MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,950
COMMITMENTS
   1,800    6,300    2,700   23,050   18,550   27,550   27,550      400      400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        114)
    -280      804       20      374     -710      114      114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     22.5      9.7     82.5     66.4     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       11        3        8        8       13       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,745
COMMITMENTS
     568    1,320      995    5,144    4,989    6,708    7,305    1,037      440

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        157)
      -4      121      -79      295      278      212      319      -55     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     17.0     12.9     66.4     64.4     86.6     94.3     13.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        9       10       19       21       30       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,216
COMMITMENTS
  20,332    6,861   15,620   15,601   22,156   51,553   44,637    4,663   11,580

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        316)
    -100     -169      171      409       13      480       15     -163      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2     12.2     27.8     27.8     39.4     91.7     79.4      8.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       28       32       32       33       71       71                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,529
COMMITMENTS
   1,033      837    2,057    6,464    6,888    9,554    9,782      976      748

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        260)
    -193      -33      114      252      282      173      363       87     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      7.9     19.5     61.4     65.4     90.7     92.9      9.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10        8       10       26       21       41       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,787
COMMITMENTS
  82,642   25,636   84,804   91,644  133,684  259,089  244,123   22,697   37,663

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      9,526)
   8,558   -7,027    3,093   -2,216   12,684    9,435    8,750       91      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3      9.1     30.1     32.5     47.4     91.9     86.6      8.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     119       62      123       75       78      257      214                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      509,737
COMMITMENTS
 180,481   19,006  149,399  142,514  271,712  472,394  440,116   37,343   69,621

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      4,172)
   4,575     -368   -1,543    1,448    4,206    4,480    2,295     -308    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4      3.7     29.3     28.0     53.3     92.7     86.3      7.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      472)
     172       65      162      147      186      406      357                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,294
COMMITMENTS
   1,467    1,438      747    1,412    2,110    3,626    4,295    1,669    1,000

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        118)
    -242        2       75      275       98      108      175       11      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     27.2     14.1     26.7     39.8     68.5     81.1     31.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       11       12       20       22       45       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       73,175
COMMITMENTS
  26,510    7,463   22,027   15,020   18,841   63,557   48,331    9,618   24,844

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,270)
      50      605      687      505      144    1,242    1,436       28     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2     10.2     30.1     20.5     25.7     86.9     66.0     13.1     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      83       57       72       64       96      191      192                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,639
COMMITMENTS
     628    4,987      396    4,113      756    5,137    6,138    1,502      500

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         33)
      38        9       30       30       77       98      116      -65      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     75.1      6.0     62.0     11.4     77.4     92.5     22.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        7       10        7       19       17                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       38,369
COMMITMENTS
   1,367   20,201    7,205   29,101    9,383   37,673   36,788      696    1,581

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        123)
    -499       30      210      192      -97      -97      143      221      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     52.6     18.8     75.8     24.5     98.2     95.9      1.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       21       21       27       23       53       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,059
COMMITMENTS
  10,272    2,147        0   24,373   33,085   34,645   35,232    1,414      827

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        105)
  -1,704      164        0    1,662      -25      -42      139      147      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      6.0      0.0     67.6     91.8     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        8        0       10        7       23       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      229,155
COMMITMENTS
  29,302  128,557   10,722  159,286   46,991  199,310  186,269   29,845   42,886

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -9,949)
  -9,288   -8,222     -388    3,402     -127   -6,275   -8,737   -3,673   -1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     56.1      4.7     69.5     20.5     87.0     81.3     13.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      28       47       22       28       32       66       91                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,728
COMMITMENTS
   6,228   25,468    1,842   31,477   12,062   39,547   39,372   13,181   13,356

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,504)
   2,230      618      324   -4,299    6,319   -1,746    7,260    4,250   -4,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     48.3      3.5     59.7     22.9     75.0     74.7     25.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       18       10       12       10       28       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      211,758
COMMITMENTS
  98,609   44,237    3,363  101,537  160,925  203,509  208,525    8,249    3,233

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     27,253)
   5,923   21,672    1,258   20,337    4,155   27,518   27,085     -265      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     20.9      1.6     47.9     76.0     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      78       31       12       16       26      101       63                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      295,001
COMMITMENTS
  46,262   73,661   28,548  188,236  161,372  263,046  263,581   31,955   31,421

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      5,592)
   1,236   -7,065    3,373    1,741   10,863    6,350    7,171     -758   -1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     25.0      9.7     63.8     54.7     89.2     89.3     10.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      32       43       30       34       46       84      101                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      255,577
COMMITMENTS
  39,576   92,842   25,835  166,232   95,231  231,643  213,907   23,934   41,669

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -7,684)
  -2,397   -8,193    3,394   -9,125    1,388   -8,128   -3,410      444   -4,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     36.3     10.1     65.0     37.3     90.6     83.7      9.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      31       40       25       33       43       78       94                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      545,856
COMMITMENTS
 170,864  105,284   63,636  235,916  315,628  470,416  484,548   75,441   61,308

