MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    26,318:     1,320      4,636      2,740     21,898     18,562     25,958     25,938:       360        380
Old  :    26,318:     1,320      4,636      2,740     21,898     18,562     25,958     25,938:       360        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -2,836:      -280     -1,180        160     -1,996     -1,096     -2,116     -2,116:      -720       -720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       17.6       10.4       83.2       70.5       98.6       98.6:       1.4        1.4
Old  :     100.0:       5.0       17.6       10.4       83.2       70.5       98.6       98.6:       1.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          9          5          9          7         16         17:
Old  :        23:         2          9          5          9          7         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.2       65.7       94.3       88.9       53.6       37.7       55.1       50.6
Old  :                 83.2       65.7       94.3       88.9       53.6       37.7       55.1       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     7,174:       751      1,268        968      4,424      4,560      6,144      6,797:     1,031        378
Old  :     7,174:       751      1,268        968      4,424      4,560      6,144      6,797:     1,031        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -1,045:       -58       -160       -162       -681       -724       -901     -1,047:      -144          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.7       13.5       61.7       63.6       85.6       94.7:      14.4        5.3
Old  :     100.0:      10.5       17.7       13.5       61.7       63.6       85.6       94.7:      14.4        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         9          6         11         19         18         32         31:
Old  :        39:         9          6         11         19         18         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       46.8       52.8       62.7       34.7       42.3       49.0       55.0
Old  :                 34.7       46.8       52.8       62.7       34.7       42.3       49.0       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    48,367:    15,421      4,014     14,227     14,011     19,773     43,659     38,013:     4,708     10,354
Old  :    48,367:    15,421      4,014     14,227     14,011     19,773     43,659     38,013:     4,708     10,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -5,355:    -2,281     -1,804     -1,127     -2,043     -2,440     -5,451     -5,371:        96         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        8.3       29.4       29.0       40.9       90.3       78.6:       9.7       21.4
Old  :     100.0:      31.9        8.3       29.4       29.0       40.9       90.3       78.6:       9.7       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        20         24         32         30         35         68         73:
Old  :        84:        20         24         32         30         35         68         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       23.6       48.2       38.2       30.0       21.0       43.5       27.4
Old  :                 31.0       23.6       48.2       38.2       30.0       21.0       43.5       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,176:       382        594      1,704      6,142      6,142      8,228      8,440:       948        736
Old  :     9,176:       382        594      1,704      6,142      6,142      8,228      8,440:       948        736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -1,143:      -127       -314       -273       -814       -532     -1,214     -1,119:        71        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        6.5       18.6       66.9       66.9       89.7       92.0:      10.3        8.0
Old  :     100.0:       4.2        6.5       18.6       66.9       66.9       89.7       92.0:      10.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         4          8          9         26         17         37         27:
Old  :        39:         4          8          9         26         17         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       36.8       50.8       57.8       29.9       28.7       44.5       38.2
Old  :                 29.9       36.8       50.8       57.8       29.9       28.7       44.5       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   333,700:   106,473     23,099     90,245    108,545    171,695    305,263    285,039:    28,437     48,661
Old  :   229,108:    84,254     30,236     58,347     69,292    108,706    211,893    197,289:    17,215     31,819
Other:   104,592:    34,154      4,799     19,962     39,254     62,989     93,370     87,749:    11,222     16,842
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    21,722:    10,391       -564      4,238      4,964     15,246     19,592     18,920:     2,130      2,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        6.9       27.0       32.5       51.5       91.5       85.4:       8.5       14.6
Old  :     100.0:      36.8       13.2       25.5       30.2       47.4       92.5       86.1:       7.5       13.9
Other:     100.0:      32.7        4.6       19.1       37.5       60.2       89.3       83.9:      10.7       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       144         63        125         86        104        287        247:
Old  :       326:       128         79        104         73        101        253        236:
Other:       210:        79         29         56         63         79        165        145:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       16.9       21.7       23.9       13.3       15.9       21.1       22.3
Old  :                 13.4       17.6       22.5       25.3       13.3       16.4       21.9       22.7
