MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    19,404:     2,560      4,000        640     15,944     14,524     19,144     19,164:       260        240
Old  :    19,404:     2,560      4,000        640     15,944     14,524     19,144     19,164:       260        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     1,940:      -360        700        360      1,920        880      1,920      1,940:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       20.6        3.3       82.2       74.9       98.7       98.8:       1.3        1.2
Old  :     100.0:      13.2       20.6        3.3       82.2       74.9       98.7       98.8:       1.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2         11          3          6          8         11         20:
Old  :        23:         2         11          3          6          8         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.0       60.9       96.9       83.0       70.9       40.9       70.9       59.0
Old  :                 90.0       60.9       96.9       83.0       70.9       40.9       70.9       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,782:       755      1,863      1,366      5,463      4,110      7,584      7,339:     1,198      1,443
Old  :     8,782:       755      1,863      1,366      5,463      4,110      7,584      7,339:     1,198      1,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     1,054:        27        167         85        785        787        898      1,039:       155         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       21.2       15.6       62.2       46.8       86.4       83.6:      13.6       16.4
Old  :     100.0:       8.6       21.2       15.6       62.2       46.8       86.4       83.6:      13.6       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4         12         10         18         19         29         34:
Old  :        40:         4         12         10         18         19         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       29.2       56.9       46.1       36.5       28.1       51.6       38.5
Old  :                 37.9       29.2       56.9       46.1       36.5       28.1       51.6       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    51,806:    13,199      3,206     17,356     16,474     17,164     47,029     37,726:     4,776     14,080
Old  :    51,806:    13,199      3,206     17,356     16,474     17,164     47,029     37,726:     4,776     14,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       611:       576      1,026       -488        326        663        414      1,201:       197       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        6.2       33.5       31.8       33.1       90.8       72.8:       9.2       27.2
Old  :     100.0:      25.5        6.2       33.5       31.8       33.1       90.8       72.8:       9.2       27.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        20         25         26         30         26         62         65:
Old  :        81:        20         25         26         30         26         62         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       25.0       49.2       40.3       25.4       12.8       35.4       17.6
Old  :                 31.0       25.0       49.2       40.3       25.4       12.8       35.4       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    11,937:       830        448      2,753      7,516      7,595     11,099     10,796:       839      1,141
Old  :    11,937:       830        448      2,753      7,516      7,595     11,099     10,796:       839      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       -32:       -80         99       -106        145          4        -42         -3:         9        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.8       23.1       63.0       63.6       93.0       90.4:       7.0        9.6
Old  :     100.0:       6.9        3.8       23.1       63.0       63.6       93.0       90.4:       7.0        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         10         11         23         22         37         34:
Old  :        42:         5         10         11         23         22         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       37.2       56.2       55.4       28.4       29.1       43.5       37.9
Old  :                 35.2       37.2       56.2       55.4       28.4       29.1       43.5       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   289,845:    95,545     25,870     71,706     99,564    144,453    266,815    242,029:    23,030     47,816
Old  :   282,059:    94,925     27,694     68,301     97,848    139,640    261,073    235,634:    20,986     46,426
Other:     7,786:     2,565        122      1,460      1,717      4,813      5,742      6,395:     2,044      1,390
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    -1,766:      -326     -1,078        405     -1,926     -1,784     -1,847     -2,458:        81        692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.9       24.7       34.4       49.8       92.1       83.5:       7.9       16.5
Old  :     100.0:      33.7        9.8       24.2       34.7       49.5       92.6       83.5:       7.4       16.5
Other:     100.0:      32.9        1.6       18.8       22.1       61.8       73.8       82.1:      26.2       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       126         69        131         81        101        270        251:
Old  :       317:       123         74        130         80        101        268        251:
Other:        79:        27         10         17         22         32         54         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       12.9       24.1       20.3       13.8       12.1       23.3       18.8
Old  :                 14.6       12.7       24.8       19.9       14.2       11.9       23.9       18.5
