MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       25,830
COMMITMENTS
     640    4,932    2,880   21,950   17,658   25,470   25,470      360      360

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,828)
    -280     -264        0   -1,548   -1,544   -1,828   -1,808        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     19.1     11.1     85.0     68.4     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       11        6        8        7       15       20                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,945
COMMITMENTS
     400      863      303    4,279    4,464    4,982    5,630      963      315

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         50)
      68      -14       67      -29       23      106       76      -56      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     14.5      5.1     72.0     75.1     83.8     94.7     16.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        6       11       20       19       34       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,587
COMMITMENTS
  15,929    8,392    1,521    9,741   15,879   27,191   25,792    3,396    4,795

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,150)
     263     -329      418      105      780      786      869      364      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     27.4      5.0     31.8     51.9     88.9     84.3     11.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       23       22       20       27       57       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,307
COMMITMENTS
     775      323      336    4,462    5,160    5,573    5,819      734      488

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        132)
      41       75      -22      164       96      183      149      -51      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      5.1      5.3     70.7     81.8     88.4     92.3     11.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        7       24       19       34       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,070
COMMITMENTS
 103,824   48,786   40,239   98,324  134,137  242,387  223,162   21,683   40,908

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -5,013)
  -3,643    2,152      121      177   -6,197   -3,345   -3,924   -1,668   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     18.5     15.2     37.2     50.8     91.8     84.5      8.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     115       86      109       70       91      253      238                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      352,122
COMMITMENTS
 149,377   41,744   40,660  133,197  223,057  323,234  305,461   28,888   46,661

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    -20,737)
  -4,624   -2,400   -7,692   -8,347   -8,089  -20,663  -18,181      -74   -2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     11.9     11.5     37.8     63.3     91.8     86.7      8.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     137       75      122      103      157      304      309                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,915
COMMITMENTS
   2,211    1,298      395      875    2,169    3,481    3,862    1,434    1,053

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        363)
     227       63       23       90       65      340      151       23      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     26.4      8.0     17.8     44.1     70.8     78.6     29.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19       11        8       14       17       39       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,019
COMMITMENTS
  25,506   11,449    9,558   15,666   17,860   50,730   38,867    8,289   20,152

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -1,528)
  -1,256     -397   -1,105      596     -290   -1,765   -1,792      237      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     19.4     16.2     26.5     30.3     86.0     65.9     14.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       51       58       50       80      144      161                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,396
COMMITMENTS
   3,040   13,925      745   17,889    6,895   21,674   21,565      722      831

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         46)
     -48      -42       -1       99      191       50      148       -4     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     62.2      3.3     79.9     30.8     96.8     96.3      3.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       11       10       24       15       40       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,937
COMMITMENTS
   3,658    8,429        0   30,125   25,188   33,783   33,617    1,154    1,320

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -2,536)
  -1,157   -2,690        0   -1,328        0   -2,485   -2,690      -51      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     24.1      0.0     86.2     72.1     96.7     96.2      3.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        6        0       10        6       22       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      190,622
COMMITMENTS
  82,885   42,247    5,433   58,579  120,063  146,897  167,743   43,725   22,879

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     13,292)
  12,500   -1,525      953   -2,584   17,384   10,869   16,812    2,423   -3,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     22.2      2.9     30.7     63.0     77.1     88.0     22.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      42       22       19       25       28       76       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,812
COMMITMENTS
  13,536   12,096    1,171   11,123   12,667   25,830   25,934   13,982   13,878

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -5,193)
  -1,357   -4,347      256     -455   -1,194   -1,556   -5,285   -3,637       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     30.4      2.9     27.9     31.8     64.9     65.1     35.1     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       11        7        8        9       23       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      214,358
COMMITMENTS
 130,186   16,637    4,698   70,001  190,260  204,885  211,595    9,473    2,763

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      2,012)
     111     -548     -469    2,438    3,497    2,080    2,480      -68     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7      7.8      2.2     32.7     88.8     95.6     98.7      4.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      85       26        6       19       24      109       52                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      217,430
COMMITMENTS
  58,857   88,309   13,233  111,887   88,780  183,977  190,322   33,453   27,108

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     16,730)
   6,705    9,960    4,380    3,485    1,536   14,570   15,876    2,160      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     40.6      6.1     51.5     40.8     84.6     87.5     15.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      39       32       23       26       38       78       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      242,876
COMMITMENTS
  36,445  148,641    8,261  178,378   53,446  223,084  210,348   19,792   32,528

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      7,736)
   8,427     -866    1,976   -1,829   11,703    8,574   12,813     -838   -5,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     61.2      3.4     73.4     22.0     91.9     86.6      8.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      36       42       18       32       29       78       79                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      457,254
COMMITMENTS
 191,477  108,840   21,170  164,304  272,865  376,951  402,875   80,303   54,379

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      8,168)
  -6,179    2,026    4,965    8,744    1,770    7,530    8,761      638     -593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     23.8      4.6     35.9     59.7     82.4     88.1     17.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     102       59       45       66       72      187      158                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,804
COMMITMENTS
  12,596    3,985      867    3,043   17,632   16,506   22,484    8,298    2,320

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     16.1      3.5     12.3     71.1     66.5     90.6     33.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        2        6        7       15       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,824
COMMITMENTS
  17,179   11,334      349   12,138   19,030   29,666   30,713    2,158    1,111

