MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,598
COMMITMENTS
     920    4,836    3,000   23,318   19,382   27,238   27,218      360      380

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        640)
    -400       80      200      840      360      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     17.5     10.9     84.5     70.2     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       10        6        9        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,831
COMMITMENTS
     731    1,463      994    4,917    4,998    6,643    7,454    1,188      377

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        585)
      69      149       40      323      356      432      545      153       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     18.7     12.7     62.8     63.8     84.8     95.2     15.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        7       10       19       19       31       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       49,987
COMMITMENTS
  15,323    5,477   14,591   15,099   19,925   45,013   39,993    4,974    9,994

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,149)
     144      838       31      830      496    1,005    1,366      144     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     11.0     29.2     30.2     39.9     90.0     80.0     10.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       22       32       33       36       74       76                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,435
COMMITMENTS
     446      495    1,840    6,185    6,445    8,471    8,781      964      655

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        101)
      23       57      -12       50      132       61      177       39      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      5.3     19.5     65.6     68.3     89.8     93.1     10.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        8        9       28       20       39       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,086
COMMITMENTS
     147       93    1,586    3,020    1,886    4,753    3,565      333    1,521

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         23)
      26      -39      -29       41       74       38        5      -16       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.8     31.2     59.4     37.1     93.5     70.1      6.5     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        8        9        8       17       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,735
COMMITMENTS
 114,169   29,919  101,340  101,911  163,253  317,420  294,512   27,316   50,223

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -986)
     578    3,053    4,929   -5,963   -8,752     -457     -770     -529     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      8.7     29.4     29.6     47.4     92.1     85.4      7.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     141       72      123       93       99      292      244                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      442,265
COMMITMENTS
 157,979   17,143  109,116  143,441  253,852  410,536  380,111   31,729   62,154

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,686)
  -2,115    1,099    2,432    5,366    1,603    5,684    5,134        2      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7      3.9     24.7     32.4     57.4     92.8     85.9      7.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     154       69      144      137      179      364      343                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,460
COMMITMENTS
   1,489      934      633      941    2,168    3,063    3,735    1,396      724

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        512)
     402      -26      143     -205      472      339      589      173      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     20.9     14.2     21.1     48.6     68.7     83.8     31.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        8       12       15       18       40       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       75,332
COMMITMENTS
  27,937    6,811   23,167   15,037   20,741   66,141   50,718    9,190   24,613

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,814)
   1,124     -830      694     -259    1,380    1,559    1,243      255      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      9.0     30.8     20.0     27.5     87.8     67.3     12.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      70       45       68       70       90      178      177                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,192
COMMITMENTS
   1,156   13,822    5,721   23,380   10,171   30,257   29,714      935    1,478

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -106)
      12     -192      -79      -45      258     -112      -12        6      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     44.3     18.3     75.0     32.6     97.0     95.3      3.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13       13       16       23       21       43       43                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,754
COMMITMENTS
   6,554   12,760       12   31,924   25,897   38,490   38,669    1,264    1,085

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      3,810)
   2,937    3,217      -78    1,075      635    3,934    3,774     -124       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     32.1      0.0     80.3     65.1     96.8     97.3      3.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        1        9        7       19       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      206,910
COMMITMENTS
  57,138   47,290   22,157   85,958  108,996  165,253  178,443   41,657   28,467

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     16,514)
  12,485   -3,100    3,716     -118   13,824   16,083   14,441      430    2,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     22.9     10.7     41.5     52.7     79.9     86.2     20.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       23       25       31       30       79       67                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,490
COMMITMENTS
  13,840   17,431    1,361   12,928   11,787   28,129   30,579   16,362   13,911

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,365)
   3,324    7,306      -87    1,460     -277    4,697    6,942      668   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     39.2      3.1     29.1     26.5     63.2     68.7     36.8     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       13        6       11       10       27       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      210,083
COMMITMENTS
 130,155   17,431    5,014   66,000  184,325  201,170  206,770    8,914    3,313

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -3,495)
   4,875   -9,908    2,234  -10,507    4,510   -3,398   -3,164      -97     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.0      8.3      2.4     31.4     87.7     95.8     98.4      4.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      84       25        7       20       29      109       56                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      238,494
COMMITMENTS
  50,668   68,290   26,753  127,116  111,333  204,537  206,377   33,957   32,117

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     11,935)
   3,638     -986    2,305    3,002    8,505    8,945    9,825    2,991    2,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     28.6     11.2     53.3     46.7     85.8     86.5     14.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      37       28       30       32       43       81       89                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      285,036
COMMITMENTS
  33,801  165,171   20,955  210,142   57,695  264,898  243,821   20,138   41,215

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      7,935)
  -4,123   13,172   -1,476   14,104   -4,069    8,504    7,626     -569      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     57.9      7.4     73.7     20.2     92.9     85.5      7.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      27       47       24       34       33       73       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      529,449
COMMITMENTS
 196,286  102,487   59,768  186,815  304,799  442,869  467,055   86,581   62,395

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     21,817)
   7,459   -1,007    8,607    3,992   15,265   20,058   22,865    1,758   -1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     19.4     11.3     35.3     57.6     83.6     88.2     16.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      96       67       64       68       71      196      171                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,342
COMMITMENTS
  11,676    6,740      184    6,718   12,933   18,578   19,857    1,764      485

