MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       17,876
COMMITMENTS
   2,360    3,760      640   14,716   13,316   17,716   17,716      160      160

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     21.0      3.6     82.3     74.5     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 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,775
COMMITMENTS
     790    1,779    1,631    7,163    6,288    9,583    9,699    1,191    1,076

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        980)
     -13     -163      143      777      988      907      968       72       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     16.5     15.1     66.5     58.4     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       11       10       20       20       30       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,848
COMMITMENTS
  13,184    5,640   13,753   15,778   15,145   42,715   34,537    4,133   12,311

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        341)
      25      728     -132      551       34      444      630     -103     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     12.0     29.4     33.7     32.3     91.2     73.7      8.8     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       21       25       33       28       68       63                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,245
COMMITMENTS
     852      549    2,324    7,343    7,347   10,519   10,220      726    1,025

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        601)
       5      -69      198      331      415      534      544       67       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      4.9     20.7     65.3     65.3     93.5     90.9      6.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       11       10       25       20       38       33                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      290,197
COMMITMENTS
  68,211   39,697   92,132  106,058  116,213  266,401  248,042   23,796   42,154

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      2,101)
 -12,019    5,158   10,393    4,103  -11,084    2,478    4,468     -376   -2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     13.7     31.7     36.5     40.0     91.8     85.5      8.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     107       79      129       86       93      260      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      416,957
COMMITMENTS
 144,358   28,498   93,251  149,432  237,224  387,041  358,973   29,916   57,983

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -3,308)
    -536      845    1,515   -4,311   -4,785   -3,332   -2,425       24     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      6.8     22.4     35.8     56.9     92.8     86.1      7.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     144       91      149      140      175      363      348                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,356
COMMITMENTS
   4,006    1,538    1,303    1,207    4,152    6,516    6,993    1,840    1,362

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        207)
    -156      -52       72      129       67       45       87      162      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.9     18.4     15.6     14.4     49.7     78.0     83.7     22.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      34       13       11       20       25       61       45                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       65,557
COMMITMENTS
  24,109    9,334   17,365   15,462   17,966   56,936   44,666    8,620   20,891

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -941)
  -2,247   -1,080      519      211     -271   -1,516     -832      575     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8     14.2     26.5     23.6     27.4     86.9     68.1     13.1     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      65       49       76       62       81      176      176                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,810
COMMITMENTS
     354    2,952      370    2,933    1,042    3,657    4,365    1,153      445

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        252)
      30       59       63       93       72      187      194       65       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     61.4      7.7     61.0     21.7     76.0     90.7     24.0      9.3

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 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,343
COMMITMENTS
   2,214   11,720    8,051   32,899   19,195   43,164   38,966    1,179    5,377

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        122)
     128       48      -91      132      112      169       69      -48       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     26.4     18.2     74.2     43.3     97.3     87.9      2.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       20       14       28       33       49       60                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       49,422
COMMITMENTS
  18,376      586        0   29,400   47,935   47,776   48,521    1,646      901

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -3,024)
  -3,804     -593        0    1,342   -2,522   -2,462   -3,115     -562       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2      1.2      0.0     59.5     97.0     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      16        3        0        6        7       22       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      175,056
COMMITMENTS
  61,383   28,818   15,254   60,091  110,674  136,728  154,745   38,329   20,311

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -18,522)
  -8,114    1,045   -1,857   -5,272  -17,738  -15,243  -18,550   -3,279       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     16.5      8.7     34.3     63.2     78.1     88.4     21.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      35       19       23       29       25       73       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       75,101
COMMITMENTS
  17,763   37,688    1,090   42,022   23,347   60,875   62,125   14,226   12,976

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        645)
     710      564      191      215     -228    1,115      526     -471      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     50.2      1.5     56.0     31.1     81.1     82.7     18.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       13        4       10       13       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      197,043
COMMITMENTS
 122,762   25,976      802   67,004  166,047  190,568  192,825    6,476    4,219