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     29,074)
   7,883  -18,406    8,837    9,480   40,350   26,199   30,781    2,875   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     19.3     11.7     43.2     57.8     86.2     88.8     13.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      92       83       70       71       75      199      192                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,969
COMMITMENTS
  16,462    6,569      409    5,850   23,571   22,721   30,549   12,248    4,420

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,044)
   1,709    1,659       12       45      359    1,766    2,030      278       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     18.8      1.2     16.7     67.4     65.0     87.4     35.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        2        7        6       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,696
COMMITMENTS
  11,909    4,259       34   10,127   18,439   22,070   22,732    1,626      964

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        663)
     367      289        0      652       94    1,019      383     -356      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3     18.0      0.1     42.7     77.8     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       12        1        5        7       19       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,165
COMMITMENTS
  14,018   23,235      433   26,465   15,418   40,916   39,086    3,249    5,079

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,022)
   2,100     -637       97   -3,456      -83   -1,259     -623      237     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     52.6      1.0     59.9     34.9     92.6     88.5      7.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       28        6       14       14       40       46                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,808
COMMITMENTS
   4,417    2,918    2,848    9,490   11,256   16,755   17,022    1,053      786

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        123)
     -67       60      200       10      -80      143      180      -20      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     16.4     16.0     53.3     63.2     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        2        9        6       16       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   23,538,223
COMMITMENTS
 771,595  2797996 10744268 11381080  8866823 22896944 22409087  641,279  1129136

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    994,340)
  92,072 -237,102  650,610  227,576  629,845  970,258  1043354   24,082  -49,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     11.9     45.6     48.4     37.7     97.3     95.2      2.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      50      138      151      128      150      289      339                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      862,733
COMMITMENTS
 105,383  104,249  127,018  533,051  523,906  765,452  755,173   97,281  107,560

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -663)
   3,119      122     -351   -3,228   -5,636     -460   -5,865     -203    5,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     12.1     14.7     61.8     60.7     88.7     87.5     11.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     157      175      183      253      268      509      529                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      137,106
COMMITMENTS
   4,408   14,316   27,677   73,428   61,276  105,512  103,268   31,594   33,838

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -243)
    -388     -680   -1,914      662   -1,092   -1,640   -3,685    1,397    3,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     10.4     20.2     53.6     44.7     77.0     75.3     23.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10       14       22       30       28       55       51                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,628,133
COMMITMENTS
 556,883  501,676  444,698  2298118  2313149  3299699  3259523  328,434  368,610

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -2,104)
   4,599   -8,930   20,750  -19,452  -22,719    5,897  -10,900   -8,001    8,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     13.8     12.3     63.3     63.8     90.9     89.8      9.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     155      168      176      247      262      493      516                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,141
COMMITMENTS
  22,489    3,807      668   57,637   85,416   80,794   89,891   12,347    3,250

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -2,919)
     769      295     -750   -2,885   -2,463   -2,866   -2,918      -53       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      4.1      0.7     61.9     91.7     86.7     96.5     13.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        8        5       45       31       61       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,291
COMMITMENTS
  23,806    9,226    2,612   23,208   37,089   49,626   48,927    6,665    7,364

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -578)
  -1,471     -654      129      820      191     -521     -334      -57     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     16.4      4.6     41.2     65.9     88.2     86.9     11.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      74       64       32       73       77      165      155                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,456
COMMITMENTS
 119,030   46,131   13,061  116,041  185,443  248,132  244,636   33,324   36,820

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -2,889)
  -7,353   -3,269      647    4,102      953   -2,605   -1,669     -285   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     16.4      4.6     41.2     65.9     88.2     86.9     11.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      74       64       32       73       77      165      155                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      145,342
COMMITMENTS
  41,612   41,314    9,470   74,037   62,556  125,120  113,341   20,223   32,001

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -9,714)
  -8,640   -5,616     -354      527    1,380   -8,466   -4,589   -1,248   -5,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     28.4      6.5     50.9     43.0     86.1     78.0     13.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       28       17       24       32       58       69                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,148
COMMITMENTS
  17,364   12,581       23   12,963   24,385   30,350   36,989    9,798    3,159

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -906)
     -28     -368        0      326     -233      298     -601   -1,204     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2     31.3      0.1     32.3     60.7     75.6     92.1     24.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        8        1       16       12       37       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,756
COMMITMENTS
  26,633   15,073    1,200   44,003   37,525   71,836   53,798    9,920   27,958

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,670)
  -3,038   -1,161      273    4,919     -406    2,154   -1,294      516    3,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     18.4      1.5     53.8     45.9     87.9     65.8     12.1     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       21        4       30       26       54       49                  



Updated May 26, 2017