MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       17,756
COMMITMENTS
   2,360    3,760      640   14,596   13,196   17,596   17,596      160      160

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,868)
    -200     -100     -120   -1,428   -1,528   -1,748   -1,748     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     21.2      3.6     82.2     74.3     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1       10        3        6        8       10       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,795
COMMITMENTS
     803    1,943    1,488    6,386    5,300    8,676    8,730    1,119    1,064

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:         78)
       3     -331       76       81      397      159      142      -81      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     19.8     15.2     65.2     54.1     88.6     89.1     11.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       13       12       20       19       32       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,507
COMMITMENTS
  13,159    4,912   13,885   15,227   15,111   42,272   33,907    4,235   12,600

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,822)
  -1,111      710   -3,247   -1,807   -2,263   -6,165   -4,801     -656   -2,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     10.6     29.9     32.7     32.5     90.9     72.9      9.1     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      25       18       25       32       27       67       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,644
COMMITMENTS
     847      617    2,126    7,012    6,932    9,985    9,676      659      969

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,308)
     -88       50     -696   -1,342   -1,549   -2,127   -2,194     -182     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      5.8     20.0     65.9     65.1     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       12       10       25       21       38       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      288,095
COMMITMENTS
  80,230   34,539   81,739  101,955  127,297  263,923  243,575   24,172   44,521

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        655)
  -7,444    8,053    6,210    3,811  -11,121    2,576    3,142   -1,922   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     12.0     28.4     35.4     44.2     91.6     84.5      8.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     121       74      129       74       91      255      246                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      420,265
COMMITMENTS
 144,894   27,652   91,737  153,743  242,010  390,373  361,399   29,892   58,867

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,679)
   6,707      102  -10,208    1,101    6,719   -2,400   -3,387     -278      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      6.6     21.8     36.6     57.6     92.9     86.0      7.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     146       87      149      137      173      362      350                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,149
COMMITMENTS
   4,162    1,590    1,231    1,077    4,085    6,471    6,906    1,678    1,242

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        194)
      15      106       79       94     -141      188       44        6      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1     19.5     15.1     13.2     50.1     79.4     84.8     20.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       15       11       17       24       60       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       66,498
COMMITMENTS
  26,356   10,414   16,846   15,251   18,237   58,453   45,498    8,045   21,000

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,948)
   2,256      -43      919      -57      842    3,118    1,717     -170    1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.6     15.7     25.3     22.9     27.4     87.9     68.4     12.1     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      64       54       79       60       82      177      176                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,558
COMMITMENTS
     323    2,893      307    2,839      970    3,470    4,170    1,088      387

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -443)
    -120     -319      -28     -257      -50     -406     -397      -37      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     63.5      6.7     62.3     21.3     76.1     91.5     23.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        8        5       13        6       21       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,222
COMMITMENTS
   2,087   11,672    8,142   32,766   19,083   42,995   38,897    1,227    5,325

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -5,201)
     -39   -1,592   -1,179   -3,850   -1,900   -5,068   -4,672     -132     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     26.4     18.4     74.1     43.2     97.2     88.0      2.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       21       13       28       33       48       60                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       52,446
COMMITMENTS
  22,180    1,179        0   28,058   50,457   50,238   51,636    2,208      810

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,494)
  -5,896   -3,228        0     -388   -3,062   -6,284   -6,290     -210     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3      2.2      0.0     53.5     96.2     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      16        3        0        5        7       21       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      193,578
COMMITMENTS
  69,496   27,773   17,111   65,364  128,411  151,971  173,296   41,608   20,283

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,343)
  -4,345  -11,655      606     -863    4,167   -4,602   -6,882   -2,742     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     14.3      8.8     33.8     66.3     78.5     89.5     21.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      38       19       21       33       28       83       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       74,456
COMMITMENTS
  17,053   37,124      899   41,807   23,575   59,760   61,599   14,697   12,858

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,432)
     207      159     -395     -596    3,329     -784    3,093    2,216   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     49.9      1.2     56.1     31.7     80.3     82.7     19.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       17        6       10       14       26       35                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      201,886
COMMITMENTS
 127,650   34,751    1,311   66,347  161,725  195,308  197,787    6,579    4,099

