MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,318
COMMITMENTS
   1,320    4,636    2,740   21,898   18,562   25,958   25,938      360      380

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,836)
    -280   -1,180      160   -1,996   -1,096   -2,116   -2,116     -720     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     17.6     10.4     83.2     70.5     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        9        5        9        7       16       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,244
COMMITMENTS
     465      678      272    3,658    3,959    4,395    4,909      849      335

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -761)
      15     -141      -67     -582     -573     -634     -781     -127       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     12.9      5.2     69.8     75.5     83.8     93.6     16.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        5       11       17       17       30       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,646
COMMITMENTS
  15,365    7,501      752    7,615   14,105   23,732   22,358    2,914    4,288

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -4,087)
  -2,182     -479     -570   -1,308   -2,683   -4,060   -3,732      -27     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     28.2      2.8     28.6     52.9     89.1     83.9     10.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       23       15       15       26       43       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,945
COMMITMENTS
     528      308      352    4,347    4,651    5,227    5,311      718      634

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -704)
    -115     -353      -70     -624     -292     -809     -715      105       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.2      5.9     73.1     78.2     87.9     89.3     12.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        5        8       22       17       31       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,088
COMMITMENTS
 106,732   48,057   36,864  102,408  146,045  246,004  230,966   25,084   40,122

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     13,560)
  10,677    2,836   -3,585    4,566   12,300   11,658   11,551    1,902    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     17.7     13.6     37.8     53.9     90.7     85.2      9.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     123       72      105       69       98      252      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      377,773
COMMITMENTS
 164,605   44,600   53,500  131,424  228,511  349,529  326,611   28,244   51,162

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -8,319)
  -8,479     -704   -2,128    4,071   -4,217   -6,536   -7,049   -1,783   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     11.8     14.2     34.8     60.5     92.5     86.5      7.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     126       81      105      102      160      292      303                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,840
COMMITMENTS
     945    1,057      557    1,095    1,416    2,597    3,030    1,243      810

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -367)
    -230     -133      -89      -35      -91     -354     -313      -13      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     27.5     14.5     28.5     36.9     67.6     78.9     32.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       12        9       14       18       33       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,273
COMMITMENTS
  26,521   11,301    8,494   14,600   18,481   49,615   38,276    7,658   18,997

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        960)
     -87      282     -253      955      802      615      831      345      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     19.7     14.8     25.5     32.3     86.6     66.8     13.4     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      59       48       50       44       80      134      157                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       21,409
COMMITMENTS
   2,930   13,625      847   16,879    5,919   20,656   20,391      753    1,018

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -3,145)
    -854   -2,615      -43   -2,394     -536   -3,291   -3,194      146       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     63.6      4.0     78.8     27.6     96.5     95.2      3.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       11       11       20       15       37       32                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,534
COMMITMENTS
   4,001    7,795       90   29,101   25,650   33,192   33,535    1,342      999

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,403)
    -905    2,221        0    2,112     -812    1,207    1,409      196       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     22.6      0.3     84.3     74.3     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       11        1        9        6       18       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      145,079
COMMITMENTS
  34,300   73,672    5,242   71,029   38,736  110,571  117,650   34,508   27,429

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,281)
   5,602   -4,521      206   -7,898    7,787   -2,090    3,472    3,371   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     50.8      3.6     49.0     26.7     76.2     81.1     23.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       21       15       24       26       62       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,491
COMMITMENTS
  10,928   11,041      739    9,200   11,705   20,867   23,485   17,624   15,006

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,127)
    -290   -4,846     -237   -1,147    4,577   -1,674     -506    2,801    1,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     28.7      1.9     23.9     30.4     54.2     61.0     45.8     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        7        4        6        8       19       17                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      210,730
COMMITMENTS
 119,408   34,549    1,707   77,093  171,078  198,208  207,334   12,522    3,396

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,085)
  -6,611  -10,463      857     -310    7,164   -6,064   -2,442    3,979      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     16.4      0.8     36.6     81.2     94.1     98.4      5.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      81       27        8       18       24      105       55                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      201,379
COMMITMENTS
  54,025   81,792    8,199  108,720   83,969  170,944  173,960   30,435   27,419

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     13,580)
  10,318   -1,048    1,908   -3,923   14,520    8,303   15,380    5,277   -1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     40.6      4.1     54.0     41.7     84.9     86.4     15.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      31       30       16       27       37       66       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      207,597
COMMITMENTS
  43,648  118,684    4,720  141,824   43,641  190,192  167,045   17,405   40,552

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     23,892)
   5,394   19,080      305   18,371    2,198   24,070   21,583     -178    2,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     57.2      2.3     68.3     21.0     91.6     80.5      8.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      27       46       15       29       31       63       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      422,496
COMMITMENTS
 185,925  108,461   15,675  144,260  244,301  345,860  368,437   76,636   54,059

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     21,936)
   6,254  -12,515    1,255    8,126   32,662   15,635   21,402    6,301      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     25.7      3.7     34.1     57.8     81.9     87.2     18.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      97       57       40       60       65      175      145                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,598
COMMITMENTS
  12,709    3,726    1,158    7,402   24,572   21,269   29,456   12,329    4,142