Other:                 22.4       39.2       38.3       50.9       18.6       34.7       30.0       41.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   404,794:   124,564     28,965     98,588    148,692    222,399    371,844    349,951:    32,950     54,842
Old  :   404,794:   124,564     28,965     98,588    148,692    222,399    371,844    349,951:    32,950     54,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     7,959:    -2,746      3,418      6,517      2,485       -990      6,256      8,946:     1,703       -987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        7.2       24.4       36.7       54.9       91.9       86.5:       8.1       13.5
Old  :     100.0:      30.8        7.2       24.4       36.7       54.9       91.9       86.5:       8.1       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       141         89        155        150        170        368        355:
Old  :       444:       141         89        155        150        170        368        355:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       15.8       25.3       22.8       15.3       15.5       25.0       21.9
Old  :                 15.4       15.8       25.3       22.8       15.3       15.5       25.0       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,651:     4,238      1,737        884      1,033      4,127      6,155      6,748:     1,496        903
Old  :     7,651:     4,238      1,737        884      1,033      4,127      6,155      6,748:     1,496        903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       868:       199          1        303        403        682        905        987:       -37       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       22.7       11.6       13.5       53.9       80.4       88.2:      19.6       11.8
Old  :     100.0:      55.4       22.7       11.6       13.5       53.9       80.4       88.2:      19.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        36         16         10         16         27         60         46:
Old  :        84:        36         16         10         16         27         60         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       35.7       39.2       52.6       26.5       35.6       36.8       49.7
Old  :                 28.1       35.7       39.2       52.6       26.5       35.6       36.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    64,384:    22,684     11,345     17,523     15,021     16,022     55,229     44,890:     9,155     19,493
Old  :    64,384:    22,684     11,345     17,523     15,021     16,022     55,229     44,890:     9,155     19,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       696:        13          5         29        710      1,315        751      1,348:       -55       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       17.6       27.2       23.3       24.9       85.8       69.7:      14.2       30.3
Old  :     100.0:      35.2       17.6       27.2       23.3       24.9       85.8       69.7:      14.2       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        64         54         78         64         76        178        170:
Old  :       227:        64         54         78         64         76        178        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       13.5       26.7       20.7       17.0       11.3       25.1       15.4
Old  :                 17.0       13.5       26.7       20.7       17.0       11.3       25.1       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     4,782:       463      3,091        376      2,686        826      3,525      4,294:     1,257        488
Old  :     4,782:       463      3,091        376      2,686        826      3,525      4,294:     1,257        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       127:         1        136         -3         29        -11         26        121:       101          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       64.6        7.9       56.2       17.3       73.7       89.8:      26.3       10.2
Old  :     100.0:       9.7       64.6        7.9       56.2       17.3       73.7       89.8:      26.3       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          8          5         10          5         19         13:
Old  :        22:         4          8          5         10          5         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       64.2       56.7       84.0       39.7       63.0       55.0       76.4
Old  :                 39.7       64.2       56.7       84.0       39.7       63.0       55.0       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    46,590:     1,796     13,472      8,386     35,183     19,204     45,364     41,061:     1,226      5,528
Old  :    46,590:     1,796     13,472      8,386     35,183     19,204     45,364     41,061:     1,226      5,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       780:         3        737        112        590        -13        705        836:        75        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       28.9       18.0       75.5       41.2       97.4       88.1:       2.6       11.9
Old  :     100.0:       3.9       28.9       18.0       75.5       41.2       97.4       88.1:       2.6       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         9         28         16         26         32         48         63:
Old  :        76:         9         28         16         26         32         48         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       29.3       74.8       48.5       50.1       27.9       63.5       40.4
Old  :                 54.5       29.3       74.8       48.5       50.1       27.9       63.5       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    62,510:    34,115      7,005          0     26,428     54,456     60,543     61,461:     1,967      1,049