Other:                 24.1       17.9       35.7       27.6       23.7       15.3       34.2       24.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   448,956:   164,830     15,953    115,337    137,164    253,234    417,331    384,524:    31,625     64,432
Old  :   448,956:   164,830     15,953    115,337    137,164    253,234    417,331    384,524:    31,625     64,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -9,133:    -8,520       -594     -2,262      3,623     -4,813     -7,159     -7,669:    -1,974     -1,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        3.6       25.7       30.6       56.4       93.0       85.6:       7.0       14.4
Old  :     100.0:      36.7        3.6       25.7       30.6       56.4       93.0       85.6:       7.0       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       150         68        136        137        178        358        330:
Old  :       435:       150         68        136        137        178        358        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       19.5       23.2       26.1       14.6       19.1       22.8       24.8
Old  :                 14.6       19.5       23.2       26.1       14.6       19.1       22.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,025:       932        985        694      1,126      1,515      2,752      3,194:     1,273        831
Old  :     4,025:       932        985        694      1,126      1,515      2,752      3,194:     1,273        831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :      -617:      -266       -153       -214        -92       -169       -572       -536:       -45        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       24.5       17.3       28.0       37.6       68.4       79.3:      31.6       20.7
Old  :     100.0:      23.2       24.5       17.3       28.0       37.6       68.4       79.3:      31.6       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13         11         11         16         19         35         38:
Old  :        50:        13         11         11         16         19         35         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       38.2       40.7       52.0       25.9       33.5       35.0       44.1
Old  :                 27.3       38.2       40.7       52.0       25.9       33.5       35.0       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    72,109:    27,497      7,761     20,164     15,449     20,293     63,110     48,218:     8,998     23,891
Old  :    72,109:    27,497      7,761     20,164     15,449     20,293     63,110     48,218:     8,998     23,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       800:       -35        359       -315        906        771        557        815:       244        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       10.8       28.0       21.4       28.1       87.5       66.9:      12.5       33.1
Old  :     100.0:      38.1       10.8       28.0       21.4       28.1       87.5       66.9:      12.5       33.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        67         46         64         68         93        172        175:
Old  :       228:        67         46         64         68         93        172        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       11.0       28.7       18.8       16.7        8.6       26.7       13.1
Old  :                 17.4       11.0       28.7       18.8       16.7        8.6       26.7       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,495:       781     14,136      5,607     23,130      9,137     29,518     28,879:       977      1,616
Old  :    30,495:       781     14,136      5,607     23,130      9,137     29,518     28,879:       977      1,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -4,547:       -96     -2,939       -990     -3,663       -699     -4,749     -4,629:       202         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       46.4       18.4       75.8       30.0       96.8       94.7:       3.2        5.3
Old  :     100.0:       2.6       46.4       18.4       75.8       30.0       96.8       94.7:       3.2        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         7         17         16         23         20         42         41:
Old  :        55:         7         17         16         23         20         42         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       43.7       63.5       63.4       41.4       43.1       60.4       58.8
Old  :                 42.8       43.7       63.5       63.4       41.4       43.1       60.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    34,534:     4,001      7,795         90     29,101     25,650     33,192     33,535:     1,342        999
Old  :    34,534:     4,001      7,795         90     29,101     25,650     33,192     33,535:     1,342        999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,403:      -905      2,221          0      2,112       -812      1,207      1,409:       196         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       22.6        0.3       84.3       74.3       96.1       97.1:       3.9        2.9
Old  :     100.0:      11.6       22.6        0.3       84.3       74.3       96.1       97.1:       3.9        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9         11          1          9          6         18         18:
Old  :        34:         9         11          1          9          6         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       72.4       90.6       93.1       76.8       72.4       90.6       93.1
Old  :                 76.8       72.4       90.6       93.1       76.8       72.4       90.6       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   175,691:    30,980     69,367     20,446     87,950     55,991    139,376    145,804:    36,314     29,886
Old  :   175,691:    30,980     69,367     20,446     87,950     55,991    139,376    145,804:    36,314     29,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     7,290:     4,143     -6,967      4,560     -5,137     11,494      3,566      9,087:     3,724     -1,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       39.5       11.6       50.1       31.9       79.3       83.0:      20.7       17.0
