MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,188
COMMITMENTS
   1,200    5,504    2,880   22,736   18,432   26,816   26,816      372      372

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        420)
     400      332      120      140      208      660      660     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     20.2     10.6     83.6     67.8     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3       10        6        8        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,438
COMMITMENTS
     608    1,272    1,268    5,360    5,587    7,235    8,126    1,203      312

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        380)
     -70        7       93      289      275      313      376       67        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     15.1     15.0     63.5     66.2     85.7     96.3     14.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        8       12       26       22       40       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,605
COMMITMENTS
  14,357    4,789   13,672   15,808   20,032   43,838   38,494    4,767   10,111

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,534)
     779   -1,145    1,809      199      950    2,787    1,614     -254      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5      9.9     28.1     32.5     41.2     90.2     79.2      9.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       19       32       37       39       76       77                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,235
COMMITMENTS
     899      507    2,089    6,183    7,227    9,170    9,822    1,064      413

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        529)
     152       32      189      179      318      520      539        8      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      4.9     20.4     60.4     70.6     89.6     96.0     10.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        7       10       27       19       40       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      312,947
COMMITMENTS
  98,183   33,884   90,519  101,686  142,300  290,388  266,703   22,560   46,244

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      3,937)
  -8,490    1,902   11,909    1,059  -10,064    4,479    3,748     -541      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     10.8     28.9     32.5     45.5     92.8     85.2      7.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     110       97      135       86       87      274      257                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      377,170
COMMITMENTS
 133,262   30,149   77,447  138,391  214,195  349,100  321,791   28,070   55,379

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      6,043)
   1,216    7,655    2,870    1,798   -6,144    5,883    4,381      160    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3      8.0     20.5     36.7     56.8     92.6     85.3      7.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     134       74      149      135      162      341      332                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,542
COMMITMENTS
   1,802    1,091      561      868    2,117    3,231    3,768    1,310      773

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:         62)
      34      -36      117      -34       87      117      169      -56     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.7     24.0     12.3     19.1     46.6     71.1     83.0     28.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        8       14       16       23       41       39                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       70,030
COMMITMENTS
  23,171    6,710   24,183   14,175   17,066   61,529   47,959    8,501   22,072

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -1,023)
     709     -451     -661     -683        5     -635   -1,108     -388       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      9.6     34.5     20.2     24.4     87.9     68.5     12.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      68       46       73       60       81      167      168                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,293
COMMITMENTS
     335    3,085      213    2,630      730    3,178    4,028    1,115      265

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:         35)
      15       80        0       -3      -15       12       65       23      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     71.9      5.0     61.3     17.0     74.0     93.8     26.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        5       11        8       17       17                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,736
COMMITMENTS
     723   12,540    4,589   22,538   10,444   27,850   27,573      886    1,164

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,025)
    -120      694      448    1,688      683    2,016    1,824        9      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     43.6     16.0     78.4     36.3     96.9     96.0      3.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       19       14       27       24       47       46                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,170
COMMITMENTS
   3,861    3,904      113   27,612   27,738   31,586   31,755    1,584    1,415

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -1,673)
     650   -2,826       -9   -2,361      903   -1,720   -1,932       47      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     11.8      0.3     83.2     83.6     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        7        1        9        7       22       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      225,909
COMMITMENTS
  85,231   30,557   20,270   77,665  146,694  183,166  197,520   42,743   28,389

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      5,985)
   5,286    3,235    1,797   -1,005      859    6,078    5,891      -94       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.7     13.5      9.0     34.4     64.9     81.1     87.4     18.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      46       18       25       29       27       85       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,454
COMMITMENTS
  13,209   14,666    2,377   14,586   11,158   30,172   28,201   13,282   15,253

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,569)
   1,041      507       80     -932      342      188      928    1,381      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     33.7      5.5     33.6     25.7     69.4     64.9     30.6     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       11        7        5        9       25       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      246,740
COMMITMENTS
 135,549   38,450    7,152   95,441  197,517  238,141  243,119    8,599    3,622

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,635)
  -2,307   -1,696    3,753    1,642     -193    3,088    1,863     -452      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.9     15.6      2.9     38.7     80.1     96.5     98.5      3.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      79       40        9       21       26      109       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      265,701
COMMITMENTS
  58,189  109,015   35,463  143,344   89,514  236,997  233,993   28,705   31,709

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      8,010)
     625    7,487     -623   11,023      251   11,025    7,115   -3,015      895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     41.0     13.3     53.9     33.7     89.2     88.1     10.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      37       35       31       29       42       78       96                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      249,457
COMMITMENTS
  40,709  113,007   30,026  153,669   74,624  224,404  217,657   25,053   31,800

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -6,053)
    -128   -6,483   -2,084   -4,972    3,681   -7,184   -4,885    1,130   -1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     45.3     12.0     61.6     29.9     90.0     87.3     10.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      35       34       26       33       34       82       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      582,900
COMMITMENTS
 190,948  100,169   83,046  218,632  332,174  492,626  515,389   90,273   67,510

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     26,937)
  -4,686   -3,617   11,877   13,340   11,354   20,532   19,614    6,405    7,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     17.2     14.2     37.5     57.0     84.5     88.4     15.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     101       71       72       67       71      204      179                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,904
COMMITMENTS
  12,715    3,022    1,549    7,167   26,073   21,431   30,644   13,473    4,260

