MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,958
COMMITMENTS
   1,320    4,756    2,800   22,478   19,022   26,598   26,578      360      380

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        640)
       0      120       60      580      460      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     17.6     10.4     83.4     70.6     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2       10        4        9        7       15       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,246
COMMITMENTS
     662    1,314      954    4,595    4,642    6,211    6,909    1,035      337

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         72)
     -89       45      -14      170       82       67      113        5      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     18.1     13.2     63.4     64.1     85.7     95.4     14.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8       11       20       18       33       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,839
COMMITMENTS
  15,180    4,639   14,559   14,270   19,429   44,008   38,627    4,830   10,211

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        471)
    -242      625      332      259     -343      349      614      122     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      9.5     29.8     29.2     39.8     90.1     79.1      9.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       23       31       30       34       69       73                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,335
COMMITMENTS
     423      438    1,853    6,134    6,313    8,410    8,604      924      731

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        159)
      42     -156      149       -8      171      182      164      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      4.7     19.8     65.7     67.6     90.1     92.2      9.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        6        9       28       20       39       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,063
COMMITMENTS
     121      133    1,615    2,979    1,812    4,715    3,559      348    1,504

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      2.6     31.9     58.8     35.8     93.1     70.3      6.9     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        8        9        8       17       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,721
COMMITMENTS
 113,591   26,867   96,411  107,874  172,005  317,876  295,282   27,845   50,439

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     12,021)
   7,118    3,767    6,166     -671      310   12,613   10,243     -592    1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9      7.8     27.9     31.2     49.8     91.9     85.4      8.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     140       71      121       91      100      293      239                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      436,579
COMMITMENTS
 160,094   16,044  106,684  138,075  252,249  404,853  374,977   31,727   61,602

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -12,377)
  -4,737       91   -8,653      911     -985  -12,478   -9,547      102   -2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7      3.7     24.4     31.6     57.8     92.7     85.9      7.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     147       73      142      138      176      357      338                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,948
COMMITMENTS
   1,087      959      491    1,146    1,696    2,724    3,147    1,224      801

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        -77)
     155      -25     -203       20      182      -28      -47      -49      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     24.3     12.4     29.0     43.0     69.0     79.7     31.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17        8        9       16       19       37       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       73,518
COMMITMENTS
  26,813    7,641   22,473   15,297   19,361   64,582   49,475    8,935   24,042

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,409)
    -684     -119    2,309     -153     -932    1,472    1,258      -63      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     10.4     30.6     20.8     26.3     87.8     67.3     12.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      70       46       70       70       88      183      175                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,298
COMMITMENTS
   1,145   14,014    5,799   23,425    9,912   30,369   29,726      929    1,572

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        803)
     364     -122      192      295      776      851      846      -48      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     44.8     18.5     74.8     31.7     97.0     95.0      3.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       13       16       23       20       43       42                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,944
COMMITMENTS
   3,617    9,543       90   30,849   25,262   34,556   34,895    1,388    1,049

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,410)
    -384    1,748        0    1,748     -388    1,364    1,360       46       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     26.5      0.3     85.8     70.3     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9        1        9        6       17       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      190,396
COMMITMENTS
  44,654   50,390   18,441   86,075   95,172  149,170  164,002   41,226   26,394

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     14,706)
  13,674  -18,977   -2,005   -1,875   39,180    9,793   18,198    4,912   -3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     26.5      9.7     45.2     50.0     78.3     86.1     21.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       24       21       30       31       73       65                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,126
COMMITMENTS
  10,516   10,126    1,448   11,468   12,063   23,432   23,637   15,694   15,489

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -442)
    -543     -798      415    1,993     -185    1,865     -568   -2,307      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     25.9      3.7     29.3     30.8     59.9     60.4     40.1     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        5        9       10       22       21                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      213,579
COMMITMENTS
 125,280   27,339    2,780   76,507  179,815  204,568  209,934    9,011    3,645

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,149)
   5,879   -7,070      551     -745    8,469    5,685    1,950   -3,536      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     12.8      1.3     35.8     84.2     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      84       29        8       22       28      110       61                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      226,558
COMMITMENTS
  47,030   69,276   24,448  124,114  102,828  195,592  196,552   30,966   30,006

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -16,930)
  -5,315  -10,334   -5,528   -5,219     -665  -16,061  -16,526     -868     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     30.6     10.8     54.8     45.4     86.3     86.8     13.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      32       31       31       31       44       79       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      277,101
COMMITMENTS
  37,925  151,999   22,431  196,038   61,764  256,394  236,194   20,707   40,907

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     24,808)
  -2,746   38,615   -5,836   32,795   -6,523   24,214   26,256      593   -1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     54.9      8.1     70.7     22.3     92.5     85.2      7.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       54       26       34       35       75      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      507,632
COMMITMENTS
 188,827  103,494   51,161  182,822  289,534  422,810  444,189   84,822   63,443

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      7,900)
   4,889   -2,577     -708      949    9,255    5,130    5,971    2,769    1,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     20.4     10.1     36.0     57.0     83.3     87.5     16.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      92       65       63       72       72      196      169                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,666
COMMITMENTS
   5,934    4,497      126    7,188    9,387   13,248   14,010    1,418      656

