MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       23,044
COMMITMENTS
   1,440    4,420    1,700   19,640   16,660   22,780   22,780      264      264

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -1,172)
     680     -700     -820     -912      468   -1,052   -1,052     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     19.2      7.4     85.2     72.3     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4       10        7        8        7       17       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,346
COMMITMENTS
     460    1,194    1,415    5,523    5,290    7,398    7,899      948      447

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        352)
      -1       54      143      240      169      381      365      -30      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     14.3     16.9     66.2     63.4     88.6     94.6     11.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        6       11       25       21       38       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,300
COMMITMENTS
  14,843    6,285   13,794   16,130   18,524   44,767   38,603    3,533    9,697

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -1,868)
   1,473    2,609   -2,004   -1,071   -1,141   -1,603     -536     -265   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     13.0     28.6     33.4     38.4     92.7     79.9      7.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       23       28       35       33       70       70                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,802
COMMITMENTS
     843      328    2,498    6,349    7,574    9,691   10,401    1,111      402

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        458)
     -61      -49      269      210      250      417      470       41      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      3.0     23.1     58.8     70.1     89.7     96.3     10.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        5        9       26       19       37       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,945
COMMITMENTS
     218      300    1,665    2,581    1,423    4,464    3,388      482    1,558

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:         93)
      -8       39       52       25      -17       69       74       24       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.1     33.7     52.2     28.8     90.3     68.5      9.7     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        8        8        7       16       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      337,444
COMMITMENTS
  89,025   42,950  110,384  116,257  137,418  315,666  290,752   21,778   46,692

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      4,951)
  -1,983   -1,210    4,771    2,690    2,405    5,478    5,966     -527   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     12.7     32.7     34.5     40.7     93.5     86.2      6.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     106      111      154       82       89      287      280                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      397,627
COMMITMENTS
 140,073   23,313   91,111  136,879  222,706  368,063  337,130   29,563   60,497

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     14,101)
   5,537     -711    4,098    3,916   10,497   13,551   13,884      550      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      5.9     22.9     34.4     56.0     92.6     84.8      7.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     137       68      140      133      165      331      325                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,161
COMMITMENTS
   2,879    1,325      775      877    3,181    4,531    5,281    1,629      880

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        300)
     238       -4       65       82      267      385      328      -85      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.7     21.5     12.6     14.2     51.6     73.6     85.7     26.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      32        8       13       19       24       57       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       70,977
COMMITMENTS
  28,838   10,213   21,124   13,349   18,002   63,311   49,340    7,666   21,638

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      6,229)
   1,868    1,203    3,791      874      791    6,532    5,784     -304      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6     14.4     29.8     18.8     25.4     89.2     69.5     10.8     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      81       55       79       54       81      181      184                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,633
COMMITMENTS
   1,220   11,559    4,819   22,831   11,703   28,870   28,082      763    1,551

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -546)
     279     -864     -197     -518      622     -436     -440     -110     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     39.0     16.3     77.0     39.5     97.4     94.8      2.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13       12       13       30       25       48       45                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,496
COMMITMENTS
  16,680    5,280        0   22,573   34,859   39,253   40,139    2,243    1,357

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,591)
     723     -132        0      733    1,850    1,456    1,718      135     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.2     12.7      0.0     54.4     84.0     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        6        0        5        8       20       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      212,970
COMMITMENTS
 101,550   25,389   18,797   47,382  146,341  167,728  190,527   45,241   22,443

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:   -116,873)
   1,668  -13,693      412 -116,858 -100,006 -114,778 -113,287   -2,095   -3,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7     11.9      8.8     22.2     68.7     78.8     89.5     21.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      56       17       24       26       30       90       63                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,012
COMMITMENTS
  15,208   16,633    1,867   13,898    6,553   30,974   25,053   10,039   15,960

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      4,554)
   1,714    1,910      332    3,569      778    5,616    3,020   -1,061    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     40.6      4.6     33.9     16.0     75.5     61.1     24.5     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       14        5        6        7       20       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      220,123
COMMITMENTS
 134,621   50,779    1,826   75,245  164,444  211,692  217,049    8,431    3,074

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,535)
  -1,717   -8,470      287    3,542    9,489    2,112    1,306     -577      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.2     23.1      0.8     34.2     74.7     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      76       41       11       20       22      103       67                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      256,688
COMMITMENTS
  78,465   76,247   49,241   91,727  103,070  219,433  228,558   37,255   28,130

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -11,872)
   2,975  -10,483   -1,244  -16,646    3,022  -14,916   -8,706    3,044   -3,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     29.7     19.2     35.7     40.2     85.5     89.0     14.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      43       34       30       35       45       98       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      259,784
COMMITMENTS
  35,608  108,450   42,226  161,891   70,753  239,725  221,430   20,059   38,355

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     27,210)
  -1,459   18,527    6,577   22,001     -864   27,119   24,240       92    2,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     41.7     16.3     62.3     27.2     92.3     85.2      7.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      24       44       26       34       34       71       91                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      517,813
COMMITMENTS
 182,680   88,775   66,675  186,261  299,950  435,616  455,399   82,197   62,414

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      3,042)
  -6,025  -33,375    6,853    1,775   27,859    2,603    1,337      439    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     17.1     12.9     36.0     57.9     84.1     87.9     15.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     100       64       72       64       67      197      171                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,235
COMMITMENTS
  10,263    2,849      832    9,229   26,710   20,324   30,391   13,911    3,844