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -4,843)
  -4,888   -8,776     -509      657    4,322   -4,740   -4,963     -103      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.3     13.2      0.4     34.0     84.3     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      71       31        5       16       20       89       54                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      244,822
COMMITMENTS
  66,375   47,805   32,996  106,771  140,670  206,143  221,471   38,679   23,351

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -45,189)
 -11,665      914  -13,856  -16,247  -31,218  -41,769  -44,160   -3,420   -1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     19.5     13.5     43.6     57.5     84.2     90.5     15.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      48       23       27       30       40       88       82                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      299,036
COMMITMENTS
  44,431  158,337   24,422  193,722   87,877  262,575  270,635   36,461   28,401

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      7,500)
   8,045    8,841   -3,893   -2,604    4,859    1,549    9,808    5,952   -2,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     52.9      8.2     64.8     29.4     87.8     90.5     12.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      33       41       26       39       36       90       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      652,721
COMMITMENTS
 231,670  101,342   57,704  273,569  450,604  562,943  609,650   89,778   43,071

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -69,417)
 -11,400    1,873  -28,824  -26,071  -27,962  -66,296  -54,913   -3,122  -14,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     15.5      8.8     41.9     69.0     86.2     93.4     13.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     120       56       69       79       66      220      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,429
COMMITMENTS
  11,860    6,942       50    8,338   24,248   20,248   31,240   15,181    4,189

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -780)
  -1,028    1,686        5     -303   -2,624   -1,326     -933      546      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     19.6      0.1     23.5     68.4     57.2     88.2     42.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        7        3        9        9       19       17                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,328
COMMITMENTS
  11,019    6,732      383    7,152   15,115   18,554   22,230    7,774    4,098

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -792)
   1,389   -1,423      -27       -2       97    1,360   -1,353   -2,152      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.9     25.6      1.5     27.2     57.4     70.5     84.4     29.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        4        9        8       17       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,571
COMMITMENTS
  17,667    7,339      131    8,359   19,305   26,157   26,775    1,414      796

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      2,276)
   2,155    4,844      125      334   -2,739    2,614    2,230     -338       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.1     26.6      0.5     30.3     70.0     94.9     97.1      5.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        7        4        5        5       23       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       53,739
COMMITMENTS
  28,648   26,428      233   20,176   22,882   49,057   49,543    4,682    4,196

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -1,824)
    -668      444      -66     -804   -2,356   -1,538   -1,978     -286      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3     49.2      0.4     37.5     42.6     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      38       18        4       10       15       50       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,352
COMMITMENTS
  10,385    2,272    2,245      203    8,901   12,833   13,418    1,519      934

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -621)
    -937     -611      332     -110     -255     -715     -534       94      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.4     15.8     15.6      1.4     62.0     89.4     93.5     10.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        4        2        1        5       13       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   30,715,109
COMMITMENTS
 865,628  3545923 15461130 13768901 10248816 30095659 29255869  619,451  1459241

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    763,260)
 -14,644  192,649  413,353  325,886  201,336  724,595  807,338   38,665  -44,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     11.5     50.3     44.8     33.4     98.0     95.2      2.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      53      120      136      125      133      270      307                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,083,573
COMMITMENTS
 117,017   95,449  234,188  620,635  652,999  971,839  982,636  111,734  100,938

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -75,915)
 -18,411   -7,166  -39,251     -141  -20,078  -57,803  -66,495  -18,112   -9,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      8.8     21.6     57.3     60.3     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      670)
     172      146      183      262      271      518      518                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      151,051
COMMITMENTS
   6,331   17,637   38,920   79,905   57,778  125,156  114,335   25,895   36,717

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -31,652)
     894   -9,194   -9,867    1,504  -23,101   -7,469  -42,162  -24,183   10,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     11.7     25.8     52.9     38.3     82.9     75.7     17.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      13       17       22       33       33       60       59                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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:       24,457
COMMITMENTS
     226    1,620        0   22,627   22,302   22,853   23,922    1,604      535