Old  :    62,510:    34,115      7,005          0     26,428     54,456     60,543     61,461:     1,967      1,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     2,058:     1,749        601          0        300      1,572      2,049      2,173:         9       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       11.2        0.0       42.3       87.1       96.9       98.3:       3.1        1.7
Old  :     100.0:      54.6       11.2        0.0       42.3       87.1       96.9       98.3:       3.1        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        19          5          0          5          8         24         13:
Old  :        35:        19          5          0          5          8         24         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.7       73.0       91.1       92.0       86.7       72.6       91.1       91.7
Old  :                 86.7       73.0       91.1       92.0       86.7       72.6       91.1       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   180,830:    60,540     42,371     13,031     63,461    103,653    137,033    159,054:    43,797     21,775
Old  :   180,830:    60,540     42,371     13,031     63,461    103,653    137,033    159,054:    43,797     21,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    14,287:     2,162      2,568        297     10,977      8,868     13,436     11,733:       851      2,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       23.4        7.2       35.1       57.3       75.8       88.0:      24.2       12.0
Old  :     100.0:      33.5       23.4        7.2       35.1       57.3       75.8       88.0:      24.2       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        30         26         22         30         23         74         57:
Old  :        94:        30         26         22         30         23         74         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       46.0       35.7       57.8       22.9       45.7       33.7       57.2
Old  :                 23.9       46.0       35.7       57.8       22.9       45.7       33.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    70,566:    14,351     35,340         81     47,373     14,899     61,805     50,320:     8,762     20,246
Old  :    70,566:    14,351     35,340         81     47,373     14,899     61,805     50,320:     8,762     20,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    -6,936:    -4,172     -5,181     -4,089       -243      2,757     -8,505     -6,513:     1,568       -423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       50.1        0.1       67.1       21.1       87.6       71.3:      12.4       28.7
Old  :     100.0:      20.3       50.1        0.1       67.1       21.1       87.6       71.3:      12.4       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         9         20          3         12         16         22         38:
Old  :        52:         9         20          3         12         16         22         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       31.0       75.1       43.9       63.8       31.0       75.0       43.9
Old  :                 63.9       31.0       75.1       43.9       63.8       31.0       75.0       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   172,806:    82,790     36,023      1,184     83,086    131,330    167,060    168,536:     5,746      4,270
Old  :   172,806:    82,790     36,023      1,184     83,086    131,330    167,060    168,536:     5,746      4,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :   -11,643:     4,087    -12,930       -149    -16,476      2,284    -12,538    -10,795:       895       -848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       20.8        0.7       48.1       76.0       96.7       97.5:       3.3        2.5
Old  :     100.0:      47.9       20.8        0.7       48.1       76.0       96.7       97.5:       3.3        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        53         48          5         19         19         74         70:
Old  :       134:        53         48          5         19         19         74         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       67.3       67.6       78.4       52.5       67.2       67.5       77.8
Old  :                 52.5       67.3       67.6       78.4       52.5       67.2       67.5       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   266,411:    85,688     55,398     26,801    112,596    156,550    225,085    238,749:    41,325     27,662
Old  :   266,411:    85,688     55,398     26,801    112,596    156,550    225,085    238,749:    41,325     27,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    31,356:      -550     -3,404      7,645     24,942     25,566     32,038     29,808:      -682      1,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       20.8       10.1       42.3       58.8       84.5       89.6:      15.5       10.4
Old  :     100.0:      32.2       20.8       10.1       42.3       58.8       84.5       89.6:      15.5       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        52         26         24         32         42         95         81:
Old  :       131:        52         26         24         32         42         95         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       38.7       33.3       49.6       23.1       37.2       29.8       45.0
Old  :                 24.0       38.7       33.3       49.6       23.1       37.2       29.8       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   267,386:    36,413    158,501     18,689    183,098     56,801    238,200    233,991:    29,185     33,394
Old  :   267,386:    36,413    158,501     18,689    183,098     56,801    238,200    233,991:    29,185     33,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    12,613:      -503     -5,205      5,098        260     16,214      4,854     16,107:     7,758     -3,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       59.3        7.0       68.5       21.2       89.1       87.5:      10.9       12.5