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,130)
    -806    1,196       -3      -94       34     -903    1,227    2,033      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      8.3      2.4     27.0     78.0     59.4     88.8     40.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        3        9        5       18       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       43,304
COMMITMENTS
  23,759   12,380      379   16,949   29,863   41,087   42,622    2,217      682

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     11,386)
   1,540    1,076     -314   10,082   10,445   11,308   11,207       78      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.9     28.6      0.9     39.1     69.0     94.9     98.4      5.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13       10        2        7        6       21       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,914
COMMITMENTS
  22,369   14,316      286    7,499   17,287   30,154   31,889    5,760    4,025

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -1,159)
    -879   -2,262      135     -995      120   -1,739   -2,007      580      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.3     39.9      0.8     20.9     48.1     84.0     88.8     16.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      36       20        3        8       11       45       33                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,661
COMMITMENTS
  16,013    4,657        0    2,847   14,458   18,860   19,115      801      546

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -182)
  -1,496       17      -57    1,455      -18      -98      -58      -84     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.4     23.7      0.0     14.5     73.5     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      16        7        0        4        5       20       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,150,543
COMMITMENTS
 1025442  2554993  8877851 10568558  8560399 20471852 19993243  678,692  1157300

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    257,665)
 -73,981  167,830  265,897   73,176 -191,775  265,092  241,952   -7,427   15,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     12.1     42.0     50.0     40.5     96.8     94.5      3.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      59      134      148      127      146      284      337                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      810,608
COMMITMENTS
 117,549   93,613  110,587  494,284  508,948  722,420  713,148   88,188   97,460

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -11,589)
   3,229   -1,024   -3,574  -13,010   -6,098  -13,354  -10,695    1,765     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     11.5     13.6     61.0     62.8     89.1     88.0     10.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      701)
     174      180      192      250      270      526      540                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       89,176
COMMITMENTS
   5,363    4,737   19,411   38,366   41,064   63,139   65,212   26,037   23,964

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,539)
    -290     -908   -2,866      205      271   -2,951   -3,503   -1,588   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      5.3     21.8     43.0     46.0     70.8     73.1     29.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       18       26       29       28       61       55                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,607,159
COMMITMENTS
 569,372  452,816  447,443  2279590  2339423  3296406  3239682  310,754  367,478

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -35,249)
  14,017   -4,155       41  -66,073  -31,847  -52,015  -35,961   16,766      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     12.6     12.4     63.2     64.9     91.4     89.8      8.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     168      172      181      243      263      504      523                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| 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:       27,179
COMMITMENTS
  12,209        0        0   12,180   26,523   24,389   26,523    2,790      656

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,263)
     918        0        0      525    1,267    1,443    1,267     -180       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9      0.0      0.0     44.8     97.6     89.7     97.6     10.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        0        0        7        9       16        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       23,595
COMMITMENTS
     333    1,188        0   21,527   21,176   21,860   22,364    1,735    1,231

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        222)
    -345      414        0    1,142     -529      797     -115     -575      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      5.0      0.0     91.2     89.7     92.6     94.8      7.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       14        9       15       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,200
COMMITMENTS
  24,811    2,655      683   49,474   81,390   74,968   84,728   13,232    3,472

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,785)
   1,550      -15      188      280    3,311    2,018    3,484      767     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      3.0      0.8     56.1     92.3     85.0     96.1     15.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15        7        5       39       38       54       50                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,259
COMMITMENTS
  20,262   14,281    2,297   26,657   31,898   49,217   48,477    7,042    7,783

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,557)
    -662    1,298      378    1,317     -423    1,032    1,252      525      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     25.4      4.1     47.4     56.7     87.5     86.2     12.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      70       80       33       72       94      158      191                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,297
COMMITMENTS
 101,312   71,407   11,487  133,286  159,490  246,085  242,384   35,212   38,913

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      7,784)
  -3,312    6,490    1,889    6,583   -2,117    5,160    6,262    2,624    1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     25.4      4.1     47.4     56.7     87.5     86.2     12.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      70       80       33       72       94      158      191                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      176,111
COMMITMENTS
 102,890   24,921   15,187   22,857  113,438  140,934  153,546   35,177   22,565

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -2,243)
     587   -4,779    2,012   -4,210     -572   -1,612   -3,340     -631    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     14.2      8.6     13.0     64.4     80.0     87.2     20.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      51       13       20       23       25       78       54                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      551,503
COMMITMENTS
 151,659  174,540   12,165  367,206  352,917  531,031  539,622   20,472   11,881

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     23,336)
  14,696   -2,120    2,968    3,074   22,283   20,738   23,131    2,598      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     31.6      2.2     66.6     64.0     96.3     97.8      3.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      62       41       21       97      104      168      157                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,802
COMMITMENTS
  15,611   10,618      161   14,277   22,323   30,049   33,102    6,753    3,700

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:         50)
     273    1,414      -72      770   -1,191      971      151     -921     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     28.9      0.4     38.8     60.7     81.7     89.9     18.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        4        1       15        9       34       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,628
COMMITMENTS
  17,375    8,712    1,099   25,255   26,527   43,729   36,338    9,899   17,290

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,872)
  -1,209       26      -80    3,399    4,455    2,110    4,401      762   -1,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     16.2      2.0     47.1     49.5     81.5     67.8     18.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       20        4       28       24       53       47                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| 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:      110,327
COMMITMENTS
   6,288   10,123   32,719   71,306   67,483  110,313  110,325       14        2

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,217)
       0     -410      647      570      980    1,217    1,217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      9.2     29.7     64.6     61.2    100.0    100.0      0.0      0.0

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



Updated September 29, 2017