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      3,404)
       2    1,620        0    3,488    1,920    3,490    3,540      -86     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      6.6      0.0     92.5     91.2     93.4     97.8      6.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0        9       14       10       16                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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:       14,134
COMMITMENTS
   1,767        0        0   10,033   13,542   11,800   13,542    2,334      592

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        189)
     738     -283        0      100      546      838      263     -649      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      0.0      0.0     71.0     95.8     83.5     95.8     16.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11        9       14        9                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,662,612
COMMITMENTS
 618,576  454,207  911,193  2703647  2976106  4233417  4341506  429,195  321,105

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:   -221,316)
-140,167  -33,504 -103,277   -8,226   15,117 -251,670 -121,664   30,354  -99,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      9.7     19.5     58.0     63.8     90.8     93.1      9.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      656)
     167      144      176      257      267      503      508                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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:       29,447
COMMITMENTS
  12,053        0        0   13,994   29,065   26,047   29,065    3,400      382

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -230)
    -528        0        0      611     -428       83     -428     -313      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9      0.0      0.0     47.5     98.7     88.5     98.7     11.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        0        0       10       11       17       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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:       26,571
COMMITMENTS
       0    2,042        0   23,710   23,682   23,710   25,724    2,861      847

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      2,388)
    -177    1,371      -23      996    1,248      796    2,596    1,592     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.7      0.0     89.2     89.1     89.2     96.8     10.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       10       11       10       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       76,435
COMMITMENTS
  15,406    1,782      452   48,783   70,342   64,641   72,576   11,794    3,859

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -8,679)
  -5,854     -273     -581   -1,104   -7,949   -7,539   -8,803   -1,140      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2      2.3      0.6     63.8     92.0     84.6     95.0     15.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9        5        4       45       32       55       40                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,806
COMMITMENTS
  14,003   15,849    3,433   26,975   25,302   44,411   44,584    6,396    6,222

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -5,010)
  -2,964    1,958   -1,437      777   -5,096   -3,624   -4,576   -1,385     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     31.2      6.8     53.1     49.8     87.4     87.8     12.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      66       69       36       84       80      170      165                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      254,032
COMMITMENTS
  70,013   79,243   17,167  134,874  126,511  222,054  222,920   31,979   31,112

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -25,049)
 -14,822    9,789   -7,187    3,887  -25,480  -18,122  -22,878   -6,927   -2,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     31.2      6.8     53.1     49.8     87.4     87.8     12.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      66       69       36       84       80      170      165                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,692
COMMITMENTS
  50,485   40,060   16,144   43,104   60,589  109,733  116,793   30,959   23,899

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -31,858)
 -18,975  -13,599   -2,779   -4,306  -14,424  -26,061  -30,802   -5,797   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     28.5     11.5     30.6     43.1     78.0     83.0     22.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      34       23       26       29       25       75       62                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      553,683
COMMITMENTS
 108,825  117,360   16,684  411,190  404,905  536,699  538,949   16,984   14,733

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -9,666)
 -25,862   -3,023   -1,201   19,577   -3,296   -7,485   -7,520   -2,181   -2,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     21.2      3.0     74.3     73.1     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      56       45       28      115      109      183      170                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,737
COMMITMENTS
  22,685   17,733       73   23,994   33,684   46,752   51,490    7,985    3,247

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      1,146)
     724     -639      -20      554    1,822    1,258    1,163     -112      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     32.4      0.1     43.8     61.5     85.4     94.1     14.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        9        2       20       11       38       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       82,146
COMMITMENTS
  25,895   11,953    2,161   43,572   30,181   71,628   44,295   10,518   37,851

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      9,535)
   2,705      891      386    5,483    1,190    8,574    2,467      961    7,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     14.6      2.6     53.0     36.7     87.2     53.9     12.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       14        5       33       26       62       43                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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:      102,504
COMMITMENTS
  21,096    2,940   23,878   57,290   75,485  102,264  102,303      240      201

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      1,222)
   1,927        0     -379     -420    1,520    1,128    1,141       94       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      2.9     23.3     55.9     73.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        1        1       15       16       24       18                  



Updated February 16, 2018