MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,836
COMMITMENTS
   2,080    5,496    2,680   22,676   19,260   27,436   27,436      400      400

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      2,120)
     240     -640    2,520    1,200    1,440    3,960    3,320   -1,840   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     19.7      9.6     81.5     69.2     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4       11        3        8        8       13       21                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,913
COMMITMENTS
     289      850      449    4,272    4,112    5,010    5,411      903      502

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        244)
      93      -19       41       51      301      185      323       59      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     14.4      7.6     72.2     69.5     84.7     91.5     15.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9        9       17       19       28       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,329
COMMITMENTS
  19,616    9,496      572    8,429   16,347   28,617   26,415    2,712    4,914

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        719)
     263      324      -69      246      652      440      907      279     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.6     30.3      1.8     26.9     52.2     91.3     84.3      8.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       24       16       19       23       47       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,734
COMMITMENTS
   1,535      802      398    4,181    4,789    6,114    5,989      620      745

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        251)
      29      -26       33      117      173      179      180       72       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     11.9      5.9     62.1     71.1     90.8     88.9      9.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        5        8       22       16       35       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      220,752
COMMITMENTS
  78,556   47,903   38,260   85,042  103,111  201,858  189,274   18,894   31,478

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      8,493)
   4,639   -2,588    3,526     -320    7,424    7,845    8,362      648      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     21.7     17.3     38.5     46.7     91.4     85.7      8.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     107       64      107       63       74      225      206                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      416,324
COMMITMENTS
 175,940   49,570   72,856  133,389  239,628  382,185  362,054   34,139   54,270

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -3,792)
  -2,834   -5,403   -2,533     -413    3,545   -5,780   -4,391    1,988      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     11.9     17.5     32.0     57.6     91.8     87.0      8.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     149       79      136      114      164      346      333                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,860
COMMITMENTS
   1,709    1,541      455    1,090    1,852    3,254    3,848    1,606    1,012

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -623)
    -936      -59       16      412     -487     -508     -530     -115      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     31.7      9.4     22.4     38.1     67.0     79.2     33.0     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18       13        6       17       17       39       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,980
COMMITMENTS
  26,673   12,372    7,977   13,874   16,814   48,524   37,163    8,456   19,817

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -2,384)
  -1,495   -1,648      505   -1,865     -867   -2,855   -2,010      471     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     21.7     14.0     24.3     29.5     85.2     65.2     14.8     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      76       55       52       43       84      150      168                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,885
COMMITMENTS
     588    5,002      116    3,821      321    4,525    5,439    1,360      446

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:         25)
      31       -9        7       -7      -18       31      -20       -6       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     85.0      2.0     64.9      5.5     76.9     92.4     23.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        4        9        4       16       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,951
COMMITMENTS
   5,471   19,562      532   20,512    5,879   26,515   25,973      436      978

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -116)
    -416     -118       33      309       11      -74      -74      -42      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     72.6      2.0     76.1     21.8     98.4     96.4      1.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       15       11       21       17       43       38                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,954
COMMITMENTS
  11,976    1,983        0   22,711   33,110   34,687   35,093    1,267      861

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -474)
    -672      330        0      388     -715     -284     -385     -190      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      5.5      0.0     63.2     92.1     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        7        0       10        8       24       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      219,483
COMMITMENTS
  39,130  137,130    4,139  145,253   36,569  188,522  177,838   30,961   41,645

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      4,537)
  -8,282    3,503     -349   13,111    3,703    4,480    6,857       57   -2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     62.5      1.9     66.2     16.7     85.9     81.0     14.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      25       49       13       29       30       60       86                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,928
COMMITMENTS
   3,946   25,108    1,061   35,259    4,950   40,266   31,119    8,662   17,809

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        518)
  -4,534    1,432       71    4,026       36     -437    1,539      955   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     51.3      2.2     72.1     10.1     82.3     63.6     17.7     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       19        7       12        8       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      183,857
COMMITMENTS
  92,686   22,632    1,784   81,075  156,495  175,545  180,911    8,312    2,946

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      3,971)
     172       21    1,010    2,133    2,784    3,315    3,815      656      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     12.3      1.0     44.1     85.1     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      81       31        9       12       27       97       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      256,035
COMMITMENTS
  48,369   81,364    6,963  170,287  138,282  225,619  226,609   30,416   29,426

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -1,190)
   3,459  -10,344      362   -3,865    8,020      -44   -1,962   -1,146      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     31.8      2.7     66.5     54.0     88.1     88.5     11.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      33       38       19       29       44       73       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      222,510
COMMITMENTS
  41,963  101,971    4,387  155,071   72,713  201,421  179,071   21,089   43,439

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     19,370)
    -672   23,029       10   21,079   -3,386   20,417   19,653   -1,047     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     45.8      2.0     69.7     32.7     90.5     80.5      9.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      31       42       16       29       34       69       83                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      431,659
COMMITMENTS
 164,234  126,630   14,322  186,406  236,357  364,962  377,309   66,697   54,350