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     12,554)
  16,727    3,911      -93   -3,754    8,118   12,880   11,935     -326      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.2     17.2      0.6     32.9     80.1     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      76       33        8       13       20       93       58                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      290,010
COMMITMENTS
  78,040   46,890   46,853  123,018  171,888  247,911  265,631   42,099   24,379

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -20,637)
 -12,308   -8,010   -1,914   -2,519   -5,851  -16,740  -15,774   -3,897   -4,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     16.2     16.2     42.4     59.3     85.5     91.6     14.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      49       25       27       31       42       92       83                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      291,536
COMMITMENTS
  36,386  149,495   28,315  196,325   83,017  261,026  260,827   30,510   30,709

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,921)
  -8,364  -11,412    1,023    1,087     -119   -6,254  -10,508   -3,667      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     51.3      9.7     67.3     28.5     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      34       35       31       42       35       92       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      722,138
COMMITMENTS
 243,070   99,468   86,528  299,640  478,566  629,239  664,563   92,899   57,575

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,173)
  -5,405   -1,688   -1,936    5,044   -2,850   -2,297   -6,474   -3,876      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7     13.8     12.0     41.5     66.3     87.1     92.0     12.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     124       56       79       78       67      226      179                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       36,209
COMMITMENTS
  12,888    5,256       45    8,641   26,872   21,574   32,173   14,635    4,036

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,780)
  -1,653   -1,134       13     -967     -699   -2,607   -1,820      827       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6     14.5      0.1     23.9     74.2     59.6     88.9     40.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        5        2       10        9       19       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       27,121
COMMITMENTS
   9,631    8,156      410    7,154   15,018   17,195   23,584    9,926    3,537

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,168)
  -3,198   -2,509        5       83      -63   -3,110   -2,567      942      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     30.1      1.5     26.4     55.4     63.4     87.0     36.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        5        9        8       16       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,295
COMMITMENTS
  15,512    2,495        6    8,025   22,044   23,543   24,545    1,752      750

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -11,406)
  -3,714   -6,803        0   -7,660   -4,394  -11,374  -11,197      -32     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.3      9.9      0.0     31.7     87.1     93.1     97.0      6.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        5        2        5        5       21       11                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       55,563
COMMITMENTS
  29,316   25,984      299   20,980   25,238   50,595   51,521    4,968    4,042

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -220)
    -351     -213       99     -274   -1,021     -526   -1,135      306      915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     46.8      0.5     37.8     45.4     91.1     92.7      8.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      38       22        4        9       15       49       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,973
COMMITMENTS
  11,322    2,883    1,913      313    9,156   13,548   13,952    1,425    1,021

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        581)
     -26      281      436      110     -273      520      444       61      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.6     19.3     12.8      2.1     61.2     90.5     93.2      9.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        4        2        2        6       15       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   29,951,850
COMMITMENTS
 880,272  3353274 15047777 13443014 10047480 29371064 28448531  580,786  1503319

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:  1,130,521)
 -91,312   14,905  789,631  440,742  301,856  1139061  1106392   -8,540   24,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     11.2     50.2     44.9     33.5     98.1     95.0      1.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      46      123      133      123      132      261      304                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,159,488
COMMITMENTS
 135,428  102,615  273,439  620,776  673,077  1029642  1049131  129,847  110,357

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    112,236)
   3,696    8,737   84,791   13,323    8,910  101,810  102,438   10,426    9,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      8.9     23.6     53.5     58.0     88.8     90.5     11.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      696)
     187      153      188      272      263      549      516                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      182,703
COMMITMENTS
   5,437   26,831   48,786   78,401   80,879  132,624  156,497   50,078   26,206

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     21,932)
  -1,970   19,816   15,269      666  -15,973   13,966   19,112    7,966    2,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     14.7     26.7     42.9     44.3     72.6     85.7     27.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      10       17       22       33       35       57       61                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       21,053
COMMITMENTS
     224        0        0   19,139   20,382   19,363   20,382    1,690      671

