      233    6,123    4,650    7,277    7,191      670      756

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        329)
      11      187      -35      323      189      299      341       30      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     29.0      2.9     77.0     58.5     91.6     90.5      8.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       12        6       22       17       31       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,241
COMMITMENTS
  87,217   37,805   39,898   92,227  122,671  219,342  200,374   22,899   41,867

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -5,072)
  -6,937   -2,792    2,855   -1,485   -4,049   -5,567   -3,986      495   -1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     15.6     16.5     38.1     50.6     90.5     82.7      9.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     111       69      102       56       93      222      227                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,909
COMMITMENTS
 138,020   43,977   53,844  146,851  219,380  338,715  317,201   26,194   47,708

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      8,148)
   5,647    3,064   -1,441    3,099    5,867    7,305    7,490      843      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     12.1     14.8     40.2     60.1     92.8     86.9      7.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     137       88      123      102      156      305      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,184
COMMITMENTS
   4,203    1,912      469      893    3,821    5,565    6,202    1,619      982

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          1)
    -245      -95       96      -17      -15     -166      -14      167       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     26.6      6.5     12.4     53.2     77.5     86.3     22.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      35       13        8       14       24       55       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,301
COMMITMENTS
  24,216   13,388    8,716   14,184   15,295   47,116   37,399    7,185   16,902

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        610)
     768     -445     -428      619    1,545      959      672     -349      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     24.7     16.1     26.1     28.2     86.8     68.9     13.2     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      49       55       61       39       68      133      155                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,183
COMMITMENTS
     258    3,132       47    2,852      715    3,157    3,894    1,026      289

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        122)
     -22       24      -13      169      137      134      148      -12      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     74.9      1.1     68.2     17.1     75.5     93.1     24.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        3       13        5       19       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,314
COMMITMENTS
   2,005   15,271      581   27,103   12,741   29,689   28,593      625    1,721

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        995)
     184      379      -42      831      517      973      854       22      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     50.4      1.9     89.4     42.0     97.9     94.3      2.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11       21       12       20       27       40       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,940
COMMITMENTS
  28,076    4,407        0   28,446   53,519   56,522   57,926    2,418    1,014

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -3,623)
  -5,004   -2,533        0    1,215     -946   -3,789   -3,479      166     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6      7.5      0.0     48.3     90.8     95.9     98.3      4.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16        4        0        4        8       20       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      176,871
COMMITMENTS
  75,296   41,831    2,936   56,192  113,618  134,424  158,385   42,447   18,486

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      8,022)
   5,850   -5,058     -823    2,326   13,158    7,353    7,277      669      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     23.7      1.7     31.8     64.2     76.0     89.5     24.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      38       24       15       27       23       75       52                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       72,587
COMMITMENTS
  16,673   37,000    1,233   42,343   20,056   60,249   58,289   12,338   14,298

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        820)
   2,428      640      338   -3,748    2,714     -982    3,692    1,802   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     51.0      1.7     58.3     27.6     83.0     80.3     17.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       17        7       11       13       26       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      188,829
COMMITMENTS
 110,923   30,878    1,280   69,758  153,364  181,961  185,522    6,868    3,307

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      9,846)
  12,959   -5,931     -236   -2,523   16,007   10,200    9,840     -354        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     16.4      0.7     36.9     81.2     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      80       35        9       14       21       96       63                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      235,080
COMMITMENTS
  95,667   63,926    4,515   90,898  141,541  191,080  209,982   44,000   25,098

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -1,352)
  -3,702   -2,398    1,581   -2,357     -125   -4,478     -942    3,126     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     27.2      1.9     38.7     60.2     81.3     89.3     18.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      53       23       15       28       33       87       65                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      260,237
COMMITMENTS
  47,828  162,524    3,046  177,727   67,523  228,601  233,093   31,636   27,144

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     19,101)
  10,568    2,394      108    3,222   19,651   13,898   22,153    5,203   -3,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     62.5      1.2     68.3     25.9     87.8     89.6     12.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      36       37       16       35       33       79       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      603,460
COMMITMENTS
 258,022  109,280   16,504  239,494  430,681  514,020  556,465   89,440   46,995

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -5,223)
  -4,153   -8,178    1,781    3,194    1,591      822   -4,806   -6,045     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     18.1      2.7     39.7     71.4     85.2     92.2     14.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
     123       48       44       75       60      206      144                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       37,989
COMMITMENTS
  14,541    6,390       32    9,608   27,571   24,181   33,993   13,808    3,996

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -186)
     -39      528       -5     -526      -32     -570      491      384     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     16.8      0.1     25.3     72.6     63.7     89.5     36.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        5        2       11       10       21       16                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,104
COMMITMENTS
  12,668   10,504      381    7,071   15,081   20,120   25,966    8,984    3,138

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        371)
     710    1,667      -20      -27     -602      663    1,045     -292     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     36.1      1.3     24.3     51.8     69.1     89.2     30.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6        4        9        8       17       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       36,701
COMMITMENTS
  19,226    9,298        6   15,685   26,438   34,917   35,742    1,784      959

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      6,096)
      74     -283     -115    6,134    6,097    6,093    5,699        3      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     25.3      0.0     42.7     72.0     95.1     97.4      4.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        9        2        7        8       23       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       55,783
COMMITMENTS
  29,667   26,197      200   21,254   26,259   51,121   52,656    4,662    3,127

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      2,409)
   5,047      111   -1,394   -1,596    4,653    2,057    3,370      352     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     47.0      0.4     38.1     47.1     91.6     94.4      8.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      45       20        5        7       16       54       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,392
COMMITMENTS
  11,348    2,602    1,477      203    9,429   13,028   13,508    1,364      884

