MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       25,008
COMMITMENTS
   1,160    5,020    2,840   20,636   16,776   24,636   24,636      372      372

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,180)
     -40     -484      -40   -2,100   -1,656   -2,180   -2,180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     20.1     11.4     82.5     67.1     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3       10        6        8        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,354
COMMITMENTS
     237      568      364    3,827    4,062    4,428    4,994      926      360

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -692)
      -7      -58      -78     -478     -644     -563     -780     -129       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     10.6      6.8     71.5     75.9     82.7     93.3     17.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        9        9       19       18       31       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,137
COMMITMENTS
  11,411    6,552      931    8,998   12,066   21,340   19,549    2,797    4,588

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -3,071)
  -2,208     -564     -205     -378   -2,205   -2,791   -2,974     -280      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     27.1      3.9     37.3     50.0     88.4     81.0     11.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22       18       15       20       21       50       46                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,854
COMMITMENTS
     817      497      340    3,973    4,686    5,130    5,523      724      331

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -751)
    -158      -45      -60     -440     -639     -658     -744      -93       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      8.5      5.8     67.9     80.0     87.6     94.3     12.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        6        9       24       15       35       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,850
COMMITMENTS
  93,587   54,348   39,484   94,678  116,469  227,749  210,301   19,101   36,549

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,544)
  -3,586    1,056    1,486     -551   -3,072   -2,651     -530      107   -2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     22.0     16.0     38.4     47.2     92.3     85.2      7.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      89      104       98       63       82      221      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      315,133
COMMITMENTS
 130,670   47,509   32,371  129,390  191,930  292,431  271,810   22,702   43,323

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,132)
  -2,669      582    1,377      594   -3,469     -698   -1,510     -434      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     15.1     10.3     41.1     60.9     92.8     86.3      7.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     106       74      111       93      142      260      284                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,808
COMMITMENTS
   2,173    1,446      374      717    2,276    3,264    4,096    1,544      712

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        614)
     391      214       88     -119      339      360      641      254      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     30.1      7.8     14.9     47.3     67.9     85.2     32.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      21       12        8       13       21       41       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,346
COMMITMENTS
  22,325    9,357    8,288   12,835   15,479   43,448   33,124    6,898   17,222

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,854)
  -1,189   -1,306   -1,294       10      257   -2,473   -2,343     -381     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     18.6     16.5     25.5     30.7     86.3     65.8     13.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      49       47       55       38       63      124      135                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,393
COMMITMENTS
     187    2,730       20    2,365      427    2,572    3,177      821      216

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -446)
     -99     -404      -22     -218        4     -339     -422     -107      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     80.5      0.6     69.7     12.6     75.8     93.6     24.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        2        9        6       13       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,374
COMMITMENTS
   2,183   10,357      345   15,149    6,877   17,677   17,579      697      795

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,039)
      23   -1,322     -222   -1,845     -526   -2,044   -2,070        5       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     56.4      1.9     82.4     37.4     96.2     95.7      3.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        8        6       21       18       37       29                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       40,072
COMMITMENTS
   5,839    5,353      143   32,357   33,294   38,339   38,790    1,733    1,282

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      6,902)
   1,978    1,449       30    4,745    5,556    6,753    7,035      149     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.4      0.4     80.7     83.1     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        8        1       10        8       24       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      203,353
COMMITMENTS
  94,732   41,088    3,688   62,321  133,671  160,741  178,447   42,612   24,906

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     11,555)
   7,926    7,449      -59    2,338    5,012   10,205   12,402    1,350     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     20.2      1.8     30.6     65.7     79.0     87.8     21.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      49       17       16       26       26       81       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,019
COMMITMENTS
  11,892   14,063    1,571   16,668   10,961   30,131   26,595   11,888   15,424

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        -48)
  -1,317     -924     -244    2,400      396      839     -772     -887      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     33.5      3.7     39.7     26.1     71.7     63.3     28.3     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       11        7        7       10       23       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      240,705
COMMITMENTS
 141,051   27,439   10,933   79,810  199,169  231,794  237,541    8,911    3,164

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,804)
   5,502  -11,100    3,905  -15,528    1,804   -6,121   -5,391      317     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     11.4      4.5     33.2     82.7     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      82       39       15       20       24      113       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      219,048
COMMITMENTS
  54,454  107,381   11,281  124,851   72,606  190,586  191,268   28,462   27,780

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -4,983)
  -5,599   -4,227    2,453   -3,593   -1,697   -6,739   -3,471    1,756   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     49.0      5.2     57.0     33.1     87.0     87.3     13.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      36       33       22       27       36       74       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      213,200
COMMITMENTS
  47,285  120,230    4,061  136,437   58,205  187,783  182,496   25,417   30,704

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      3,310)
   3,396    7,817     -691   -2,029   -5,057      676    2,069    2,634    1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     56.4      1.9     64.0     27.3     88.1     85.6     11.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      39       30       13       32       32       74       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      464,988
COMMITMENTS
 194,976   98,667   19,778  171,223  291,891  385,977  410,336   79,011   54,652

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -4,319)
     645   -9,145      675   -2,187    4,721     -867   -3,749   -3,452     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     21.2      4.3     36.8     62.8     83.0     88.2     17.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      93       62       45       61       67      176      153                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       21,905
COMMITMENTS
  10,807    2,105       46    3,832   17,543   14,685   19,694    7,220    2,211

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      9.6      0.2     17.5     80.1     67.0     89.9     33.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        1        7        8       15       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,247
COMMITMENTS
  19,869    8,120      110    6,388   19,576   26,367   27,806    1,880      441