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,386)
       0        0        0   -2,030   -2,181   -2,030   -2,181     -356     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     90.9     96.8     92.0     96.8      8.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       10       13       11       13                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       13,945
COMMITMENTS
   1,029      283        0    9,933   12,996   10,962   13,279    2,983      666

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,287)
     645       53        0       26    1,148      671    1,201      616       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.0      0.0     71.2     93.2     78.6     95.2     21.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11        9       13       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,883,927
COMMITMENTS
 758,743  487,711  1014470  2711873  2960988  4485086  4463170  398,841  420,757

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    451,520)
 103,566   19,842  272,371   63,283  124,416  439,220  416,629   12,300   34,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     10.0     20.8     55.5     60.6     91.8     91.4      8.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      685)
     187      147      183      267      260      539      506                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       29,677
COMMITMENTS
  12,581        0        0   13,383   29,493   25,964   29,493    3,713      184

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -324)
     -13        0        0      203      -94      190      -94     -514     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4      0.0      0.0     45.1     99.4     87.5     99.4     12.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        0        0       10       11       17       11                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       15,243
COMMITMENTS
   2,978    1,126        0    9,929   12,838   12,907   13,964    2,336    1,279

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,765)
    -675      -68        0    1,390      935      715      867    1,050      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      7.4      0.0     65.1     84.2     84.7     91.6     15.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0        9       11       12       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       24,183
COMMITMENTS
     177      671       23   22,714   22,434   22,914   23,128    1,269    1,055

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        484)
     177        0       23       84      575      284      598      200     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.8      0.1     93.9     92.8     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       10       10       11       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,114
COMMITMENTS
  21,260    2,055    1,033   49,887   78,291   72,180   81,379   12,934    3,735

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -4,518)
  -1,193      198       22   -1,946   -4,569   -3,117   -4,349   -1,401     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0      2.4      1.2     58.6     92.0     84.8     95.6     15.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17        5        6       43       33       61       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,816
COMMITMENTS
  16,967   13,891    4,871   26,197   30,398   48,035   49,160    7,781    6,657

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,240)
  -1,920     -230      463      575     -943     -882     -710     -358     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     24.9      8.7     46.9     54.5     86.1     88.1     13.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      85       66       40       73       79      173      170                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      279,081
COMMITMENTS
  84,835   69,453   24,354  130,986  151,991  240,175  245,798   38,906   33,283

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,199)
  -9,602   -1,152    2,316    2,876   -4,713   -4,410   -3,548   -1,789   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     24.9      8.7     46.9     54.5     86.1     88.1     13.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      85       66       40       73       79      173      170                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      172,551
COMMITMENTS
  69,460   53,659   18,923   47,410   75,013  135,794  147,596   36,757   24,955

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,782)
   8,304    5,898     -290   -4,765     -426    3,249    5,182   -1,467   -3,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     31.1     11.0     27.5     43.5     78.7     85.5     21.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      40       24       22       29       26       81       60                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      563,349
COMMITMENTS
 134,687  120,383   17,885  391,613  408,202  544,184  546,469   19,165   16,880

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     12,925)
 -25,103     -304    7,343   33,701    4,067   15,941   11,106   -3,016    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     21.4      3.2     69.5     72.5     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      69       41       28      123      112      199      174                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,591
COMMITMENTS
  21,961   18,372       93   23,440   31,862   45,494   50,327    8,097    3,264

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,863)
   3,340     -152       93    1,278    2,721    4,711    2,662   -1,848      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0     34.3      0.2     43.7     59.5     84.9     93.9     15.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        8        2       19       11       39       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       72,611
COMMITMENTS
  23,190   11,062    1,775   38,089   28,991   63,054   41,828    9,557   30,783

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      4,403)
    -472     -854       29    5,015    5,337    4,572    4,512     -169     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     15.2      2.4     52.5     39.9     86.8     57.6     13.2     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       16        8       32       29       62       49                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      101,282
COMMITMENTS
  19,169    2,940   24,257   57,710   73,965  101,136  101,162      146      120

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      4,139)
   1,500      330     -237    2,777    3,926    4,040    4,019       99      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      2.9     23.9     57.0     73.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        1        1       16       16       25       18                  



Updated February 9, 2018