MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,174
COMMITMENTS
   1,840    5,800    2,660   22,314   18,354   26,814   26,814      360      360

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        292)
     280     -520      200     -188      612      292      292        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     21.3      9.8     82.1     67.5     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        9        5        9        7       17       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,907
COMMITMENTS
     769    1,401      996    4,973    5,106    6,737    7,503    1,169      404

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        341)
      32       36       30      259      310      321      376       20      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     17.7     12.6     62.9     64.6     85.2     94.9     14.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        9        9       19       23       30       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       49,185
COMMITMENTS
  17,610    6,007   12,964   14,229   20,765   44,803   39,736    4,383    9,449

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        134)
     172     -556       57       31      542      260       43     -126       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     12.2     26.4     28.9     42.2     91.1     80.8      8.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       20       32       30       35       68       73                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,413
COMMITMENTS
     595      810    1,747    6,335    6,145    8,677    8,701      736      711

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        356)
       6       99       80      386      224      473      404     -117      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      8.6     18.6     67.3     65.3     92.2     92.4      7.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        9       13       26       19       42       33                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      321,182
COMMITMENTS
  97,333   23,700  103,125   94,915  151,622  295,373  278,448   25,809   42,734

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      8,229)
   1,653   -1,330    5,673     -471    1,371    6,855    5,713    1,374    2,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      7.4     32.1     29.6     47.2     92.0     86.7      8.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     135       56      121       76       85      262      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      476,033
COMMITMENTS
 183,242   19,125  122,129  135,251  266,433  440,622  407,686   35,411   68,346

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      3,303)
   1,698   -1,101    3,779   -1,509   -1,167    3,968    1,511     -665    1,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      4.0     25.7     28.4     56.0     92.6     85.6      7.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     159       75      149      139      185      388      351                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,612
COMMITMENTS
   1,202    1,055      818    1,201    1,713    3,222    3,586    1,390    1,025

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -617)
       9     -272     -306     -268      -87     -564     -664      -53       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     22.9     17.7     26.1     37.1     69.9     77.8     30.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       13       14       22       21       45       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       69,758
COMMITMENTS
  26,868    7,678   18,895   15,188   18,812   60,951   45,385    8,807   24,373

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        307)
    -125     -152      519      -56      -21      338      345      -31      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5     11.0     27.1     21.8     27.0     87.4     65.1     12.6     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      74       51       67       66       97      179      186                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,658
COMMITMENTS
     495    4,217      238    3,781      810    4,514    5,265    1,144      393

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        -32)
     -46      -12        8       32      -21       -6      -24      -26       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     74.5      4.2     66.8     14.3     79.8     93.0     20.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        4       12        8       18       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,769
COMMITMENTS
   1,130   16,601    5,676   25,317    9,149   32,123   31,426      646    1,343

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        906)
      47      182      124      678      548      848      854       58       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     50.7     17.3     77.3     27.9     98.0     95.9      2.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10       19       20       27       23       49       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,874
COMMITMENTS
   8,954    2,601       25   31,403   38,313   40,382   40,939    1,492      935

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      4,248)
    -852      417       25    5,058    3,977    4,231    4,419       17     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      6.2      0.1     75.0     91.5     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14       10        2       12        8       27       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      225,978
COMMITMENTS
  25,750  114,260   26,923  145,254   46,357  197,928  187,540   28,050   38,438

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -2,876)
     564   -7,009    6,447  -10,175   -1,591   -3,164   -2,153      288     -723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     50.6     11.9     64.3     20.5     87.6     83.0     12.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      26       40       25       32       32       72       84                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,930
COMMITMENTS
   8,663   22,656    1,549   31,281   16,955   41,493   41,161   14,437   14,769

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      2,331)
   1,645     -232       18      719    1,860    2,381    1,646      -51      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     40.5      2.8     55.9     30.3     74.2     73.6     25.8     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13       13        7       14       11       30       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      234,016
COMMITMENTS
 123,468   27,537   16,606   84,097  186,901  224,170  231,044    9,845    2,971

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     26,024)
   7,953   -2,891    8,745    8,718   20,002   25,415   25,856      609      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     11.8      7.1     35.9     79.9     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      81       35       15       20       29      112       70                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      305,564
COMMITMENTS
  42,475   76,751   49,173  185,597  146,554  277,245  272,478   28,318   33,085

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     11,048)
   4,064    2,608   15,289   -5,825   -6,299   13,528   11,598   -2,480     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     25.1     16.1     60.7     48.0     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      30       42       33       35       45       85      102                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      240,510
COMMITMENTS
  32,209   84,331   23,440  160,304   96,801  215,953  204,572   24,557   35,938

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -33,565)
  -3,991  -11,667  -14,965   -9,930   -5,118  -28,886  -31,750   -4,679   -1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     35.1      9.7     66.7     40.2     89.8     85.1     10.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      29       42       28       31       38       75       93                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      529,531
COMMITMENTS
 165,350   85,428   49,479  237,037  326,539  451,867  461,446   77,665   68,086

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -21,545)
   5,849   -2,738  -22,492   -5,017     -103  -21,659  -25,332      114    3,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     16.1      9.3     44.8     61.7     85.3     87.1     14.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      88       66       67       66       65      189      166                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,236
COMMITMENTS
  14,743    5,686      508    6,229   23,147   21,480   29,341   12,756    4,895

