MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    27,598:       920      4,836      3,000     23,318     19,382     27,238     27,218:       360        380
Old  :    27,598:       920      4,836      3,000     23,318     19,382     27,238     27,218:       360        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       640:      -400         80        200        840        360        640        640:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       17.5       10.9       84.5       70.2       98.7       98.6:       1.3        1.4
Old  :     100.0:       3.3       17.5       10.9       84.5       70.2       98.7       98.6:       1.3        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2         10          6          9          7         16         19:
Old  :        24:         2         10          6          9          7         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.2       65.3       94.9       88.4       50.5       35.9       51.7       46.7
Old  :                 83.2       65.3       94.9       88.4       50.5       35.9       51.7       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     7,831:       731      1,463        994      4,917      4,998      6,643      7,454:     1,188        377
Old  :     7,831:       731      1,463        994      4,917      4,998      6,643      7,454:     1,188        377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       585:        69        149         40        323        356        432        545:       153         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.7       12.7       62.8       63.8       84.8       95.2:      15.2        4.8
Old  :     100.0:       9.3       18.7       12.7       62.8       63.8       84.8       95.2:      15.2        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          7         10         19         19         31         32:
Old  :        39:         8          7         10         19         19         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       47.3       55.4       62.7       36.8       42.6       51.3       54.6
Old  :                 36.8       47.3       55.4       62.7       36.8       42.6       51.3       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    49,987:    15,323      5,477     14,591     15,099     19,925     45,013     39,993:     4,974      9,994
Old  :    49,987:    15,323      5,477     14,591     15,099     19,925     45,013     39,993:     4,974      9,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     1,149:       144        838         31        830        496      1,005      1,366:       144       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       11.0       29.2       30.2       39.9       90.0       80.0:      10.0       20.0
Old  :     100.0:      30.7       11.0       29.2       30.2       39.9       90.0       80.0:      10.0       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        27         22         32         33         36         74         76:
Old  :        91:        27         22         32         33         36         74         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       24.8       46.5       39.3       28.1       21.4       41.8       29.1
Old  :                 29.3       24.8       46.5       39.3       28.1       21.4       41.8       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,435:       446        495      1,840      6,185      6,445      8,471      8,781:       964        655
Old  :     9,435:       446        495      1,840      6,185      6,445      8,471      8,781:       964        655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       101:        23         57        -12         50        132         61        177:        39        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        5.3       19.5       65.6       68.3       89.8       93.1:      10.2        6.9
Old  :     100.0:       4.7        5.3       19.5       65.6       68.3       89.8       93.1:      10.2        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          8          9         28         20         39         30:
Old  :        42:         4          8          9         28         20         39         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       34.1       49.8       55.4       29.5       28.1       43.8       38.2
Old  :                 30.5       34.1       49.8       55.4       29.5       28.1       43.8       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     5,086:       147         93      1,586      3,020      1,886      4,753      3,565:       333      1,521
Old  :     5,086:       147         93      1,586      3,020      1,886      4,753      3,565:       333      1,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :        23:        26        -39        -29         41         74         38          5:       -16         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        1.8       31.2       59.4       37.1       93.5       70.1:       6.5       29.9
Old  :     100.0:       2.9        1.8       31.2       59.4       37.1       93.5       70.1:       6.5       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          4          8          9          8         17         16:
Old  :        20:         4          4          8          9          8         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       43.7       79.7       57.5       51.6       31.3       58.3       35.3
Old  :                 57.5       43.7       79.7       57.5       51.6       31.3       58.3       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   344,735:   114,169     29,919    101,340    101,911    163,253    317,420    294,512:    27,316     50,223
Old  :   216,467:    83,532     37,085     61,329     55,281     89,297    200,143    187,711:    16,324     28,756
Other:   128,268:    44,985      7,183     25,662     46,630     73,956    117,277    106,801:    10,991     21,467
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :      -986:       578      3,053      4,929     -5,963     -8,752       -457       -770:      -529       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        8.7       29.4       29.6       47.4       92.1       85.4:       7.9       14.6
Old  :     100.0:      38.6       17.1       28.3       25.5       41.3       92.5       86.7:       7.5       13.3