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,585)
  -4,455   -1,868      126   -1,455   -3,228   -5,784   -4,970      199     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5     30.7      0.9     49.0     64.0     90.3     95.5      9.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11       11        2        5        5       17       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       58,499
COMMITMENTS
  45,435   13,530      464    6,414   39,769   52,313   53,763    6,186    4,736

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        939)
     951   -1,821      322      169    2,225    1,442      726     -503      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.7     23.1      0.8     11.0     68.0     89.4     91.9     10.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       24        3        6       17       50       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       20,164
COMMITMENTS
  11,777    1,632      970    6,456   16,530   19,203   19,132      961    1,032

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,591)
  -8,988       -9     -467    3,000   -6,127   -6,455   -6,603     -136       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4      8.1      4.8     32.0     82.0     95.2     94.9      4.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        5        2        8        4       22       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,531,198
COMMITMENTS
 676,784  2099705  9203323 11010440  8969885 20890546 20272913  640,652  1258285

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:   -341,555)
 -97,392   34,651 -171,438  -28,660 -202,153 -297,490 -338,941  -44,065   -2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      9.8     42.7     51.1     41.7     97.0     94.2      3.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      47      133      145      122      141      273      325                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      748,645
COMMITMENTS
 102,810   87,790  100,359  454,281  470,397  657,451  658,547   91,194   90,098

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -683)
   2,818      410   -1,344   -3,841      165   -2,367     -769    1,684       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     11.7     13.4     60.7     62.8     87.8     88.0     12.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     175      167      191      240      254      503      524                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       85,052
COMMITMENTS
   3,935    4,551   16,577   31,785   45,211   52,297   66,339   32,755   18,713

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        674)
    -421     -336   -1,027     -409    2,435   -1,857    1,072    2,531     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.4     19.5     37.4     53.2     61.5     78.0     38.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       14       24       27       31       54       56                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,317,966
COMMITMENTS
 497,969  419,791  415,318  2112481  2125930  3025768  2961039  292,198  356,927

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,785)
  17,172    4,710   -2,562  -17,159  -11,352   -2,549   -9,205   -4,236    2,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     12.7     12.5     63.7     64.1     91.2     89.2      8.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     171      160      181      235      246      487      506                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| 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:       21,053
COMMITMENTS
   4,448      396        0   13,557   19,951   18,005   20,347    3,048      706

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      1.9      0.0     64.4     94.8     85.5     96.6     14.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        7        7       13        8                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       15,504
COMMITMENTS
   8,958      663        0    4,601   14,220   13,559   14,883    1,945      621

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         21)
  -1,042     -151        0      970      273      -72      122       93     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.8      4.3      0.0     29.7     91.7     87.5     96.0     12.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0        7        8       13       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,890
COMMITMENTS
  23,529    2,985      499   56,930   85,705   80,958   89,189   11,932    3,701

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,551)
    -169      710     -431     -208   -1,992     -808   -1,713     -743      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      3.2      0.5     61.3     92.3     87.2     96.0     12.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15        5        3       42       36       57       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,404
COMMITMENTS
  18,389   12,009    2,138   31,054   36,131   51,581   50,277    6,823    8,127

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,314)
  -2,938   -1,170     -323    1,013   -2,610   -2,248   -4,104   -1,066      789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     20.6      3.7     53.2     61.9     88.3     86.1     11.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      64       80       33       65       78      149      171                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      292,021
COMMITMENTS
  91,946   60,044   10,689  155,269  180,653  257,904  251,386   34,117   40,635

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -16,571)
 -14,690   -5,851   -1,616    5,064  -13,050  -11,242  -20,518   -5,328    3,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     20.6      3.7     53.2     61.9     88.3     86.1     11.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      64       80       33       65       78      149      171                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,032
COMMITMENTS
  54,916   18,722   10,583   20,990   62,180   86,490   91,485   28,543   23,547

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,803)
    -736   -5,560   -4,173   -5,196   -1,221  -10,105  -10,954     -698      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7     16.3      9.2     18.2     54.1     75.2     79.5     24.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      35       25       17       23       30       66       64                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,551
COMMITMENTS
  13,661    6,223       28   14,750   27,198   28,439   33,449    8,112    3,102

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        108)
     489     -382       28     -290      252      227     -102     -119      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4     17.0      0.1     40.4     74.4     77.8     91.5     22.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        6        1       16       11       32       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       69,592
COMMITMENTS
  15,373    6,682    1,526   42,558   20,561   59,457   28,769   10,135   40,823

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,155)
  -1,551   -2,322      400    4,562      743    3,411   -1,179   -1,256    3,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      9.6      2.2     61.2     29.5     85.4     41.3     14.6     58.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       13        4       28       18       53       34                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,394
COMMITMENTS
   8,246    5,844      352    6,296    8,726   14,894   14,922      500      472

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.6     38.0      2.3     40.9     56.7     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        1        8        2       15        7                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       86,082
COMMITMENTS
   6,158   17,097   21,366   58,534   47,619   86,058   86,082       24        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      3,671)
       0      535      532    3,141    2,604    3,673    3,671       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     19.9     24.8     68.0     55.3    100.0    100.0      0.0      0.0

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



Updated July 14, 2017