Old  :     100.0:      17.6       39.5       11.6       50.1       31.9       79.3       83.0:      20.7       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        30         22         23         30         33         71         69:
Old  :        96:        30         22         23         30         33         71         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       30.6       40.7       43.4       27.3       30.2       37.3       42.2
Old  :                 28.3       30.6       40.7       43.4       27.3       30.2       37.3       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    39,567:    11,059     10,924      1,033      9,475     12,248     21,567     24,205:    18,000     15,362
Old  :    39,567:    11,059     10,924      1,033      9,475     12,248     21,567     24,205:    18,000     15,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,206:      -345     -4,782       -263     -1,069      4,473     -1,677       -572:     2,883      1,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       27.6        2.6       23.9       31.0       54.5       61.2:      45.5       38.8
Old  :     100.0:      28.0       27.6        2.6       23.9       31.0       54.5       61.2:      45.5       38.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          6          4          6          9         19         18:
Old  :        31:        12          6          4          6          9         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       37.5       40.9       48.7       31.3       37.5       40.8       48.7
Old  :                 31.4       37.5       40.9       48.7       31.3       37.5       40.8       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   211,430:   119,401     34,409      2,229     77,253    171,346    198,883    207,985:    12,547      3,445
Old  :   211,430:   119,401     34,409      2,229     77,253    171,346    198,883    207,985:    12,547      3,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -2,084:    -6,618    -10,381        812       -255      7,147     -6,061     -2,422:     3,977        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       16.3        1.1       36.5       81.0       94.1       98.4:       5.9        1.6
Old  :     100.0:      56.5       16.3        1.1       36.5       81.0       94.1       98.4:       5.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        80         30         10         20         25        108         58:
Old  :       148:        80         30         10         20         25        108         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       67.9       55.7       82.7       37.1       67.9       55.7       82.5
Old  :                 37.1       67.9       55.7       82.7       37.1       67.9       55.7       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   243,488:    52,345     79,610     29,976    129,333    103,493    211,654    213,078:    31,834     30,410
Old  :   243,488:    52,345     79,610     29,976    129,333    103,493    211,654    213,078:    31,834     30,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    17,870:     6,047     -2,162      6,195        561     15,252     12,804     19,286:     5,066     -1,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       32.7       12.3       53.1       42.5       86.9       87.5:      13.1       12.5
Old  :     100.0:      21.5       32.7       12.3       53.1       42.5       86.9       87.5:      13.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        32         29         25         31         43         76         84:
Old  :       114:        32         29         25         31         43         76         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       30.8       51.1       43.5       38.8       30.0       44.9       39.7
Old  :                 40.5       30.8       51.1       43.5       38.8       30.0       44.9       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   252,293:    40,670    113,384     28,267    163,242     68,287    232,179    209,938:    20,114     42,355
Old  :   252,293:    40,670    113,384     28,267    163,242     68,287    232,179    209,938:    20,114     42,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    29,367:     5,101     16,833      4,208     20,029      6,067     29,338     27,107:        29      2,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       44.9       11.2       64.7       27.1       92.0       83.2:       8.0       16.8
Old  :     100.0:      16.1       44.9       11.2       64.7       27.1       92.0       83.2:       8.0       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        29         46         26         33         34         73         95:
Old  :       122:        29         46         26         33         34         73         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       33.1       52.5       42.9       38.3       32.5       49.0       40.4
Old  :                 40.1       33.1       52.5       42.9       38.3       32.5       49.0       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   499,733:   183,939    106,071     51,869    181,873    280,279    417,680    438,218:    82,053     61,514
Old  :   499,733:   183,939    106,071     51,869    181,873    280,279    417,680    438,218:    82,053     61,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    25,737:     4,362    -13,351      3,436     11,150     36,428     18,948     26,513:     6,789       -776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       21.2       10.4       36.4       56.1       83.6       87.7:      16.4       12.3
Old  :     100.0:      36.8       21.2       10.4       36.4       56.1       83.6       87.7:      16.4       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:       103         64         63         68         70        201        168:
Old  :       264:       103         64         63         68         70        201        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       28.1       28.0       40.7       19.1       26.6       26.6       37.2
Old  :                 19.3       28.1       28.0       40.7       19.1       26.6       26.6       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    33,598:    12,709      3,726      1,158      7,402     24,572     21,269     29,456:    12,329      4,142
Old  :    33,598:    12,709      3,726      1,158      7,402     24,572     21,269     29,456:    12,329      4,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -1,187:      -945     -1,344        -65       -123        205     -1,133     -1,204:       -54         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       11.1        3.4       22.0       73.1       63.3       87.7:      36.7       12.3
Old  :     100.0:      37.8       11.1        3.4       22.0       73.1       63.3       87.7:      36.7       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          4          3          9          5         17         10:
Old  :        20:         6          4          3          9          5         17         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       82.7       51.2       87.6       37.6       80.6       50.3       83.6
Old  :                 38.0       82.7       51.2       87.6       37.6       80.6       50.3       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    20,251:    10,389      6,365          0      8,643     12,615     19,032     18,980:     1,219      1,271
Old  :    20,251:    10,389      6,365          0      8,643     12,615     19,032     18,980:     1,219      1,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,672:       749      1,007          0      1,171         -2      1,920      1,005:      -248        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       31.4        0.0       42.7       62.3       94.0       93.7:       6.0        6.3
Old  :     100.0:      51.3       31.4        0.0       42.7       62.3       94.0       93.7:       6.0        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11         15          0          7          5         18         20:
Old  :        35:        11         15          0          7          5         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       68.5       84.0       80.1       67.8       64.8       78.2       74.8
Old  :                 68.0       68.5       84.0       80.1       67.8       64.8       78.2       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    57,560:    44,484     15,351        142      6,245     37,544     50,871     53,037:     6,689      4,523
Old  :    57,560:    44,484     15,351        142      6,245     37,544     50,871     53,037:     6,689      4,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       136:      -517     -4,417         45       -136      4,838       -608        466:       744       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       26.7        0.2       10.8       65.2       88.4       92.1:      11.6        7.9
Old  :     100.0:      77.3       26.7        0.2       10.8       65.2       88.4       92.1:      11.6        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        43         28          4          5         17         50         47:
Old  :        93:        43         28          4          5         17         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       48.6       60.5       64.1       43.9       48.6       60.4       64.1
Old  :                 43.9       48.6       60.5       64.1       43.9       48.6       60.4       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    26,755:    20,765      1,641      1,437      3,456     22,657     25,658     25,735:     1,097      1,020
Old  :    26,755:    20,765      1,641      1,437      3,456     22,657     25,658     25,735:     1,097      1,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -2,780:    -2,835     -1,946       -139          1       -804     -2,973     -2,889:       193        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6        6.1        5.4       12.9       84.7       95.9       96.2:       4.1        3.8
Old  :     100.0:      77.6        6.1        5.4       12.9       84.7       95.9       96.2:       4.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        13          6          2          4          7         17         15:
Old  :        27:        13          6          2          4          7         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.8       82.6       89.3       90.5       69.3       68.4       74.7       75.2
Old  :                 79.8       82.6       89.3       90.5       69.3       68.4       74.7       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :21,872,753:   774,176  2,065,055  9,374,761 11,039,100  9,172,038 21,188,036 20,611,854:   684,717  1,260,899
Old  :21,872,753:   774,176  2,065,055  9,374,761 11,039,100  9,172,038 21,188,036 20,611,854:   684,717  1,260,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   580,644:    73,797     -6,754    360,932    120,131    126,999    554,859    481,176:    25,784     99,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        9.4       42.9       50.5       41.9       96.9       94.2:       3.1        5.8
Old  :     100.0:       3.5        9.4       42.9       50.5       41.9       96.9       94.2:       3.1        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:        49        127        149        121        148        276        330:
Old  :       337:        49        127        149        121        148        276        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       18.0       40.8       30.0       19.0        7.2       21.8        9.9
Old  :                 27.1       18.0       40.8       30.0       19.0        7.2       21.8        9.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   749,328:    99,992     87,380    101,704    458,122    470,233    659,818    659,316:    89,510     90,012