Old  :     100.0:      13.6       59.3        7.0       68.5       21.2       89.1       87.5:      10.9       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        24         45         26         36         42         81         92:
Old  :       123:        24         45         26         36         42         81         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       35.7       55.5       45.7       45.8       35.6       53.9       45.6
Old  :                 46.3       35.7       55.5       45.7       45.8       35.6       53.9       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   689,429:   244,054    105,706     69,598    274,842    452,416    588,495    627,721:   100,935     61,709
Old  :   689,429:   244,054    105,706     69,598    274,842    452,416    588,495    627,721:   100,935     61,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    58,300:     3,455      7,576     18,550     26,457     22,471     48,462     48,596:     9,838      9,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       15.3       10.1       39.9       65.6       85.4       91.0:      14.6        9.0
Old  :     100.0:      35.4       15.3       10.1       39.9       65.6       85.4       91.0:      14.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       119         54         65         80         66        219        165:
Old  :       275:       119         54         65         80         66        219        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       39.2       28.0       52.8       18.7       39.0       26.9       52.3
Old  :                 19.1       39.2       28.0       52.8       18.7       39.0       26.9       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    39,084:    14,595      6,653        187     10,088     28,083     24,870     34,923:    14,214      4,161
Old  :    39,084:    14,595      6,653        187     10,088     28,083     24,870     34,923:    14,214      4,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       275:    -1,428      1,419       -682      1,175       -696       -935         41:     1,210        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       17.0        0.5       25.8       71.9       63.6       89.4:      36.4       10.6
Old  :     100.0:      37.3       17.0        0.5       25.8       71.9       63.6       89.4:      36.4       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         9          6          4         12         10         23         18:
Old  :        30:         9          6          4         12         10         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       74.1       43.8       83.3       32.6       72.1       41.6       80.5
Old  :                 34.2       74.1       43.8       83.3       32.6       72.1       41.6       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    28,760:    11,589      8,343        145      7,119     16,012     18,853     24,500:     9,907      4,260
Old  :    28,760:    11,589      8,343        145      7,119     16,012     18,853     24,500:     9,907      4,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       29.0        0.5       24.8       55.7       65.6       85.2:      34.4       14.8
Old  :     100.0:      40.3       29.0        0.5       24.8       55.7       65.6       85.2:      34.4       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          4          4          9          6         17         12:
Old  :        20:         6          4          4          9          6         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       70.6       55.7       83.8       41.2       67.5       54.7       78.8
Old  :                 41.6       70.6       55.7       83.8       41.2       67.5       54.7       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    31,875:    21,219     10,012        111      8,816     21,081     30,146     31,204:     1,729        671
Old  :    31,875:    21,219     10,012        111      8,816     21,081     30,146     31,204:     1,729        671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     6,169:     5,749       -208        -86        470      6,535      6,133      6,241:        36        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       31.4        0.3       27.7       66.1       94.6       97.9:       5.4        2.1
Old  :     100.0:      66.6       31.4        0.3       27.7       66.1       94.6       97.9:       5.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        15         10          2          6          8         23         18:
Old  :        37:        15         10          2          6          8         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       83.6       86.6       90.4       73.1       79.0       83.2       85.8
Old  :                 73.1       83.6       86.6       90.4       73.1       79.0       83.2       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    46,780:    17,795     25,786        861     23,916     16,189     42,572     42,836:     4,208      3,944
Old  :    46,780:    17,795     25,786        861     23,916     16,189     42,572     42,836:     4,208      3,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     1,261:       491     -2,535        667       -644      3,559        514      1,691:       747       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       55.1        1.8       51.1       34.6       91.0       91.6:       9.0        8.4
Old  :     100.0:      38.0       55.1        1.8       51.1       34.6       91.0       91.6:       9.0        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        36         30          4         11         13         49         46:
Old  :        87:        36         30          4         11         13         49         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       37.9       66.5       59.1       54.0       37.9       66.5       59.1
Old  :                 54.0       37.9       66.5       59.1       54.0       37.9       66.5       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    13,117:    11,662      2,909        191          0      9,112     11,853     12,212:     1,264        905