Other:     100.0:      35.1        5.6       20.0       36.4       57.7       91.4       83.3:       8.6       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:       141         72        123         93         99        292        244:
Old  :       322:       114         92        101         81         95        254        232:
Other:       228:        79         39         58         71         82        185        151:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       16.0       20.0       22.7       12.7       15.7       19.5       20.8
Old  :                 11.5       17.5       19.7       25.3       11.4       16.9       19.4       22.8
Other:                 21.6       15.3       32.7       25.8       21.4       14.0       31.5       22.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   442,265:   157,979     17,143    109,116    143,441    253,852    410,536    380,111:    31,729     62,154
Old  :   442,265:   157,979     17,143    109,116    143,441    253,852    410,536    380,111:    31,729     62,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,686:    -2,115      1,099      2,432      5,366      1,603      5,684      5,134:         2        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        3.9       24.7       32.4       57.4       92.8       85.9:       7.2       14.1
Old  :     100.0:      35.7        3.9       24.7       32.4       57.4       92.8       85.9:       7.2       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       154         69        144        137        179        364        343:
Old  :       444:       154         69        144        137        179        364        343:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       19.2       23.6       25.7       13.8       18.8       22.6       24.4
Old  :                 13.9       19.2       23.6       25.7       13.8       18.8       22.6       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,460:     1,489        934        633        941      2,168      3,063      3,735:     1,396        724
Old  :     4,460:     1,489        934        633        941      2,168      3,063      3,735:     1,396        724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       512:       402        -26        143       -205        472        339        589:       173        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       20.9       14.2       21.1       48.6       68.7       83.8:      31.3       16.2
Old  :     100.0:      33.4       20.9       14.2       21.1       48.6       68.7       83.8:      31.3       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        18          8         12         15         18         40         34:
Old  :        51:        18          8         12         15         18         40         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       39.2       35.8       55.9       22.4       35.3       33.3       50.8
Old  :                 23.3       39.2       35.8       55.9       22.4       35.3       33.3       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    75,332:    27,937      6,811     23,167     15,037     20,741     66,141     50,718:     9,190     24,613
Old  :    75,332:    27,937      6,811     23,167     15,037     20,741     66,141     50,718:     9,190     24,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     1,814:     1,124       -830        694       -259      1,380      1,559      1,243:       255        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        9.0       30.8       20.0       27.5       87.8       67.3:      12.2       32.7
Old  :     100.0:      37.1        9.0       30.8       20.0       27.5       87.8       67.3:      12.2       32.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        70         45         68         70         90        178        177:
Old  :       232:        70         45         68         70         90        178        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       10.4       26.8       18.6       15.5        8.7       24.1       13.1
Old  :                 16.6       10.4       26.8       18.6       15.5        8.7       24.1       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    31,192:     1,156     13,822      5,721     23,380     10,171     30,257     29,714:       935      1,478
Old  :    31,192:     1,156     13,822      5,721     23,380     10,171     30,257     29,714:       935      1,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :      -106:        12       -192        -79        -45        258       -112        -12:         6        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       44.3       18.3       75.0       32.6       97.0       95.3:       3.0        4.7
Old  :     100.0:       3.7       44.3       18.3       75.0       32.6       97.0       95.3:       3.0        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        13         13         16         23         21         43         43:
Old  :        58:        13         13         16         23         21         43         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       42.2       62.5       61.9       38.9       41.6       57.5       57.1
Old  :                 41.3       42.2       62.5       61.9       38.9       41.6       57.5       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    39,754:     6,554     12,760         12     31,924     25,897     38,490     38,669:     1,264      1,085
Old  :    39,754:     6,554     12,760         12     31,924     25,897     38,490     38,669:     1,264      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     3,810:     2,937      3,217        -78      1,075        635      3,934      3,774:      -124         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       32.1        0.0       80.3       65.1       96.8       97.3:       3.2        2.7
Old  :     100.0:      16.5       32.1        0.0       80.3       65.1       96.8       97.3:       3.2        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          8          1          9          7         19         16:
Old  :        33:        10          8          1          9          7         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       73.4       91.1       92.1       74.5       73.4       91.1       92.1
Old  :                 74.5       73.4       91.1       92.1       74.5       73.4       91.1       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   206,910:    57,138     47,290     22,157     85,958    108,996    165,253    178,443:    41,657     28,467
