MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,598
COMMITMENTS
     920    4,836    3,000   23,318   19,382   27,238   27,218      360      380

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        640)
    -400       80      200      840      360      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     17.5     10.9     84.5     70.2     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       10        6        9        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,727
COMMITMENTS
     391      817      231    4,104    4,351    4,726    5,399    1,001      328

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        384)
     -18       48       -2      261      303      241      349      143       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     14.3      4.0     71.7     76.0     82.5     94.3     17.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6       10       17       19       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,161
COMMITMENTS
  14,947    8,265    1,162    8,694   14,394   24,803   23,821    3,358    4,340

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,097)
    -293      207      335      691      584      733    1,126      364      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     29.3      4.1     30.9     51.1     88.1     84.6     11.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       26       20       17       25       50       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,121
COMMITMENTS
     693      256      364    4,313    4,936    5,370    5,556      751      565

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         27)
       5       42      -28       14       88       -9      102       36      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      4.2      5.9     70.5     80.6     87.7     90.8     12.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        5        8       23       19       32       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,444
COMMITMENTS
 115,959   52,648   39,283   96,214  141,118  251,456  233,049   23,988   42,395

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -4,079)
    -422      841    3,315   -6,382   -8,364   -3,489   -4,208     -590      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     19.1     14.3     34.9     51.2     91.3     84.6      8.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     122       76      109       74       93      260      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      376,022
COMMITMENTS
 158,255   46,929   50,523  138,520  228,881  347,298  326,333   28,724   49,689

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      4,329)
  -2,903      537    1,834    5,163    1,188    4,094    3,559      235      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     12.5     13.4     36.8     60.9     92.4     86.8      7.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     127       83      118       98      159      300      315                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,133
COMMITMENTS
   1,490    1,101      380      890    1,991    2,760    3,472    1,373      661

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        401)
     398       65       38     -218      404      218      507      183     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     26.6      9.2     21.5     48.2     66.8     84.0     33.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       11        7       13       17       34       32                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       60,374
COMMITMENTS
  26,897   10,658   10,878   14,453   18,847   52,228   40,383    8,146   19,991

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,613)
   1,002     -641      191      -22    1,299    1,171      849      442      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     17.7     18.0     23.9     31.2     86.5     66.9     13.5     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      59       48       57       47       77      143      160                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       21,684
COMMITMENTS
   2,970   13,461      863   17,137    6,448   20,970   20,772      714      912

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         18)
      36     -147     -102       64      344       -2       95       20      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     62.1      4.0     79.0     29.7     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       12       10       21       17       38       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,754
COMMITMENTS
   6,554   12,760       12   31,924   25,897   38,490   38,669    1,264    1,085

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      3,810)
   2,937    3,217      -78    1,075      635    3,934    3,774     -124       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     32.1      0.0     80.3     65.1     96.8     97.3      3.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        1        9        7       19       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      169,522
COMMITMENTS
  60,000   51,957    4,699   65,157   87,484  129,856  144,140   39,666   25,382

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      8,457)
  13,920   -2,727     -647   -5,013   10,683    8,260    7,309      197    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     30.6      2.8     38.4     51.6     76.6     85.0     23.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       22       18       23       27       67       59                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,183
COMMITMENTS
  13,832   17,499      929   12,254   11,043   27,015   29,471   16,168   13,712

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,240)
   3,473    7,348     -226    1,368     -293    4,615    6,829      625   -1,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     40.5      2.2     28.4     25.6     62.6     68.2     37.4     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       13        6       11        8       27       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      209,717
COMMITMENTS
 130,155   17,616    4,776   65,879  184,118  200,810  206,510    8,907    3,207

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -3,524)
   4,864   -9,816    2,238  -10,532    4,438   -3,430   -3,140      -94     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1      8.4      2.3     31.4     87.8     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      84       23        6       18       28      106       53                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      200,185
COMMITMENTS
  50,883   67,356    9,076  108,392   94,589  168,351  171,021   31,834   29,164

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      6,537)
   4,269   -3,396      707   -1,148    8,043    3,828    5,354    2,709    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     33.6      4.5     54.1     47.3     84.1     85.4     15.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      35       29       20       28       35       72       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      250,071
COMMITMENTS
  37,419  164,338    5,428  188,763   41,117  231,610  210,883   18,461   39,188

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     10,285)
  -3,359   11,435     -365   13,897     -597   10,173   10,473      112     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     65.7      2.2     75.5     16.4     92.6     84.3      7.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      30       41       16       32       29       68       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      446,259
COMMITMENTS
 199,540  108,219   15,560  150,114  268,566  365,214  392,345   81,045   53,914

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      9,360)
   9,273    1,740   -1,094      -33   10,414    8,146   11,060    1,214   -1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     24.3      3.5     33.6     60.2     81.8     87.9     18.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      96       54       42       64       66      177      146                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,342
COMMITMENTS
  11,676    6,740      184    6,718   12,933   18,578   19,857    1,764      485