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,100)
      94      -58    1,038        0      116    1,132    1,096      -32        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.8     18.1     10.3      1.4     65.5     90.5     93.9      9.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        5        2        1        7       14       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,981,533
COMMITMENTS
 792,333  3717236  3138333 10507939  6720387 14438605 13575956  542,928  1405577

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    433,862)
  62,658  147,642  109,016  285,429  215,883  457,103  472,541  -23,241  -38,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     24.8     20.9     70.1     44.9     96.4     90.6      3.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      38      116      113      114      130      233      291                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      755,004
COMMITMENTS
 125,846   87,550   33,423  502,709  559,161  661,978  680,135   93,026   74,869

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,807)
   3,079   -5,237   -3,578  -10,551    8,191  -11,051     -624   12,858    2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     11.6      4.4     66.6     74.1     87.7     90.1     12.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      631)
     171      118       86      242      243      449      414                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       75,811
COMMITMENTS
   7,145    3,418    1,000   37,782   58,616   45,927   63,034   29,884   12,777

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      6,108)
   1,745   -5,293        0    1,554   11,096    3,299    5,803    2,809      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      4.5      1.3     49.8     77.3     60.6     83.1     39.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       10        1       19       21       26       32                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       23,439
COMMITMENTS
     224        0        0   21,169   22,563   21,393   22,563    2,046      876

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        141)
     -15        0        0      173      362      158      362      -17     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     90.3     96.3     91.3     96.3      8.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       12       11       12                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       12,658
COMMITMENTS
     384      230        0    9,907   11,848   10,291   12,078    2,367      580

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.8      0.0     78.3     93.6     81.3     95.4     18.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10        9       11       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,395,965
COMMITMENTS
 620,711  447,867  134,910  2324634  2502727  3080255  3085504  315,710  310,461

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    -21,504)
  -5,994  -12,383   -5,227  -60,527  -14,525  -71,748  -32,135   50,244   10,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     13.2      4.0     68.5     73.7     90.7     90.9      9.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     172      115       83      234      240      438      407                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| 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:       30,001
COMMITMENTS
  12,594        0        0   13,180   29,587   25,774   29,587    4,227      414

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -108)
    -650        0        0       -2     -153     -652     -153      544       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      0.0      0.0     43.9     98.6     85.9     98.6     14.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        0        0        9        9       16        9                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       13,478
COMMITMENTS
   3,653    1,194        0    8,539   11,903   12,192   13,097    1,286      381

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -565)
    -189        0        0     -641     -104     -830     -104      265     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      8.9      0.0     63.4     88.3     90.5     97.2      9.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       10       10       14       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       23,699
COMMITMENTS
       0      671        0   22,630   21,859   22,630   22,530    1,069    1,169

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        -68)
       0        0        0      -64     -294      -64     -294       -4      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     95.5     92.2     95.5     95.1      4.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       11       10       11       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,632
COMMITMENTS
  22,453    1,857    1,011   51,833   82,860   75,297   85,728   14,335    3,904

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -153)
     -54     -127     -172   -1,143        3   -1,369     -296    1,216      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      2.1      1.1     57.8     92.4     84.0     95.6     16.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        4        5       44       32       60       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,944
COMMITMENTS
  18,711   14,236    1,767   23,897   29,395   44,374   45,398    7,570    6,547

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        751)
   1,131     -346      287   -1,207      836      211      777      540      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     27.4      3.4     46.0     56.6     85.4     87.4     14.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      80       71       27       72       79      166      163                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      259,722
COMMITMENTS
  93,553   71,182    8,833  119,485  146,974  221,871  226,989   37,851   32,733

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      3,754)
   5,655   -1,730    1,437   -6,036    4,179    1,056    3,886    2,698     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     27.4      3.4     46.0     56.6     85.4     87.4     14.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      80       71       27       72       79      166      163                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,204
COMMITMENTS
  63,496   50,345    1,686   38,325   62,688  103,507  114,719   36,697   25,485

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -972)
     -55    3,473   -1,255   -1,837   -5,574   -3,147   -3,356    2,175    2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     35.9      1.2     27.3     44.7     73.8     81.8     26.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       23       14       23       22       71       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      546,547
COMMITMENTS
 159,026  120,438    8,176  357,409  403,034  524,611  531,648   21,936   14,899

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        114)
   6,027    4,237     -283   -6,889   -2,011   -1,145    1,943    1,259   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     22.0      1.5     65.4     73.7     96.0     97.3      4.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      71       50       22      115      107      191      174                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,728
COMMITMENTS
  18,621   18,524        0   22,162   29,141   40,783   47,665    9,945    3,063

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        764)
     304     -225     -300      308    2,746      312    2,221      452   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     36.5      0.0     43.7     57.4     80.4     94.0     19.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        8        0       18        9       35       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,208
COMMITMENTS
  23,662   11,916    1,746   33,074   23,654   58,482   37,316    9,726   30,892

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,825)
      70   -4,204       64    1,189    6,218    1,323    2,078      502     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     17.5      2.6     48.5     34.7     85.7     54.7     14.3     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25       15        6       30       25       60       41                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| 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:       97,143
COMMITMENTS
  17,669    2,610   24,494   54,933   70,039   97,096   97,143       47        0

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      2,245)
   2,447        0       23     -228    2,222    2,242    2,245        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      2.7     25.2     56.5     72.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        1        1       15       16       25       18                  



Updated February 2, 2018