Old  :   749,328:    99,992     87,380    101,704    458,122    470,233    659,818    659,316:    89,510     90,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -7,573:        30     -9,793     -2,928     -4,577      4,602     -7,475     -8,119:       -98        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       11.7       13.6       61.1       62.8       88.1       88.0:      11.9       12.0
Old  :     100.0:      13.3       11.7       13.6       61.1       62.8       88.1       88.0:      11.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       661:       175        156        174        239        254        490        509:
Old  :       661:       175        156        174        239        254        490        509:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       13.6       22.9       21.6       12.0       12.3       18.8       17.8
Old  :                 13.6       13.6       22.9       21.6       12.0       12.3       18.8       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    84,378:     4,356      4,887     17,604     32,194     42,776     54,155     65,268:    30,223     19,110
Old  :    84,378:     4,356      4,887     17,604     32,194     42,776     54,155     65,268:    30,223     19,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     2,851:        86        -60         99      2,287      2,694      2,472      2,734:       379        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        5.8       20.9       38.2       50.7       64.2       77.4:      35.8       22.6
Old  :     100.0:       5.2        5.8       20.9       38.2       50.7       64.2       77.4:      35.8       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        14         13         23         24         28         51         52:
Old  :        62:        14         13         23         24         28         51         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       27.3       30.0       41.6       12.8       22.1       18.7       31.1
Old  :                 17.1       27.3       30.0       41.6       12.8       22.1       18.7       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,324,750:   480,797    415,081    417,880  2,129,640  2,137,282  3,028,317  2,970,243:   296,434    354,507
Old  : 3,324,750:   480,797    415,081    417,880  2,129,640  2,137,282  3,028,317  2,970,243:   296,434    354,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -52,122:       224    -48,161    -15,642    -34,319      9,539    -49,737    -54,264:    -2,385      2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.5       12.6       64.1       64.3       91.1       89.3:       8.9       10.7
Old  :     100.0:      14.5       12.5       12.6       64.1       64.3       91.1       89.3:       8.9       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       643:       170        149        163        235        248        473        492:
Old  :       643:       170        149        163        235        248        473        492:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       14.2       24.9       22.2       13.4       12.7       20.8       18.7
Old  :                 15.2       14.2       24.9       22.2       13.4       12.7       20.8       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :    15,483:    10,000        814          0      3,631     13,947     13,631     14,761:     1,852        722
Old  :    15,483:    10,000        814          0      3,631     13,947     13,631     14,761:     1,852        722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       460:       358        165          0        127        321        485        486:       -25        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6        5.3        0.0       23.5       90.1       88.0       95.3:      12.0        4.7
Old  :     100.0:      64.6        5.3        0.0       23.5       90.1       88.0       95.3:      12.0        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          0          6          8         12         10:
Old  :        20:         6          2          0          6          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       71.4       81.7       92.0       68.3       71.4       78.9       89.3
Old  :                 69.1       71.4       81.7       92.0       68.3       71.4       78.9       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    94,441:    23,698      2,275        930     57,138     87,697     81,766     90,902:    12,675      3,539
Old  :    94,441:    23,698      2,275        930     57,138     87,697     81,766     90,902:    12,675      3,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       910:      -177       -432       -911      1,429      2,335        341        992:       569        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.4        1.0       60.5       92.9       86.6       96.3:      13.4        3.7
Old  :     100.0:      25.1        2.4        1.0       60.5       92.9       86.6       96.3:      13.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        14          5          5         41         35         55         45:
Old  :        79:        14          5          5         41         35         55         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       41.9       51.7       64.6       36.7       41.8       51.4       64.2
Old  :                 36.7       41.9       51.7       64.6       36.7       41.8       51.4       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    61,718:    21,327     13,179      2,461     30,041     38,741     53,829     54,381:     7,889      7,338
Old  :    61,718:    21,327     13,179      2,461     30,041     38,741     53,829     54,381:     7,889      7,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,517:    -1,461      1,105       -103      3,041        422      1,476      1,424:        40         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       21.4        4.0       48.7       62.8       87.2       88.1:      12.8       11.9