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,676)
   5,742    2,243       58     -470    3,546    5,330    5,847      346     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     33.1      0.9     33.0     63.6     91.3     97.6      8.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11       11        1        4        7       16       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       57,496
COMMITMENTS
  44,257    8,276      320    6,678   44,798   51,255   53,394    6,241    4,102

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -1,003)
  -1,178   -5,254     -144      264    5,029   -1,058     -369       55     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0     14.4      0.6     11.6     77.9     89.1     92.9     10.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      52       19        4        9       15       63       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,639
COMMITMENTS
  10,171    1,839      578    7,909   16,278   18,658   18,695      981      944

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -525)
  -1,606      207     -392    1,453     -252     -545     -437       20      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      9.4      2.9     40.3     82.9     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        7        2        8        4       23       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,936,689
COMMITMENTS
 912,533  2436598  2554318  8774314  6681705 12241165 11672621  695,524  1264068

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -34,383)
 121,698  -16,354  -31,487 -202,265  -31,007 -112,054  -78,848   77,671   44,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     18.8     19.7     67.8     51.6     94.6     90.2      5.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      49      104      111      107      132      232      285                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      631,177
COMMITMENTS
 107,255   85,494   25,600  421,755  440,231  554,611  551,326   76,566   79,851

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     16,719)
   4,976    1,562      496   10,427    8,207   15,899   10,265      821    6,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     13.5      4.1     66.8     69.7     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     129      134       71      219      237      378      412                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       48,357
COMMITMENTS
   3,362    2,083        0   19,415   34,018   22,777   36,101   25,580   12,256

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      2,831)
    -517      831        0    2,202    1,849    1,685    2,680    1,146      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.3      0.0     40.1     70.3     47.1     74.7     52.9     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        9        0       16       22       21       31                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,914,099
COMMITMENTS
 525,302  422,891  122,167  2011702  2031065  2659171  2576123  254,928  337,976

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     69,442)
  31,139    7,330   -1,196   41,125   31,791   71,068   37,925   -1,626   31,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     14.5      4.2     69.0     69.7     91.3     88.4      8.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     128      134       68      216      229      375      400                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       23,406
COMMITMENTS
   6,619        0        0   13,629   22,652   20,248   22,652    3,158      754

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      2,353)
   2,171     -396        0       72    2,701    2,243    2,305      110       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      0.0      0.0     58.2     96.8     86.5     96.8     13.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        7        7       14        7                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       15,167
COMMITMENTS
   8,481      663        0    4,601   13,910   13,082   14,573    2,085      594

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -337)
    -477        0        0        0     -310     -477     -310      140      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9      4.4      0.0     30.3     91.7     86.3     96.1     13.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0        7        9       13       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,877
COMMITMENTS
  23,863    2,943      965   54,848   84,277   79,676   88,185   12,201    3,692

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -1,013)
     334      -42      466   -2,082   -1,428   -1,282   -1,004      269       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      3.2      1.1     59.7     91.7     86.7     96.0     13.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15        6        5       41       39       57       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,703
COMMITMENTS
  20,604   12,852      853   28,834   35,211   50,291   48,916    6,412    7,787

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        718)
   2,351      745      -67   -1,591     -175      693      503       24      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     22.7      1.5     50.9     62.1     88.7     86.3     11.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      62       76       17       66       82      135      168                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      283,514
COMMITMENTS
 103,022   64,261    4,264  144,170  176,055  251,456  244,580   32,058   38,934

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      3,589)
  11,757    3,726     -337   -7,953     -874    3,467    2,515      122    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     22.7      1.5     50.9     62.1     88.7     86.3     11.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      62       76       17       66       82      135      168                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,718
COMMITMENTS
  69,075   17,719    1,761   11,175   73,624   82,011   93,104   35,707   24,614

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     19,588)
  13,125   -1,425   -1,278     -747   19,736   11,100   17,033    8,488    2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     15.1      1.5      9.5     62.5     69.7     79.1     30.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      43       18       12       19       26       67       51                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,265
COMMITMENTS
  13,985    5,692        2   14,252   27,189   28,239   32,883    8,026    3,382

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -286)
     324     -531      -26     -498       -9     -200     -566      -86      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     15.7      0.0     39.3     75.0     77.9     90.7     22.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        4        1       15       11       32       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,755
COMMITMENTS
  15,094    5,287    2,569   31,504   13,853   49,167   21,709    9,588   37,046

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -10,837)
    -279   -1,395    1,043  -11,054   -6,708  -10,290   -7,060     -547   -3,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      9.0      4.4     53.6     23.6     83.7     36.9     16.3     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       14        6       32       20       58       37                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,687
COMMITMENTS
   8,250    6,021      637    6,290    8,726   15,177   15,384      510      303

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        293)
       4      177      285       -6        0      283      462       10     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     38.4      4.1     40.1     55.6     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        2        8        2       16        7                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       87,225
COMMITMENTS
   6,158   16,947   21,891   59,154   48,387   87,203   87,225       22        0

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,143)
       0     -150      525      620      768    1,145    1,143       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     19.4     25.1     67.8     55.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        2       11       13       16       16                  



Updated July 21, 2017