Old  :   206,910:    57,138     47,290     22,157     85,958    108,996    165,253    178,443:    41,657     28,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    16,514:    12,485     -3,100      3,716       -118     13,824     16,083     14,441:       430      2,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       22.9       10.7       41.5       52.7       79.9       86.2:      20.1       13.8
Old  :     100.0:      27.6       22.9       10.7       41.5       52.7       79.9       86.2:      20.1       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        36         23         25         31         30         79         67:
Old  :       100:        36         23         25         31         30         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       36.3       36.1       51.6       20.3       35.5       31.7       49.3
Old  :                 21.7       36.3       36.1       51.6       20.3       35.5       31.7       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    44,490:    13,840     17,431      1,361     12,928     11,787     28,129     30,579:    16,362     13,911
Old  :    44,490:    13,840     17,431      1,361     12,928     11,787     28,129     30,579:    16,362     13,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,365:     3,324      7,306        -87      1,460       -277      4,697      6,942:       668     -1,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       39.2        3.1       29.1       26.5       63.2       68.7:      36.8       31.3
Old  :     100.0:      31.1       39.2        3.1       29.1       26.5       63.2       68.7:      36.8       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13         13          6         11         10         27         26:
Old  :        42:        13         13          6         11         10         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       32.7       44.7       47.8       34.4       32.7       43.3       47.7
Old  :                 34.5       32.7       44.7       47.8       34.4       32.7       43.3       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   210,083:   130,155     17,431      5,014     66,000    184,325    201,170    206,770:     8,914      3,313
Old  :   210,083:   130,155     17,431      5,014     66,000    184,325    201,170    206,770:     8,914      3,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    -3,495:     4,875     -9,908      2,234    -10,507      4,510     -3,398     -3,164:       -97       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0        8.3        2.4       31.4       87.7       95.8       98.4:       4.2        1.6
Old  :     100.0:      62.0        8.3        2.4       31.4       87.7       95.8       98.4:       4.2        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        84         25          7         20         29        109         56:
Old  :       149:        84         25          7         20         29        109         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       73.5       53.4       83.9       36.9       73.5       53.4       83.5
Old  :                 36.9       73.5       53.4       83.9       36.9       73.5       53.4       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   238,494:    50,668     68,290     26,753    127,116    111,333    204,537    206,377:    33,957     32,117
Old  :   238,494:    50,668     68,290     26,753    127,116    111,333    204,537    206,377:    33,957     32,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    11,935:     3,638       -986      2,305      3,002      8,505      8,945      9,825:     2,991      2,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       28.6       11.2       53.3       46.7       85.8       86.5:      14.2       13.5
Old  :     100.0:      21.2       28.6       11.2       53.3       46.7       85.8       86.5:      14.2       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        37         28         30         32         43         81         89:
Old  :       118:        37         28         30         32         43         81         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       34.0       48.9       46.6       38.7       33.3       44.6       42.8
Old  :                 39.6       34.0       48.9       46.6       38.7       33.3       44.6       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   285,036:    33,801    165,171     20,955    210,142     57,695    264,898    243,821:    20,138     41,215
Old  :   285,036:    33,801    165,171     20,955    210,142     57,695    264,898    243,821:    20,138     41,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     7,935:    -4,123     13,172     -1,476     14,104     -4,069      8,504      7,626:      -569        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       57.9        7.4       73.7       20.2       92.9       85.5:       7.1       14.5
Old  :     100.0:      11.9       57.9        7.4       73.7       20.2       92.9       85.5:       7.1       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        27         47         24         34         33         73         92:
Old  :       121:        27         47         24         34         33         73         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       40.0       60.4       50.0       43.4       39.7       56.5       49.7
Old  :                 45.8       40.0       60.4       50.0       43.4       39.7       56.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   529,449:   196,286    102,487     59,768    186,815    304,799    442,869    467,055:    86,581     62,395
Old  :   529,449:   196,286    102,487     59,768    186,815    304,799    442,869    467,055:    86,581     62,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    21,817:     7,459     -1,007      8,607      3,992     15,265     20,058     22,865:     1,758     -1,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       19.4       11.3       35.3       57.6       83.6       88.2:      16.4       11.8
Old  :     100.0:      37.1       19.4       11.3       35.3       57.6       83.6       88.2:      16.4       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        96         67         64         68         71        196        171:
Old  :       261:        96         67         64         68         71        196        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       30.1       29.2       42.9       18.8       28.4       27.6       38.6
Old  :                 19.2       30.1       29.2       42.9       18.8       28.4       27.6       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    20,342:    11,676      6,740        184      6,718     12,933     18,578     19,857:     1,764        485
Old  :    20,342:    11,676      6,740        184      6,718     12,933     18,578     19,857:     1,764        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,676:     5,742      2,243         58       -470      3,546      5,330      5,847:       346       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.4       33.1        0.9       33.0       63.6       91.3       97.6:       8.7        2.4
Old  :     100.0:      57.4       33.1        0.9       33.0       63.6       91.3       97.6:       8.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         11          1          4          7         16         18:
Old  :        32:        11         11          1          4          7         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       68.1       84.9       82.5       74.9       64.5       82.6       78.6
Old  :                 74.9       68.1       84.9       82.5       74.9       64.5       82.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    57,496:    44,257      8,276        320      6,678     44,798     51,255     53,394:     6,241      4,102
Old  :    57,496:    44,257      8,276        320      6,678     44,798     51,255     53,394:     6,241      4,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    -1,003:    -1,178     -5,254       -144        264      5,029     -1,058       -369:        55       -634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0       14.4        0.6       11.6       77.9       89.1       92.9:      10.9        7.1
Old  :     100.0:      77.0       14.4        0.6       11.6       77.9       89.1       92.9:      10.9        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        52         19          4          9         15         63         36:
Old  :        93:        52         19          4          9         15         63         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       57.1       55.4       73.6       38.3       57.1       55.4       73.6
Old  :                 38.3       57.1       55.4       73.6       38.3       57.1       55.4       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    19,639:    10,171      1,839        578      7,909     16,278     18,658     18,695:       981        944
Old  :    19,639:    10,171      1,839        578      7,909     16,278     18,658     18,695:       981        944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :      -525:    -1,606        207       -392      1,453       -252       -545       -437:        20        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8        9.4        2.9       40.3       82.9       95.0       95.2:       5.0        4.8
Old  :     100.0:      51.8        9.4        2.9       40.3       82.9       95.0       95.2:       5.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        15          7          2          8          4         23         13:
Old  :        31:        15          7          2          8          4         23         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       83.3       69.2       92.1       41.3       67.1       57.5       74.2
Old  :                 47.7       83.3       69.2       92.1       41.3       67.1       57.5       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :20,696,862:   869,507  2,144,178  8,456,256 10,657,431  8,797,155 19,983,194 19,397,589:   713,668  1,299,274
Old  :20,696,862:   869,507  2,144,178  8,456,256 10,657,431  8,797,155 19,983,194 19,397,589:   713,668  1,299,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :  -834,336:   192,723     44,473   -747,067   -353,009   -172,730   -907,353   -875,324:    73,017     40,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       10.4       40.9       51.5       42.5       96.6       93.7:       3.4        6.3
Old  :     100.0:       4.2       10.4       40.9       51.5       42.5       96.6       93.7:       3.4        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        47        135        144        122        142        276        324:
Old  :       336:        47        135        144        122        142        276        324:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       18.5       41.7       30.3       20.4        7.8       22.9       10.9
Old  :                 28.5       18.5       41.7       30.3       20.4        7.8       22.9       10.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   788,641:   105,451     89,905    112,489    478,116    486,678    696,056    689,073:    92,585     99,569
Old  :   788,641:   105,451     89,905    112,489    478,116    486,678    696,056    689,073:    92,585     99,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    39,996:     2,641      2,115     12,130     23,835     16,281     38,605     30,526:     1,391      9,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       11.4       14.3       60.6       61.7       88.3       87.4:      11.7       12.6
Old  :     100.0:      13.4       11.4       14.3       60.6       61.7       88.3       87.4:      11.7       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       680:       173        173        191        243        258        511        527:
Old  :       680:       173        173        191        243        258        511        527:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       12.1       22.8       20.0       11.5       11.7       18.0       16.9
Old  :                 13.1       12.1       22.8       20.0       11.5       11.7       18.0       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   101,158:     3,737      6,681     22,162     40,486     52,499     66,385     81,342:    34,774     19,816
Old  :   101,158:     3,737      6,681     22,162     40,486     52,499     66,385     81,342:    34,774     19,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    16,106:      -198      2,130      5,585      8,701      7,288     14,087     15,003:     2,019      1,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        6.6       21.9       40.0       51.9       65.6       80.4:      34.4       19.6