Old  :     100.0:      34.6       21.4        4.0       48.7       62.8       87.2       88.1:      12.8       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        72         79         28         67         84        154        176:
Old  :       276:        72         79         28         67         84        154        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       23.0       43.7       32.5       32.4       22.9       42.9       32.3
Old  :                 32.5       23.0       43.7       32.5       32.4       22.9       42.9       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   308,592:   106,636     65,895     12,305    150,204    193,704    269,146    271,904:    39,446     36,688
Old  :   308,592:   106,636     65,895     12,305    150,204    193,704    269,146    271,904:    39,446     36,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     7,584:    -7,307      5,524       -515     15,204      2,110      7,382      7,118:       201        465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       21.4        4.0       48.7       62.8       87.2       88.1:      12.8       11.9
Old  :     100.0:      34.6       21.4        4.0       48.7       62.8       87.2       88.1:      12.8       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        72         79         28         67         84        154        176:
Old  :       276:        72         79         28         67         84        154        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       23.0       43.7       32.5       32.4       22.9       42.9       32.3
Old  :                 32.5       23.0       43.7       32.5       32.4       22.9       42.9       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   125,836:    55,652     24,281     14,757     26,186     63,401     96,594    102,439:    29,241     23,397
Old  :   125,836:    55,652     24,281     14,757     26,186     63,401     96,594    102,439:    29,241     23,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    16,867:     6,881     -4,754      4,222      3,351     20,273     14,454     19,741:     2,412     -2,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       19.3       11.7       20.8       50.4       76.8       81.4:      23.2       18.6
Old  :     100.0:      44.2       19.3       11.7       20.8       50.4       76.8       81.4:      23.2       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        35         26         20         21         26         66         62:
Old  :        92:        35         26         20         21         26         66         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       27.1       29.7       38.6       16.2       21.7       27.2       32.2
Old  :                 16.2       27.1       29.7       38.6       16.2       21.7       27.2       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    36,443:    13,172      6,605          0     15,040     26,946     28,212     33,551:     8,231      2,892
Old  :    36,443:    13,172      6,605          0     15,040     26,946     28,212     33,551:     8,231      2,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :      -402:       639       -327          0       -705        106        -66       -221:      -336       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       18.1        0.0       41.3       73.9       77.4       92.1:      22.6        7.9
Old  :     100.0:      36.1       18.1        0.0       41.3       73.9       77.4       92.1:      22.6        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13          6          0         16         11         29         17:
Old  :        42:        13          6          0         16         11         29         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       78.3       46.9       85.5       31.5       78.3       46.9       85.2
Old  :                 31.5       78.3       46.9       85.5       31.5       78.3       46.9       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    67,437:    16,924      9,004      1,126     37,996     19,818     56,046     29,948:    11,391     37,489
Old  :    67,437:    16,924      9,004      1,126     37,996     19,818     56,046     29,948:    11,391     37,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -1,983:     2,532         31        123     -5,766      2,935     -3,111      3,089:     1,128     -5,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       13.4        1.7       56.3       29.4       83.1       44.4:      16.9       55.6
Old  :     100.0:      25.1       13.4        1.7       56.3       29.4       83.1       44.4:      16.9       55.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        27          9          5         27         18         55         31:
Old  :        73:        27          9          5         27         18         55         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       25.7       45.8       32.7       35.9       25.3       45.6       32.2
Old  :                 35.9       25.7       45.8       32.7       35.9       25.3       45.6       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :    82,411:     6,158     16,562     20,834     55,393     45,015     82,385     82,411:        26          0
Old  :    82,411:     6,158     16,562     20,834     55,393     45,015     82,385     82,411:        26          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,864:    -2,578      1,140        202      4,261        522      1,885      1,864:       -21          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.1       25.3       67.2       54.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.5       20.1       25.3       67.2       54.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          2         11         13         16         16:
Old  :        20:         3          3          2         11         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.0       82.8       95.9       94.4       35.8       30.4       36.7       35.3
Old  :                 84.0       82.8       95.9       94.4       35.8       30.4       36.7       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 7, 2017