Old  :    13,117:    11,662      2,909        191          0      9,112     11,853     12,212:     1,264        905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       588:       600        742        -97          0        122        503        767:        85       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9       22.2        1.5        0.0       69.5       90.4       93.1:       9.6        6.9
Old  :     100.0:      88.9       22.2        1.5        0.0       69.5       90.4       93.1:       9.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          4          1          0          7         14         12:
Old  :        25:        14          4          1          0          7         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       71.1       84.3       88.2       72.4       71.1       82.8       88.2
Old  :                 72.4       71.1       84.3       88.2       72.4       71.1       82.8       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :24,922,760: 1,267,097  3,525,358 11,243,774 11,838,190  8,738,162 24,349,062 23,507,294:   573,699  1,415,466
Old  :24,922,760: 1,267,097  3,525,358 11,243,774 11,838,190  8,738,162 24,349,062 23,507,294:   573,699  1,415,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :   182,134:   143,769    231,836     34,586     -2,626   -105,828    175,730    160,594:     6,404     21,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       14.1       45.1       47.5       35.1       97.7       94.3:       2.3        5.7
Old  :     100.0:       5.1       14.1       45.1       47.5       35.1       97.7       94.3:       2.3        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        55        118        134        121        135        261        314:
Old  :       323:        55        118        134        121        135        261        314:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       21.1       44.2       34.3       19.5        9.7       24.1       12.7
Old  :                 30.5       21.1       44.2       34.3       19.5        9.7       24.1       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,033,314:   116,386     91,921    193,170    614,877    650,199    924,432    935,290:   108,881     98,024
Old  : 1,033,314:   116,386     91,921    193,170    614,877    650,199    924,432    935,290:   108,881     98,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    75,517:     5,558     -4,883     34,923     35,752     48,138     76,233     78,178:      -716     -2,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        8.9       18.7       59.5       62.9       89.5       90.5:      10.5        9.5
Old  :     100.0:      11.3        8.9       18.7       59.5       62.9       89.5       90.5:      10.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       224        148        220        255        266        563        551:
Old  :       722:       224        148        220        255        266        563        551:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       13.2       24.8       22.9       11.2        8.8       16.2       14.2
Old  :                 15.5       13.2       24.8       22.9       11.2        8.8       16.2       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   160,305:     5,593      8,610     39,297     80,454     85,845    125,344    133,752:    34,961     26,553
Old  :   160,305:     5,593      8,610     39,297     80,454     85,845    125,344    133,752:    34,961     26,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    23,352:       747       -487      9,692     13,231     18,876     23,670     28,082:      -319     -4,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        5.4       24.5       50.2       53.6       78.2       83.4:      21.8       16.6
Old  :     100.0:       3.5        5.4       24.5       50.2       53.6       78.2       83.4:      21.8       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        16         14         27         29         32         58         61:
Old  :        69:        16         14         27         29         32         58         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       25.8       36.2       40.9       11.7       13.6       18.1       20.3
Old  :                 20.9       25.8       36.2       40.9       11.7       13.6       18.1       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 4,365,042:   579,234    441,822    744,094  2,672,113  2,821,772  3,995,441  4,007,689:   369,601    357,353
Old  : 4,365,042:   579,234    441,822    744,094  2,672,113  2,821,772  3,995,441  4,007,689:   369,601    357,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :   260,827:    28,326    -17,707    121,881    112,606    146,308    262,813    250,483:    -1,986     10,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       10.1       17.0       61.2       64.6       91.5       91.8:       8.5        8.2
Old  :     100.0:      13.3       10.1       17.0       61.2       64.6       91.5       91.8:       8.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       705:       217        142        209        249        262        544        535:
Old  :       705:       217        142        209        249        262        544        535:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       13.5       25.8       22.7       13.2       10.6       19.1       17.7
Old  :                 15.9       13.5       25.8       22.7       13.2       10.6       19.1       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    33,799:    13,662          0          0     16,740     33,350     30,402     33,350:     3,397        449
Old  :    33,799:    13,662          0          0     16,740     33,350     30,402     33,350:     3,397        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :        -2:      -260          0          0        264        -49          4        -49:        -6         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        0.0        0.0       49.5       98.7       89.9       98.7:      10.1        1.3