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     13,358)
   8,653   -6,552    1,043    2,546   19,298   12,242   13,789    1,116     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     29.3      3.3     43.2     54.8     84.5     87.4     15.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      89       75       46       62       65      170      167                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,925
COMMITMENTS
  14,753    4,910      397    5,805   23,212   20,955   28,519   11,970    4,406

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        338)
     995      328       50     -147      119      898      497     -560     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     14.9      1.2     17.6     70.5     63.6     86.6     36.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5        2        6        6       16       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,033
COMMITMENTS
  11,542    3,970       34    9,475   18,345   21,051   22,349    1,982      684

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -449)
     546   -1,051       32     -832      321     -254     -698     -195      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     17.2      0.1     41.1     79.6     91.4     97.0      8.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       13        1        5        6       18       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       45,187
COMMITMENTS
  11,918   23,872      336   29,921   15,501   42,175   39,709    3,012    5,478

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      1,130)
    -152    1,016      120    1,155     -157    1,123      979        7      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     52.8      0.7     66.2     34.3     93.3     87.9      6.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       31        8       15       14       41       49                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,685
COMMITMENTS
   4,484    2,858    2,648    9,480   11,336   16,612   16,842    1,073      843

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -690)
     241     -187     -648     -210       74     -617     -761      -73       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     16.2     15.0     53.6     64.1     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        1        9        6       16       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,251,066
COMMITMENTS
 667,771  3359261  2753044  9245485  6014743 12666300 12127048  584,766  1124018

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:   -185,136)
 148,064 -324,766    2,024 -380,047  145,909 -229,959 -176,833   44,823   -8,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     25.4     20.8     69.8     45.4     95.6     91.5      4.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      36      116      117      107      131      233      291                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      684,563
COMMITMENTS
 101,566   99,713   29,269  469,953  470,193  600,788  599,174   83,776   85,389

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      4,408)
  -4,182    5,576     -293    8,506   -1,948    4,032    3,335      376    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     14.6      4.3     68.7     68.7     87.8     87.5     12.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     123      143       77      227      235      386      419                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       71,457
COMMITMENTS
   4,597    9,168      920   43,370   37,614   48,887   47,702   22,570   23,755

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -1,097)
     282     -547   -1,075     -729      420   -1,522   -1,202      425      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     12.8      1.3     60.7     52.6     68.4     66.8     31.6     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        8        2       25       21       34       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,065,532
COMMITMENTS
 532,258  500,138   94,330  2132916  2162893  2759504  2757361  306,028  308,171

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     27,526)
 -22,084   30,847    3,678   46,176  -11,841   27,770   22,684     -244    4,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     16.3      3.1     69.6     70.6     90.0     89.9     10.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     120      144       72      222      227      377      408                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       96,060
COMMITMENTS
  21,720    3,512    1,418   60,522   87,879   83,660   92,809   12,400    3,251

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -127)
  -1,163      150       40    1,203       31       80      221     -207     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      3.7      1.5     63.0     91.5     87.1     96.6     12.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12        8        5       47       31       61       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,992
COMMITMENTS
  25,254    9,547    1,205   20,997   36,035   47,456   46,786    6,536    7,206

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        128)
  -1,907    1,282      319    1,534   -1,801      -55     -200      183      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     17.7      2.2     38.9     66.7     87.9     86.7     12.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      75       66       24       72       72      160      149                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      269,961
COMMITMENTS
 126,272   47,734    6,025  104,984  180,173  237,281  233,932   32,680   36,029

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        642)
  -9,537    6,412    1,594    7,668   -9,007     -275   -1,001      917    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     17.7      2.2     38.9     66.7     87.9     86.7     12.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      75       66       24       72       72      160      149                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,755
COMMITMENTS
  52,244   45,900    3,354   63,428   54,442  119,026  103,696   19,729   35,059

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     18,716)
  -4,227   15,213    1,204   24,774     -269   21,751   16,148   -3,035    2,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     33.1      2.4     45.7     39.2     85.8     74.7     14.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       29       10       18       20       47       56                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,054
COMMITMENTS
  17,392   12,949       23   12,637   24,618   30,052   37,590   11,002    3,464

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        455)
    -991      414       23     -373      300   -1,341      737    1,796     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     31.5      0.1     30.8     60.0     73.2     91.6     26.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        8        2       15       12       35       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/16/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       79,086
COMMITMENTS
  29,671   16,234      927   39,084   37,931   69,682   55,092    9,404   23,994

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -5,790)
  -1,249      292       97   -5,159      882   -6,311    1,271      521   -7,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     20.5      1.2     49.4     48.0     88.1     69.7     11.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       19        5       31       26       61       48                  



Updated May 19, 2017