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        397)
  -1,459     -823       56      323      453   -1,080     -314    1,477      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.1     16.6      1.5     18.2     67.6     62.7     85.7     37.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        5        9        6       20       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,926
COMMITMENTS
   8,855    4,949        0    7,660   12,525   16,515   17,474    1,411      452

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        644)
     301      544        0      409      136      710      680      -66      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4     27.6      0.0     42.7     69.9     92.1     97.5      7.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       15        0        6        6       17       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       53,576
COMMITMENTS
  27,261   25,666    1,405   19,392   21,735   48,058   48,806    5,518    4,770

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      9,762)
   7,913    4,533      852      -89    4,235    8,676    9,620    1,086      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9     47.9      2.6     36.2     40.6     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      34       21        9       13       14       51       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       31,016
COMMITMENTS
  21,022    3,822    2,516    6,382   23,839   29,920   30,177    1,096      839

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      9,234)
   8,760    1,673    1,352     -973    6,044    9,139    9,069       95      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     12.3      8.1     20.6     76.9     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        6        4        8        6       22       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   24,474,064
COMMITMENTS
 979,314  2391449 11015351 11817199  9885115 23811864 23291915  662,200  1182149

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    342,049)
 102,471 -331,615  295,877  -45,889  351,832  352,459  316,094  -10,410   25,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      9.8     45.0     48.3     40.4     97.3     95.2      2.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      65      132      159      130      152      302      347                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      976,704
COMMITMENTS
 111,112  107,801  146,762  616,353  611,085  874,227  865,648  102,477  111,057

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     80,404)
   1,935       83    8,617   64,546   70,766   75,098   79,466    5,306      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     11.0     15.0     63.1     62.6     89.5     88.6     10.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     163      181      202      261      261      526      546                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      154,901
COMMITMENTS
   5,974   16,413   27,710   86,961   81,655  120,645  125,777   34,256   29,124

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     13,545)
     223   -1,409      368    9,230   21,142    9,822   20,102    3,723   -6,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     10.6     17.9     56.1     52.7     77.9     81.2     22.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       15       27       33       33       64       61                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,109,014
COMMITMENTS
 588,576  519,829  532,373  2646960  2647149  3767909  3699352  341,105  409,663

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    334,295)
   4,460    3,362   45,344  276,576  248,117  326,380  296,823    7,915   37,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     12.7     13.0     64.4     64.4     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      666)
     158      173      190      253      256      503      529                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       23,719
COMMITMENTS
   3,852      546        0   17,422   22,163   21,274   22,709    2,445    1,010

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.3      0.0     73.5     93.4     89.7     95.7     10.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        2        0       10       11       16       13                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       18,260
COMMITMENTS
   6,135        0        0    9,838   17,697   15,973   17,697    2,287      563

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      0.0      0.0     53.9     96.9     87.5     96.9     12.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        0       11       13       16       13                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       28,092
COMMITMENTS
     203    2,494        0   24,025   24,777   24,228   27,271    3,864      821

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      8.9      0.0     85.5     88.2     86.2     97.1     13.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       13       10       14       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,655
COMMITMENTS
  24,222    2,869    1,608   59,079   89,806   84,909   94,283   12,746    3,372

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      7,389)
   1,052       48      936    5,525    6,086    7,513    7,070     -124      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8      2.9      1.6     60.5     92.0     86.9     96.5     13.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        5        6       49       36       65       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,833
COMMITMENTS
  30,212    9,713    3,807   51,649   72,765   85,668   86,285    8,166    7,549

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     27,295)
     809   -1,204    1,077   24,841   27,186   26,727   27,059      568      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     10.4      4.1     55.0     77.5     91.3     92.0      8.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      78       67       44       88       91      196      173                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      469,167
COMMITMENTS
 151,062   48,563   19,034  258,243  363,827  428,338  431,423   40,829   37,743

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    136,476)
   4,046   -6,018    5,384  124,207  135,928  133,637  135,293    2,839    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     10.4      4.1     55.0     77.5     91.3     92.0      8.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      78       67       44       88       91      196      173                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      148,086
COMMITMENTS
  32,972   35,178   18,262   72,695   65,245  123,930  118,685   24,157   29,401

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -3,563)
  -4,198   -5,034    4,737   -6,627   -2,286   -6,089   -2,583    2,526     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     23.8     12.3     49.1     44.1     83.7     80.1     16.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       29       21       20       29       61       67                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,672
COMMITMENTS
  14,764    7,242        0   13,898   27,340   28,662   34,582    8,010    2,090

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -19,706)
  -1,500   -4,425   -5,601   -8,547   -5,148  -15,648  -15,174   -4,058   -4,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     19.7      0.0     37.9     74.6     78.2     94.3     21.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        5        0       15       11       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       63,884
COMMITMENTS
  14,136    6,528      873   38,233   13,028   53,242   20,429   10,642   43,455

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -38,977)
 -11,443  -11,162   -7,002  -11,238  -32,213  -29,683  -50,377   -9,294   11,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     10.2      1.4     59.8     20.4     83.3     32.0     16.7     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      21        7        2       28       14       49       23                  



Updated June 16, 2017