Old  :     100.0:      40.4        0.0        0.0       49.5       98.7       89.9       98.7:      10.1        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          0          0          9          9         17          9:
Old  :        25:         8          0          0          9          9         17          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       83.1       76.1       97.0       59.7       83.1       75.6       96.5
Old  :                 59.7       83.1       76.1       97.0       59.7       83.1       75.6       96.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Technology Ind                                   :
     :          :                                                                            :
All  :    12,430:     3,915      1,183          0      7,383     10,786     11,298     11,969:     1,132        461
Old  :    12,430:     3,915      1,183          0      7,383     10,786     11,298     11,969:     1,132        461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        9.5        0.0       59.4       86.8       90.9       96.3:       9.1        3.7
Old  :     100.0:      31.5        9.5        0.0       59.4       86.8       90.9       96.3:       9.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          0          7          9         11         10:
Old  :        20:         4          1          0          7          9         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       57.3       84.5       90.5       51.8       55.6       72.9       81.5
Old  :                 57.2       57.3       84.5       90.5       51.8       55.6       72.9       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    25,496:         0        671          0     24,135     23,878     24,135     24,549:     1,361        947
Old  :    25,496:         0        671          0     24,135     23,878     24,135     24,549:     1,361        947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       486:         0       -310          0        413        919        413        609:        73       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.6        0.0       94.7       93.7       94.7       96.3:       5.3        3.7
Old  :     100.0:       0.0        2.6        0.0       94.7       93.7       94.7       96.3:       5.3        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          0         11         11         11         13:
Old  :        23:         0          2          0         11         11         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       76.2       90.5       90.6       75.3       76.2       90.2       90.6
Old  :                 75.3       76.2       90.5       90.6       75.3       76.2       90.2       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    90,011:    23,270      2,210        740     52,702     83,584     76,712     86,534:    13,299      3,477
Old  :    90,011:    23,270      2,210        740     52,702     83,584     76,712     86,534:    13,299      3,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :      -860:       279       -666       -115       -652       -155       -488       -936:      -372         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        2.5        0.8       58.6       92.9       85.2       96.1:      14.8        3.9
Old  :     100.0:      25.9        2.5        0.8       58.6       92.9       85.2       96.1:      14.8        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        16          5          7         45         33         61         45:
Old  :        85:        16          5          7         45         33         61         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       48.0       48.2       67.5       35.2       48.0       47.5       67.0
Old  :                 35.2       48.0       48.2       67.5       35.2       48.0       47.5       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    58,546:    19,886     14,483      3,237     27,918     33,223     51,040     50,942:     7,506      7,604
Old  :    58,546:    19,886     14,483      3,237     27,918     33,223     51,040     50,942:     7,506      7,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     3,632:     1,529       -366        119      1,844      4,000      3,492      3,754:       139       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       24.7        5.5       47.7       56.7       87.2       87.0:      12.8       13.0
Old  :     100.0:      34.0       24.7        5.5       47.7       56.7       87.2       87.0:      12.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        85         71         39         72         86        177        176:
Old  :       280:        85         71         39         72         86        177        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       17.1       36.6       28.0       26.2       16.2       36.5       27.1
Old  :                 26.2       17.1       36.6       28.0       26.2       16.2       36.5       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   292,732:    99,428     72,413     16,184    139,588    166,114    255,200    254,711:    37,532     38,021
Old  :   292,732:    99,428     72,413     16,184    139,588    166,114    255,200    254,711:    37,532     38,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    18,158:     7,646     -1,828        597      9,219     19,999     17,462     18,768:       696       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       24.7        5.5       47.7       56.7       87.2       87.0:      12.8       13.0
Old  :     100.0:      34.0       24.7        5.5       47.7       56.7       87.2       87.0:      12.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        85         71         39         72         86        177        176:
Old  :       280:        85         71         39         72         86        177        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       17.1       36.6       28.0       26.2       16.2       36.5       27.1
Old  :                 26.2       17.1       36.6       28.0       26.2       16.2       36.5       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   144,447:    49,891     39,028     13,256     51,014     67,029    114,161    119,313:    30,286     25,133
Old  :   144,447:    49,891     39,028     13,256     51,014     67,029    114,161    119,313:    30,286     25,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     4,772:    -2,801     -6,523      2,189      7,136      9,526      6,524      5,192:    -1,753       -420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       27.0        9.2       35.3       46.4       79.0       82.6:      21.0       17.4
Old  :     100.0:      34.5       27.0        9.2       35.3       46.4       79.0       82.6:      21.0       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        38         26         23         27         26         74         66:
Old  :       101:        38         26         23         27         26         74         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       29.1       32.2       42.5       20.6       27.0       31.4       39.3
Old  :                 21.0       29.1       32.2       42.5       20.6       27.0       31.4       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   566,053:   175,811    134,361     11,055    357,811    408,040    544,677    553,457:    21,376     12,596
Old  :   566,053:   175,811    134,361     11,055    357,811    408,040    544,677    553,457:    21,376     12,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :   -16,566:      -486     -4,773       -212    -14,490     -8,489    -15,188    -13,474:    -1,378     -3,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       23.7        2.0       63.2       72.1       96.2       97.8:       3.8        2.2
Old  :     100.0:      31.1       23.7        2.0       63.2       72.1       96.2       97.8:       3.8        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        74         46         29        115        111        204        171:
Old  :       301:        74         46         29        115        111        204        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       35.7       32.4       50.4       19.9       35.7       30.8       49.4
Old  :                 20.8       35.7       32.4       50.4       19.9       35.7       30.8       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    47,198:    15,480     17,895        359     22,033     25,728     37,872     43,982:     9,326      3,216
Old  :    47,198:    15,480     17,895        359     22,033     25,728     37,872     43,982:     9,326      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       878:     1,332       -777       -154       -391      1,933        787      1,002:        91       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       37.9        0.8       46.7       54.5       80.2       93.2:      19.8        6.8
Old  :     100.0:      32.8       37.9        0.8       46.7       54.5       80.2       93.2:      19.8        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        21          7          2         14          9         36         17:
Old  :        47:        21          7          2         14          9         36         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       79.3       51.3       87.7       37.5       79.3       51.3       87.6
Old  :                 37.5       79.3       51.3       87.7       37.5       79.3       51.3       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    58,165:    20,769     14,386      1,589     27,201     16,419     49,559     32,394:     8,606     25,771
Old  :    58,165:    20,769     14,386      1,589     27,201     16,419     49,559     32,394:     8,606     25,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    -3,707:    -2,215       -654        175       -995        122     -3,035       -357:      -672     -3,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       24.7        2.7       46.8       28.2       85.2       55.7:      14.8       44.3
Old  :     100.0:      35.7       24.7        2.7       46.8       28.2       85.2       55.7:      14.8       44.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        21         19          5         29         22         53         43:
Old  :        80:        21         19          5         29         22         53         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       15.6       45.4       26.3       31.7       15.1       44.2       25.6
Old  :                 32.8       15.6       45.4       26.3       31.7       15.1       44.2       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :    93,553:    14,842      2,010     24,431     54,236     67,112     93,509     93,553:        44          0
Old  :    93,553:    14,842      2,010     24,431     54,236     67,112     93,509     93,553:        44          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       -30:     4,230          0     -1,000     -3,260        970        -30        -30:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.1       26.1       58.0       71.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      15.9        2.1       26.1       58.0       71.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          1          1         14         16         22         18:
Old  :        31:         8          1          1         14         16         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.4       79.7       96.0       92.7       31.1       25.5       33.2       32.4
Old  :                 90.4       79.7       96.0       92.7       31.1       25.5       33.2       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 19, 2018