Old  :     100.0:       3.7        6.6       21.9       40.0       51.9       65.6       80.4:      34.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        13         18         25         29         31         59         57:
Old  :        69:        13         18         25         29         31         59         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       26.7       30.3       41.5       10.4       20.3       16.2       29.7
Old  :                 18.6       26.7       30.3       41.5       10.4       20.3       16.2       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,437,416:   515,999    423,551    444,207  2,188,151  2,170,892  3,148,358  3,038,650:   289,058    398,765
Old  : 3,437,416:   515,999    423,551    444,207  2,188,151  2,170,892  3,148,358  3,038,650:   289,058    398,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :   119,450:    18,030      3,760     28,889     75,670     44,962    122,590     77,612:    -3,140     41,838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       12.3       12.9       63.7       63.2       91.6       88.4:       8.4       11.6
Old  :     100.0:      15.0       12.3       12.9       63.7       63.2       91.6       88.4:       8.4       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       661:       168        165        181        237        252        492        511:
Old  :       661:       168        165        181        237        252        492        511:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       12.5       24.8       19.9       13.0       12.2       20.3       18.0
Old  :                 14.8       12.5       24.8       19.9       13.0       12.2       20.3       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    23,406:     6,619          0          0     13,629     22,652     20,248     22,652:     3,158        754
Old  :    23,406:     6,619          0          0     13,629     22,652     20,248     22,652:     3,158        754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     2,353:     2,171       -396          0         72      2,701      2,243      2,305:       110         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        0.0        0.0       58.2       96.8       86.5       96.8:      13.5        3.2
Old  :     100.0:      28.3        0.0        0.0       58.2       96.8       86.5       96.8:      13.5        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          0          0          7          7         14          7:
Old  :        20:         7          0          0          7          7         14          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       76.3       75.3       96.8       55.2       76.3       75.3       94.9
Old  :                 55.2       76.3       75.3       96.8       55.2       76.3       75.3       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :    15,167:     8,481        663          0      4,601     13,910     13,082     14,573:     2,085        594
Old  :    15,167:     8,481        663          0      4,601     13,910     13,082     14,573:     2,085        594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :      -337:      -477          0          0          0       -310       -477       -310:       140        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.9        4.4        0.0       30.3       91.7       86.3       96.1:      13.7        3.9
Old  :     100.0:      55.9        4.4        0.0       30.3       91.7       86.3       96.1:      13.7        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          2          0          7          9         13         11:
Old  :        22:         6          2          0          7          9         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       73.2       78.0       91.7       63.3       73.2       75.7       88.3
Old  :                 64.2       73.2       78.0       91.7       63.3       73.2       75.7       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    91,877:    23,863      2,943        965     54,848     84,277     79,676     88,185:    12,201      3,692
Old  :    91,877:    23,863      2,943        965     54,848     84,277     79,676     88,185:    12,201      3,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    -1,013:       334        -42        466     -2,082     -1,428     -1,282     -1,004:       269         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.2        1.1       59.7       91.7       86.7       96.0:      13.3        4.0
Old  :     100.0:      26.0        3.2        1.1       59.7       91.7       86.7       96.0:      13.3        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        15          6          5         41         39         57         49:
Old  :        83:        15          6          5         41         39         57         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       42.3       51.7       63.6       36.4       42.2       50.8       63.2
Old  :                 36.7       42.3       51.7       63.6       36.4       42.2       50.8       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    59,501:    20,677     12,702      2,145     29,918     36,334     52,739     51,181:     6,761      8,320
Old  :    59,501:    20,677     12,702      2,145     29,918     36,334     52,739     51,181:     6,761      8,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     1,096:     2,287        693          7     -1,136        203      1,159        904:       -62        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       21.3        3.6       50.3       61.1       88.6       86.0:      11.4       14.0
Old  :     100.0:      34.8       21.3        3.6       50.3       61.1       88.6       86.0:      11.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        63         82         29         71         86        151        180:
Old  :       270:        63         82         29         71         86        151        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       20.0       41.4       30.3       29.4       19.4       41.3       29.5
Old  :                 29.6       20.0       41.4       30.3       29.4       19.4       41.3       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   297,503:   103,383     63,511     10,725    149,590    181,668    263,697    255,905:    33,806     41,598
