MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       24,386
COMMITMENTS
   2,430    6,316      520   21,036   17,160   23,986   23,996      400      390

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,742)
    -130     -616     -120   -1,692   -1,196   -1,942   -1,932      200      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     25.9      2.1     86.3     70.4     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3       11        2        8        8       12       20                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,468
COMMITMENTS
     278    1,029      445    4,890    4,315    5,613    5,789      855      679

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        115)
       4      -54      -34       35       94        5        6      110      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     15.9      6.9     75.6     66.7     86.8     89.5     13.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9        8       18       20       29       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,080
COMMITMENTS
  22,578   10,395      939    8,921   18,226   32,438   29,560    2,642    5,520

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        492)
     156     -776     -188      455    2,058      423    1,094       69     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     29.6      2.7     25.4     52.0     92.5     84.3      7.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       28       20       20       24       49       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,086
COMMITMENTS
   1,487    1,222      407    4,511    4,768    6,405    6,397      681      689

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        121)
      27      270       24       52     -132      103      162       18      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     17.2      5.7     63.7     67.3     90.4     90.3      9.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        7        9       20       15       34       28                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,089
COMMITMENTS
  70,056   58,452   40,440   91,628   91,291  202,124  190,183   18,965   30,906

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      4,453)
   2,493   -1,189   -2,763    3,707    7,170    3,437    3,218    1,016    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     26.4     18.3     41.4     41.3     91.4     86.0      8.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      86       80      105       67       67      220      201                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      431,718
COMMITMENTS
 182,094   54,187   83,083  133,081  236,469  398,258  373,739   33,460   57,979

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     17,241)
   2,605    5,212    7,813    6,557    5,378   16,975   18,403      266   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     12.6     19.2     30.8     54.8     92.2     86.6      7.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     162       92      147      102      159      354      344                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,816
COMMITMENTS
   2,723    1,601      509      828    2,552    4,060    4,662    1,756    1,154

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -228)
     -32       32     -127       16     -116     -143     -211      -85      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     27.5      8.8     14.2     43.9     69.8     80.2     30.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       15        9       16       22       51       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,185
COMMITMENTS
  28,208   12,799    7,303   15,815   18,490   51,326   38,592    7,859   20,593

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        762)
    -297      758     -108      819       51      414      701      348       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     21.6     12.3     26.7     31.2     86.7     65.2     13.3     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      77       61       53       37       88      146      177                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,301
COMMITMENTS
   7,083   22,579      544   23,126    6,980   30,753   30,103      548    1,198

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        330)
      95      212       10      160      101      265      323       65        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     72.1      1.7     73.9     22.3     98.2     96.2      1.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       15        7       23       16       44       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       43,801
COMMITMENTS
  22,631    3,665        0   19,587   39,267   42,218   42,932    1,583      869

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -5,198)
  -5,265   -4,022        0       19   -1,150   -5,246   -5,172       48      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      8.4      0.0     44.7     89.6     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        0        8        9       19       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      192,692
COMMITMENTS
  66,565  114,269    3,760   93,666   32,196  163,991  150,225   28,701   42,467

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     27,188)
  14,020   19,082      892   12,325    3,600   27,237   23,574      -49    3,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     59.3      2.0     48.6     16.7     85.1     78.0     14.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      31       51       14       27       27       63       87                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,343
COMMITMENTS
   4,448   22,156      864   29,286    3,073   34,598   26,093    8,745   17,250

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -3,539)
  -3,206   -2,815      706     -477     -743   -2,977   -2,852     -562     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     51.1      2.0     67.6      7.1     79.8     60.2     20.2     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       15        4       10        6       19       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      177,326
COMMITMENTS
  91,142   76,027      514   78,278   97,914  169,934  174,455    7,392    2,871

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -33)
    -547      376        0      585     -203       38      173      -71     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     42.9      0.3     44.1     55.2     95.8     98.4      4.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      77       32        7       14       25       94       62                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      267,230
COMMITMENTS
  54,281  135,645    6,762  174,292   95,760  235,335  238,167   31,895   29,063

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      5,519)
     231   -9,587    2,466     -886   12,863    1,811    5,742    3,708     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     50.8      2.5     65.2     35.8     88.1     89.1     11.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      33       41       23       29       39       75       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,845
COMMITMENTS
  37,519   68,002    5,189  129,521   87,402  172,229  160,593   24,616   36,252

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -7,334)
 -11,019   -7,405    2,307    3,725   -4,592   -4,987   -9,690   -2,347    2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     34.5      2.6     65.8     44.4     87.5     81.6     12.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      33       38       16       29       36       71       81                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      409,936
COMMITMENTS
 159,418  161,071   13,447  179,781  178,953  352,646  353,471   57,290   56,465