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        171)
    -727     -311      209        4      159     -514       57      685      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      8.7      4.4     20.5     74.7     61.4     87.8     38.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        4        8        4       18       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       34,051
COMMITMENTS
  17,134    7,819       38   15,009   25,323   32,181   33,180    1,870      871

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      9,305)
      27      898       13    9,216    7,980    9,256    8,891       49      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3     23.0      0.1     44.1     74.4     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16       12        1        5        8       22       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,732
COMMITMENTS
  29,002   10,198      747    8,363   29,667   38,112   40,612    5,620    3,120

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -358)
    -588    2,490     -318    1,210   -2,106      304       66     -662     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.3     23.3      1.7     19.1     67.8     87.1     92.9     12.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      48       17        8       11       12       61       35                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       25,925
COMMITMENTS
  16,727    5,103       27    8,177   19,971   24,931   25,101      994      824

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,591)
   1,673    1,252   -1,337    2,250    2,644    2,586    2,559        5       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.5     19.7      0.1     31.5     77.0     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        7        1        5        6       20       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,004,321
COMMITMENTS
 1080319  2261587  9119189 11091710  9477279 21291218 20858055  713,103  1146266

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    477,346)
  35,026    7,784  248,394  194,692  239,613  478,112  495,791     -766  -18,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     10.3     41.4     50.4     43.1     96.8     94.8      3.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      52      143      151      140      160      304      353                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      888,916
COMMITMENTS
 123,521   86,807  129,275  542,658  567,438  795,455  783,520   93,461  105,395

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     18,189)
   6,448   -5,285   -1,574   13,678   21,449   18,551   14,590     -362    3,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      9.8     14.5     61.0     63.8     89.5     88.1     10.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     178      183      201      260      278      544      556                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      109,572
COMMITMENTS
   3,993    7,902   15,335   52,223   63,539   71,551   86,775   38,021   22,796

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,346)
    -705     -602   -2,209    3,422    4,691      508    1,881    1,838      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      7.2     14.0     47.7     58.0     65.3     79.2     34.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       16       22       30       34       57       57                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,896,720
COMMITMENTS
 616,849  413,733  550,495  2452176  2519498  3619520  3483725  277,200  412,994

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     79,217)
  29,640  -29,539    9,298   51,281   83,786   90,219   63,545  -11,002   15,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     10.6     14.1     62.9     64.7     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      700)
     174      177      193      252      269      526      539                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       29,551
COMMITMENTS
  11,239        0        0   14,612   28,696   25,851   28,696    3,700      855

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        155)
    -202        0        0       -7      195     -209      195      364      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      0.0      0.0     49.4     97.1     87.5     97.1     12.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        7        7       14        7                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       23,015
COMMITMENTS
     239    2,299        0   20,410   19,624   20,649   21,923    2,366    1,092

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        -17)
      -4        0        0     -478      -59     -482      -59      465       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     10.0      0.0     88.7     85.3     89.7     95.3     10.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12        6       13        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,361
COMMITMENTS
  22,844    2,028    1,158   51,413   79,798   75,415   82,984   11,946    4,377

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -1,362)
    -228      184      121   -1,705   -1,660   -1,812   -1,355      450       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      2.3      1.3     58.9     91.3     86.3     95.0     13.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14        5        5       37       38       52       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,732
COMMITMENTS
  21,426   12,918    2,074   30,246   36,936   53,746   51,928    6,986    8,804

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -602)
     583       42     -575     -421     -252     -413     -785     -189      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     21.3      3.4     49.8     60.8     88.5     85.5     11.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      72       86       32       73       97      162      198                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      303,662
COMMITMENTS
 107,131   64,592   10,369  151,231  184,678  268,731  259,640   34,931   44,022

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -3,011)
   2,914      208   -2,874   -2,106   -1,258   -2,066   -3,924     -945      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     21.3      3.4     49.8     60.8     88.5     85.5     11.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      72       86       32       73       97      162      198                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      182,378
COMMITMENTS
  99,146   32,975   15,180   30,712  111,397  145,038  159,552   37,340   22,826

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      9,939)
   9,173    3,723     -554    1,101    5,649    9,719    8,818      220    1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4     18.1      8.3     16.8     61.1     79.5     87.5     20.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      44       22       23       28       28       84       61                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:       20,938
COMMITMENTS
   2,146    3,002      768   15,099   14,687   18,014   18,457    2,925    2,481

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,779)
     275     -580      427    1,163    2,865    1,866    2,712      914       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     14.3      3.7     72.1     70.1     86.0     88.2     14.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        5        5       13       13       22       19                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,541
COMMITMENTS
  12,394    5,681      112   13,974   26,008   26,480   31,801    8,061    2,740

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        117)
    -572     -258        9     -904      -85   -1,467     -334    1,584      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     16.4      0.3     40.5     75.3     76.7     92.1     23.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        5        4       15        9       33       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,161
COMMITMENTS
  19,190    6,004    2,441   22,909   26,757   44,540   35,202   11,621   20,959

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -1,283)
  -1,229     -715      248   -2,017    4,128   -2,998    3,661    1,715   -4,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     10.7      4.3     40.8     47.6     79.3     62.7     20.7     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      25       13        7       22       22       49       40                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      101,938
COMMITMENTS
   6,288   13,493   28,332   67,296   60,113  101,916  101,938       22        0

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,850)
       0      920      220    2,630    1,710    2,850    2,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     13.2     27.8     66.0     59.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       12       14       17       16                  



Updated September 1, 2017