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,804)
   2,735      301       72   -8,621   -5,747   -5,814   -5,374       10     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3     28.7      0.4     22.6     69.3     93.3     98.4      6.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       12        1        5        7       18       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,094
COMMITMENTS
  26,773   12,050    1,601   12,532   29,056   40,906   42,707    5,188    3,387

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      2,362)
  -2,229    1,852      854    4,169     -611    2,794    2,095     -432      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     26.1      3.5     27.2     63.0     88.7     92.7     11.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      46       15        9       12       10       61       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       28,327
COMMITMENTS
  18,413    6,855      346    8,495   20,330   27,254   27,531    1,073      796

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      2,402)
   1,686    1,752      319      318      359    2,323    2,430       79      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     24.2      1.2     30.0     71.8     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        8        3        6        7       21       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,129,650
COMMITMENTS
 1041741  2607404  3050029  9322106  7376923 13413876 13034356  715,774  1095294

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    422,456)
 103,240  148,146  129,290  163,747  160,266  396,277  437,702   26,179  -15,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     18.5     21.6     66.0     52.2     94.9     92.2      5.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      53      124      120      123      150      261      323                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      735,493
COMMITMENTS
 112,112   84,557   34,439  516,274  537,032  662,826  656,028   72,667   79,465

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      3,910)
 -10,986   -2,550   -3,015   24,257   18,324   10,256   12,759   -6,346   -8,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     11.5      4.7     70.2     73.0     90.1     89.2      9.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     123      151       84      234      255      399      450                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       70,008
COMMITMENTS
   3,247    7,275        2   44,231   46,498   47,480   53,775   22,528   16,233

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,320)
     198      271        2    6,723   -2,440    6,923   -2,167   -8,243      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     10.4      0.0     63.2     66.4     67.8     76.8     32.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       10        1       23       22       28       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,327,423
COMMITMENTS
 564,199  406,282  152,313  2360217  2452670  3076729  3011265  250,694  316,158

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     26,152)
 -55,833  -14,019  -15,172   87,671  103,819   16,666   74,628    9,486  -48,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     12.2      4.6     70.9     73.7     92.5     90.5      7.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     123      150       84      227      248      391      443                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       29,039
COMMITMENTS
  10,493        0        0   14,978   28,338   25,471   28,338    3,568      701

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -512)
    -746        0        0      366     -358     -380     -358     -132     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      0.0      0.0     51.6     97.6     87.7     97.6     12.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        0        8        8       14        8                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       23,478
COMMITMENTS
     239      280        0   21,049   22,250   21,288   22,530    2,190      948

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        463)
       0   -2,019        0      639    2,626      639      607     -176     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.2      0.0     89.7     94.8     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12        7       13        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,603
COMMITMENTS
  22,246    1,340    1,048   50,974   78,672   74,268   81,060   11,335    4,543

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,758)
    -598     -688     -110     -439   -1,126   -1,147   -1,924     -611      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      1.6      1.2     59.5     91.9     86.8     94.7     13.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12        3        4       36       39       48       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,291
COMMITMENTS
  21,165   12,338    1,047   27,646   34,557   49,859   47,943    6,432    8,348

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,888)
     -69     -463      168   -1,797   -1,713   -1,698   -2,008     -190      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     21.9      1.9     49.1     61.4     88.6     85.2     11.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      67       74       26       71       91      149      180                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,453
COMMITMENTS
 105,827   61,692    5,237  138,231  172,784  249,295  239,713   32,158   41,740

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -9,441)
    -344   -2,316      839   -8,986   -8,563   -8,491  -10,040     -950      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     21.9      1.9     49.1     61.4     88.6     85.2     11.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      67       74       26       71       91      149      180                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      168,171
COMMITMENTS
 103,353   38,449    2,765   22,559  105,748  128,677  146,962   39,494   21,209

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      8,694)
   2,391    4,014      425    2,471    4,246    5,287    8,685    3,407        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     22.9      1.6     13.4     62.9     76.5     87.4     23.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      46       17       16       21       24       71       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:       37,497
COMMITMENTS
   2,128    3,632      889   30,658   29,222   33,675   33,743    3,822    3,754

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     18,530)
     -58    1,525      601   16,987   15,093   17,530   17,219    1,000    1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      9.7      2.4     81.8     77.9     89.8     90.0     10.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        6        3       14       14       21       20                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,218
COMMITMENTS
  13,510    5,734    4,410   19,314   29,856   37,234   40,000    6,984    4,218

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      9,677)
   1,116       53    4,298    5,340    3,848   10,754    8,199   -1,077    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     13.0     10.0     43.7     67.5     84.2     90.5     15.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        5        4       18       10       37       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       65,043
COMMITMENTS
  20,851    5,496    4,192   27,259   28,394   52,302   38,082   12,741   26,961

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      8,882)
   1,661     -508    1,751    4,350    1,637    7,762    2,880    1,120    6,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      8.4      6.4     41.9     43.7     80.4     58.5     19.6     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       16        9       24       20       52       41                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,753
COMMITMENTS
   1,191    6,301        0   12,978    8,261   14,169   14,562      584      191

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     42.7      0.0     88.0     56.0     96.0     98.7      4.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        0        8        1       14        6                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| 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:      103,008
COMMITMENTS
   6,288   12,713   29,112   67,586   61,183  102,986  103,008       22        0

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,070)
       0     -780      780      290    1,070    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.3     28.3     65.6     59.4    100.0    100.0      0.0      0.0

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



Updated September 8, 2017