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,070)
   1,587  -17,655    2,914   -1,739   11,222    2,762   -3,519   -3,832    2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     39.3      3.3     43.9     43.7     86.0     86.2     14.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      90       79       35       65       66      165      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,849
COMMITMENTS
  14,266    4,606      336    5,995   23,101   20,597   28,043   12,252    4,806

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        639)
    -285    1,322       19      518     -184      252    1,157      387     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     14.0      1.0     18.3     70.3     62.7     85.4     37.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5        2        6        6       16       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,314
COMMITMENTS
  11,987    4,504        0    9,729   18,332   21,716   22,836    1,598      478

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -4,160)
  -4,664       83     -298    1,000   -3,634   -3,962   -3,849     -198     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     19.3      0.0     41.7     78.6     93.1     97.9      6.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15       11        0        4        5       19       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,368
COMMITMENTS
  19,190   31,160      291   20,814    6,587   40,295   38,038    3,073    5,330

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -579)
     497   -2,937       24     -750    1,578     -229   -1,335     -350      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     71.9      0.7     48.0     15.2     92.9     87.7      7.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       30        5       11       12       36       46                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,246
COMMITMENTS
   4,979    2,946    3,784    8,499   10,609   17,262   17,339      984      907

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -261)
     -93     -248      -28     -103      135     -224     -141      -37     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     16.1     20.7     46.6     58.1     94.6     95.0      5.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        6        1        7        6       17       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,306,893
COMMITMENTS
 542,113  3616879  2654475  9531969  5922407 12728557 12193761  578,336  1113132

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    112,568)
  32,649  137,235   15,404  102,382    2,692  150,435  155,331  -37,867  -42,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     27.2     19.9     71.6     44.5     95.7     91.6      4.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      36      113      114      114      146      235      303                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      656,419
COMMITMENTS
 106,186   89,807   27,154  453,530  463,601  586,870  580,562   69,549   75,857

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      3,078)
 -14,642   -2,358    4,103   20,336    1,558    9,798    3,303   -6,719     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     13.7      4.1     69.1     70.6     89.4     88.4     10.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     120      132       77      225      238      379      413                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       64,780
COMMITMENTS
   5,674    7,595    1,500   34,376   39,539   41,550   48,634   23,230   16,146

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,490)
  -3,035    3,124     -189    6,005     -188    2,781    2,747     -291     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     11.7      2.3     53.1     61.0     64.1     75.1     35.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        6        1       22       19       29       26                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,958,197
COMMITMENTS
 538,745  447,246   92,086  2095769  2120309  2726600  2659641  231,597  298,556

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,941)
 -47,626  -17,003   11,055   71,654    8,728   35,083    2,780  -32,142      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     15.1      3.1     70.8     71.7     92.2     89.9      7.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     119      130       74      218      230      369      402                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,294
COMMITMENTS
  23,548    2,596      938   58,253   88,126   82,739   91,660   12,555    3,634

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -570)
     -71     -756      718   -1,262     -497     -615     -535       45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      2.7      1.0     61.1     92.5     86.8     96.2     13.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18        3        5       47       29       65       37                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,595
COMMITMENTS
  28,980    7,814      821   18,194   39,034   47,995   47,669    6,600    6,927

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -378)
  -1,673       65      366      739   -1,134     -568     -703      189      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     14.3      1.5     33.3     71.5     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      71       55       17       68       71      148      134                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      272,977
COMMITMENTS
 144,901   39,068    4,106   90,969  195,170  239,976  238,344   33,001   34,633

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,892)
  -8,365      325    1,831    3,696   -5,671   -2,838   -3,515      946    1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     14.3      1.5     33.3     71.5     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      71       55       17       68       71      148      134                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,876
COMMITMENTS
  64,169   21,494    1,672   17,149   57,787   82,990   80,953   24,886   26,923

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -683)
    -515     -488      425     -960   -2,191   -1,050   -2,254      367    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5     19.9      1.5     15.9     53.6     76.9     75.0     23.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       22        9       15       17       48       44                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,715
COMMITMENTS
  17,758   11,072        0   12,361   24,316   30,119   35,388    8,596    3,327

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -602)
     123     -544       -2      -11      -81      110     -627     -712       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     28.6      0.0     31.9     62.8     77.8     91.4     22.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19        6        0       13       11       32       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,188
COMMITMENTS
  31,513   15,241      939   40,996   27,931   73,448   44,111    7,740   37,077

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      8,129)
   1,357    2,191      -20    8,293    6,931    9,630    9,102   -1,501     -973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     18.8      1.2     50.5     34.4     90.5     54.3      9.5     45.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       17        4       30       22       60       41                  



Updated May 5, 2017