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      6,731)
   3,281    1,766      165    2,920    4,260    6,366    6,191      365      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     35.6      1.1     38.1     59.8     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11       12        1        6        5       18       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       54,968
COMMITMENTS
  41,531    6,593      415    6,595   44,162   48,541   51,170    6,427    3,798

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        365)
     310      177      397     -125      262      582      836     -217     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.6     12.0      0.8     12.0     80.3     88.3     93.1     11.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      57       15        3       10       14       67       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       21,408
COMMITMENTS
  11,825    3,281    1,246    7,514   16,051   20,585   20,578      823      830

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,137)
     562      666      494      189       43    1,245    1,203     -108      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2     15.3      5.8     35.1     75.0     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       11        2        8        5       21       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,239,538
COMMITMENTS
 1001820  2536111  2604043  9015144  6970821 12621007 12110975  618,531  1128563

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    265,627)
  65,714   90,283   11,711  199,874  215,039  277,299  317,033  -11,672  -51,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     19.2     19.7     68.1     52.7     95.3     91.5      4.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      53      110      119      119      143      248      307                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      668,674
COMMITMENTS
 107,220   91,703   29,805  447,974  459,531  584,999  581,040   83,675   87,634

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     13,779)
    -825    7,289    2,477   12,472      521   14,124   10,287     -345    3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.7      4.5     67.0     68.7     87.5     86.9     12.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      615)
     138      143       79      224      241      399      426                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       56,755
COMMITMENTS
   3,906    4,297        0   20,506   37,982   24,412   42,279   32,343   14,476

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        968)
  -1,099    1,281     -280    1,001   -1,090     -378      -89    1,346    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.6      0.0     36.1     66.9     43.0     74.5     57.0     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        8        0       16       23       21       31                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,059,594
COMMITMENTS
 532,439  452,902  133,156  2137340  2107745  2802935  2693803  256,659  365,791

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     64,057)
    -567   28,105   15,722   57,357    8,055   72,512   51,882   -8,455   12,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     14.8      4.4     69.9     68.9     91.6     88.0      8.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     138      143       77      221      235      396      418                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| 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:       28,629
COMMITMENTS
  10,940      293        0   14,357   27,563   25,297   27,856    3,332      773

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      3,365)
   2,501      293        0      699    3,084    3,200    3,377      165      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      1.0      0.0     50.1     96.3     88.4     97.3     11.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        0        8        7       15        8                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| 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:       15,428
COMMITMENTS
   4,721      643        0    8,527   14,089   13,248   14,732    2,180      696

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        164)
  -3,723     -142        0    3,775      326       52      184      112      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      4.2      0.0     55.3     91.3     85.9     95.5     14.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        6        9       11       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| 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:       22,429
COMMITMENTS
     417    2,019        0   19,926   19,473   20,343   21,492    2,086      937

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      9.0      0.0     88.8     86.8     90.7     95.8      9.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13        7       14        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,113
COMMITMENTS
  23,186    2,441      926   55,015   84,918   79,127   88,285   12,986    3,828

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -924)
    -169     -198      149   -2,089     -303   -2,109     -352    1,185     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      2.7      1.0     59.7     92.2     85.9     95.8     14.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        6        4       38       43       51       53                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,560
COMMITMENTS
  22,743   11,586    1,071   27,886   37,905   51,700   50,561    6,860    7,999

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        517)
      82     -420      288     -177      527      193      395      324      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     19.8      1.8     47.6     64.7     88.3     86.3     11.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      72       70       23       66       87      148      170                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      292,801
COMMITMENTS
 113,717   57,930    5,353  139,432  189,524  258,502  252,807   34,299   39,994

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      2,586)
     410   -2,102    1,441     -885    2,634      966    1,973    1,620      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     19.8      1.8     47.6     64.7     88.3     86.3     11.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      72       70       23       66       87      148      170                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,228
COMMITMENTS
  85,280   24,567    2,436   13,319   92,907  101,035  119,910   38,193   19,318

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      6,463)
   4,481      142      206    1,475    9,854    6,162   10,202      301   -3,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     17.6      1.7      9.6     66.7     72.6     86.1     27.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      43       20       14       22       27       70       56                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,634
COMMITMENTS
  12,228    5,992        2   14,090   26,991   26,320   32,985    9,314    2,649

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -267)
       6     -146        0     -556     -177     -550     -323      283       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     16.8      0.0     39.5     75.7     73.9     92.6     26.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        6        1       14       12       31       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,768
COMMITMENTS
  20,226    6,549    1,777   21,152   14,684   43,155   23,010   12,613   32,758

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -957)
   3,052    2,078      203   -5,200    1,685   -1,945    3,966      988   -4,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     11.7      3.2     37.9     26.3     77.4     41.3     22.6     58.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       16        3       25       23       51       41                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,109
COMMITMENTS
   8,567    6,719        0    6,035    8,175   14,602   14,894      507      215

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -234)
     -23      -36       -1     -253        0     -277      -37       43     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     44.5      0.0     39.9     54.1     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        5        0        8        2       15        7                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| 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:       92,906
COMMITMENTS
   6,158   16,593   24,240   62,486   52,073   92,884   92,906       22        0

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        512)
       0    1,025     -280      792     -233      512      512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     17.9     26.1     67.3     56.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       11       14       16       16                  



Updated August 4, 2017