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -1,187)
    -945   -1,344      -65     -123      205   -1,133   -1,204      -54       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     11.1      3.4     22.0     73.1     63.3     87.7     36.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        3        9        5       17       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,251
COMMITMENTS
  10,389    6,365        0    8,643   12,615   19,032   18,980    1,219    1,271

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,672)
     749    1,007        0    1,171       -2    1,920    1,005     -248      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     31.4      0.0     42.7     62.3     94.0     93.7      6.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       15        0        7        5       18       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       57,560
COMMITMENTS
  44,484   15,351      142    6,245   37,544   50,871   53,037    6,689    4,523

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        136)
    -517   -4,417       45     -136    4,838     -608      466      744     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     26.7      0.2     10.8     65.2     88.4     92.1     11.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      43       28        4        5       17       50       47                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       26,755
COMMITMENTS
  20,765    1,641    1,437    3,456   22,657   25,658   25,735    1,097    1,020

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,780)
  -2,835   -1,946     -139        1     -804   -2,973   -2,889      193      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.6      6.1      5.4     12.9     84.7     95.9     96.2      4.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        6        2        4        7       17       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,050,744
COMMITMENTS
 809,961  2440796  2589369  8991797  6803443 12391127 11833608  659,617  1217136

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     68,313)
  46,156   16,284  -22,441   20,569  -21,487   44,284  -27,644   24,029   95,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     18.7     19.8     68.9     52.1     94.9     90.7      5.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      48      101      112      107      137      232      289                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      613,110
COMMITMENTS
  99,852   83,660   25,116  414,631  431,678  539,599  540,454   73,511   72,656

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -2,983)
    -664  -10,046    1,966   -3,120    5,822   -1,819   -2,259   -1,165     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.6      4.1     67.6     70.4     88.0     88.1     12.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     128      134       69      218      231      372      409                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       42,671
COMMITMENTS
   3,969    1,690        0   17,077   28,879   21,046   30,569   21,625   12,102

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,809)
     459       -7        0    2,212    2,313    2,671    2,306     -862     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      4.0      0.0     40.0     67.7     49.3     71.6     50.7     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        9        0       14       20       20       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,852,197
COMMITMENTS
 482,309  412,742  122,686  1987770  2013997  2592765  2549425  259,432  302,772

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -23,962)
  -4,457  -49,038    8,671  -26,662   17,544  -22,448  -22,823   -1,514   -1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     14.5      4.3     69.7     70.6     90.9     89.4      9.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     126      133       65      215      225      367      398                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       15,483
COMMITMENTS
  10,000      814        0    3,631   13,947   13,631   14,761    1,852      722

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        460)
     358      165        0      127      321      485      486      -25      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6      5.3      0.0     23.5     90.1     88.0     95.3     12.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        6        8       12       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,441
COMMITMENTS
  23,698    2,275      930   57,138   87,697   81,766   90,902   12,675    3,539

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        910)
    -177     -432     -911    1,429    2,335      341      992      569      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      2.4      1.0     60.5     92.9     86.6     96.3     13.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      14        5        5       41       35       55       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,428
COMMITMENTS
  20,782   13,067    1,117   29,353   37,492   51,253   51,676    7,175    6,752

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,251)
  -1,483    1,042      -83    2,853      341    1,287    1,300      -36      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     22.4      1.9     50.2     64.2     87.7     88.4     12.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      69       75       17       63       81      141      164                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      292,139
COMMITMENTS
 103,912   65,333    5,587  146,764  187,459  256,263  258,379   35,876   33,760

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      6,257)
  -7,413    5,210     -415   14,263    1,706    6,435    6,501     -178     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     22.4      1.9     50.2     64.2     87.7     88.4     12.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      69       75       17       63       81      141      164                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,735
COMMITMENTS
  57,544   25,130    3,151   12,063   50,973   72,758   79,254   27,977   21,481

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     10,782)
   8,638   -4,027      424     -917   17,542    8,145   13,939    2,637   -3,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     24.9      3.1     12.0     50.6     72.2     78.7     27.8     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34       26       14       16       22       58       54                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,443
COMMITMENTS
  13,172    6,605        0   15,040   26,946   28,212   33,551    8,231    2,892

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -402)
     639     -327        0     -705      106      -66     -221     -336     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     18.1      0.0     41.3     73.9     77.4     92.1     22.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        6        0       16       11       29       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       67,437
COMMITMENTS
  16,924    9,004    1,126   37,996   19,818   56,046   29,948   11,391   37,489

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -1,983)
   2,532       31      123   -5,766    2,935   -3,111    3,089    1,128   -5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     13.4      1.7     56.3     29.4     83.1     44.4     16.9     55.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      27        9        5       27       18       55       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| 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:       82,411
COMMITMENTS
   6,158   16,562   20,834   55,393   45,015   82,385   82,411       26        0

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      1,864)
  -2,578    1,140      202    4,261      522    1,885    1,864      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     20.1     25.3     67.2     54.6    100.0    100.0      0.0      0.0

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



Updated July 7, 2017