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,676)
   5,742    2,243       58     -470    3,546    5,330    5,847      346     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.4     33.1      0.9     33.0     63.6     91.3     97.6      8.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11       11        1        4        7       16       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       57,496
COMMITMENTS
  44,257    8,276      320    6,678   44,798   51,255   53,394    6,241    4,102

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -1,003)
  -1,178   -5,254     -144      264    5,029   -1,058     -369       55     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.0     14.4      0.6     11.6     77.9     89.1     92.9     10.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      52       19        4        9       15       63       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,639
COMMITMENTS
  10,171    1,839      578    7,909   16,278   18,658   18,695      981      944

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -525)
  -1,606      207     -392    1,453     -252     -545     -437       20      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.8      9.4      2.9     40.3     82.9     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        7        2        8        4       23       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   20,696,862
COMMITMENTS
 869,507  2144178  8456256 10657431  8797155 19983194 19397589  713,668  1299274

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:   -834,336)
 192,723   44,473 -747,067 -353,009 -172,730 -907,353 -875,324   73,017   40,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     10.4     40.9     51.5     42.5     96.6     93.7      3.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      47      135      144      122      142      276      324                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      788,641
COMMITMENTS
 105,451   89,905  112,489  478,116  486,678  696,056  689,073   92,585   99,569

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     39,996)
   2,641    2,115   12,130   23,835   16,281   38,605   30,526    1,391    9,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     11.4     14.3     60.6     61.7     88.3     87.4     11.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     173      173      191      243      258      511      527                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      101,158
COMMITMENTS
   3,737    6,681   22,162   40,486   52,499   66,385   81,342   34,774   19,816

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     16,106)
    -198    2,130    5,585    8,701    7,288   14,087   15,003    2,019    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.6     21.9     40.0     51.9     65.6     80.4     34.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       18       25       29       31       59       57                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,437,416
COMMITMENTS
 515,999  423,551  444,207  2188151  2170892  3148358  3038650  289,058  398,765

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    119,450)
  18,030    3,760   28,889   75,670   44,962  122,590   77,612   -3,140   41,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     12.3     12.9     63.7     63.2     91.6     88.4      8.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     168      165      181      237      252      492      511                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| 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:       23,406
COMMITMENTS
   6,619        0        0   13,629   22,652   20,248   22,652    3,158      754

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      2,353)
   2,171     -396        0       72    2,701    2,243    2,305      110       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      0.0      0.0     58.2     96.8     86.5     96.8     13.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        7        7       14        7                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| 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:       15,167
COMMITMENTS
   8,481      663        0    4,601   13,910   13,082   14,573    2,085      594

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -337)
    -477        0        0        0     -310     -477     -310      140      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9      4.4      0.0     30.3     91.7     86.3     96.1     13.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0        7        9       13       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,877
COMMITMENTS
  23,863    2,943      965   54,848   84,277   79,676   88,185   12,201    3,692

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -1,013)
     334      -42      466   -2,082   -1,428   -1,282   -1,004      269       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      3.2      1.1     59.7     91.7     86.7     96.0     13.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15        6        5       41       39       57       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,501
COMMITMENTS
  20,677   12,702    2,145   29,918   36,334   52,739   51,181    6,761    8,320

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,096)
   2,287      693        7   -1,136      203    1,159      904      -62      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     21.3      3.6     50.3     61.1     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      63       82       29       71       86      151      180                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      297,503
COMMITMENTS
 103,383   63,511   10,725  149,590  181,668  263,697  255,905   33,806   41,598

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,482)
  11,436    3,467       36   -5,679    1,015    5,793    4,519     -312      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     21.3      3.6     50.3     61.1     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      63       82       29       71       86      151      180                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,092
COMMITMENTS
  66,882   17,848   14,173   25,637   84,627  106,692  116,648   37,400   27,444

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     29,059)
  11,966     -874    3,590    4,646   22,447   20,202   25,163    8,857    3,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     12.4      9.8     17.8     58.7     74.0     81.0     26.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       22       16       25       30       74       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,265
COMMITMENTS
  13,985    5,692        2   14,252   27,189   28,239   32,883    8,026    3,382

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -286)
     324     -531      -26     -498       -9     -200     -566      -86      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     15.7      0.0     39.3     75.0     77.9     90.7     22.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        4        1       15       11       32       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,755
COMMITMENTS
  15,094    5,287    2,569   31,504   13,853   49,167   21,709    9,588   37,046

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -10,837)
    -279   -1,395    1,043  -11,054   -6,708  -10,290   -7,060     -547   -3,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7      9.0      4.4     53.6     23.6     83.7     36.9     16.3     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       14        6       32       20       58       37                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,687
COMMITMENTS
   8,250    6,021      637    6,290    8,726   15,177   15,384      510      303

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        293)
       4      177      285       -6        0      283      462       10     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.6     38.4      4.1     40.1     55.6     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        2        8        2       16        7                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| 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:       87,225
COMMITMENTS
   6,158   16,947   21,891   59,154   48,387   87,203   87,225       22        0

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,143)
       0     -150      525      620      768    1,145    1,143       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     19.4     25.1     67.8     55.5    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 21, 2017