Old  :   297,503:   103,383     63,511     10,725    149,590    181,668    263,697    255,905:    33,806     41,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,482:    11,436      3,467         36     -5,679      1,015      5,793      4,519:      -312        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       21.3        3.6       50.3       61.1       88.6       86.0:      11.4       14.0
Old  :     100.0:      34.8       21.3        3.6       50.3       61.1       88.6       86.0:      11.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        63         82         29         71         86        151        180:
Old  :       270:        63         82         29         71         86        151        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       20.0       41.4       30.3       29.4       19.4       41.3       29.5
Old  :                 29.6       20.0       41.4       30.3       29.4       19.4       41.3       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   144,092:    66,882     17,848     14,173     25,637     84,627    106,692    116,648:    37,400     27,444
Old  :   144,092:    66,882     17,848     14,173     25,637     84,627    106,692    116,648:    37,400     27,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    29,059:    11,966       -874      3,590      4,646     22,447     20,202     25,163:     8,857      3,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       12.4        9.8       17.8       58.7       74.0       81.0:      26.0       19.0
Old  :     100.0:      46.4       12.4        9.8       17.8       58.7       74.0       81.0:      26.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        42         22         16         25         30         74         61:
Old  :        99:        42         22         16         25         30         74         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       39.9       27.7       51.0       15.3       36.3       26.7       44.1
Old  :                 15.4       39.9       27.7       51.0       15.3       36.3       26.7       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    36,265:    13,985      5,692          2     14,252     27,189     28,239     32,883:     8,026      3,382
Old  :    36,265:    13,985      5,692          2     14,252     27,189     28,239     32,883:     8,026      3,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :      -286:       324       -531        -26       -498         -9       -200       -566:       -86        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       15.7        0.0       39.3       75.0       77.9       90.7:      22.1        9.3
Old  :     100.0:      38.6       15.7        0.0       39.3       75.0       77.9       90.7:      22.1        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          4          1         15         11         32         16:
Old  :        43:        17          4          1         15         11         32         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       78.5       46.7       85.5       33.2       78.5       46.7       85.2
Old  :                 33.2       78.5       46.7       85.5       33.2       78.5       46.7       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    58,755:    15,094      5,287      2,569     31,504     13,853     49,167     21,709:     9,588     37,046
Old  :    58,755:    15,094      5,287      2,569     31,504     13,853     49,167     21,709:     9,588     37,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :   -10,837:      -279     -1,395      1,043    -11,054     -6,708    -10,290     -7,060:      -547     -3,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        9.0        4.4       53.6       23.6       83.7       36.9:      16.3       63.1
Old  :     100.0:      25.7        9.0        4.4       53.6       23.6       83.7       36.9:      16.3       63.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        23         14          6         32         20         58         37:
Old  :        80:        23         14          6         32         20         58         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       12.8       35.5       20.0       24.0       12.3       34.9       17.9
Old  :                 24.1       12.8       35.5       20.0       24.0       12.3       34.9       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    15,687:     8,250      6,021        637      6,290      8,726     15,177     15,384:       510        303
Old  :    15,687:     8,250      6,021        637      6,290      8,726     15,177     15,384:       510        303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       293:         4        177        285         -6          0        283        462:        10       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       38.4        4.1       40.1       55.6       96.7       98.1:       3.3        1.9
Old  :     100.0:      52.6       38.4        4.1       40.1       55.6       96.7       98.1:       3.3        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          5          2          8          2         16          7:
Old  :        20:         6          5          2          8          2         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       92.7       89.1       98.1       80.0       88.6       86.6       92.2
Old  :                 80.0       92.7       89.1       98.1       80.0       88.6       86.6       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :    87,225:     6,158     16,947     21,891     59,154     48,387     87,203     87,225:        22          0
Old  :    87,225:     6,158     16,947     21,891     59,154     48,387     87,203     87,225:        22          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     1,143:         0       -150        525        620        768      1,145      1,143:        -2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.4       25.1       67.8       55.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.1       19.4       25.1       67.8       55.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          2         11         13         16         16:
Old  :        20:         3          3          2         11         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.6       83.1       96.2       94.9       35.9       30.3       36.7       35.0
Old  :                 84.6       83.1       96.2       94.9       35.9       30.3       36.7       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 21, 2017