MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,950
COMMITMENTS
   1,800    6,300    2,700   23,050   18,550   27,550   27,550      400      400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        114)
    -280      804       20      374     -710      114      114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     22.5      9.7     82.5     66.4     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       11        3        8        8       13       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,088
COMMITMENTS
     274      974      374    4,558    4,355    5,206    5,703      882      385

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        175)
     -15      124      -75      286      243      196      292      -21     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     16.0      6.1     74.9     71.5     85.5     93.7     14.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        9        9       18       19       29       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,980
COMMITMENTS
  19,584    9,451      876    8,815   16,610   29,275   26,937    2,705    5,043

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        651)
     -32      -45      304      386      263      658      522       -7      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     29.6      2.7     27.6     51.9     91.5     84.2      8.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       26       18       19       23       48       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,798
COMMITMENTS
   1,344      771      399    4,358    4,926    6,101    6,096      697      702

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         64)
    -191      -31        1      177      137      -13      107       77      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     11.3      5.9     64.1     72.5     89.7     89.7     10.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        6        8       24       19       37       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,554
COMMITMENTS
  87,062   42,598   37,573   83,937  115,814  208,572  195,985   18,982   31,569

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      6,802)
   8,506   -5,305     -687   -1,105   12,703    6,714    6,711       88       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     18.7     16.5     36.9     50.9     91.7     86.1      8.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     105       61      106       60       74      228      199                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      420,815
COMMITMENTS
 181,214   49,476   70,947  134,809  243,953  386,970  364,376   33,845   56,439

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      4,491)
   5,274      -94   -1,909    1,420    4,325    4,785    2,322     -294    2,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     11.8     16.9     32.0     58.0     92.0     86.6      8.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     156       69      136      119      172      352      336                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,947
COMMITMENTS
   1,455    1,505      539    1,347    1,936    3,341    3,980    1,606      967

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         87)
    -254      -36       84      257       84       87      132        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     30.4     10.9     27.2     39.1     67.5     80.5     32.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       13        7       17       19       39       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,558
COMMITMENTS
  26,925   12,837    8,729   14,286   16,925   49,940   38,491    8,618   20,067

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,578)
     252      465      752      412      111    1,416    1,328      162      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     21.9     14.9     24.4     28.9     85.3     65.7     14.7     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      79       54       54       41       84      153      168                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,928
COMMITMENTS
     636    5,051      108    3,856      393    4,600    5,552    1,328      376

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         43)
      48       49       -8       35       72       75      113      -32      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     85.2      1.8     65.0      6.6     77.6     93.7     22.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        4       10        5       17       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,115
COMMITMENTS
   5,175   19,549      702   20,662    5,967   26,539   26,218      576      897

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        164)
    -296      -13      170      150       88       24      245      140      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     72.1      2.6     76.2     22.0     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       15       11       22       18       44       39                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,059
COMMITMENTS
  10,272    2,147        0   24,373   33,085   34,645   35,232    1,414      827

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        105)
  -1,704      164        0    1,662      -25      -42      139      147      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      6.0      0.0     67.6     91.8     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        8        0       10        7       23       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      208,304
COMMITMENTS
  29,681  128,790    3,623  147,449   35,345  180,753  167,758   27,551   40,546

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -11,179)
  -9,449   -8,340     -516    2,196   -1,224   -7,769  -10,080   -3,410   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     61.8      1.7     70.8     17.0     86.8     80.5     13.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      27       45       16       28       30       62       84                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,178
COMMITMENTS
   6,118   25,903    1,285   30,893   11,085   38,296   38,273   12,882   12,905

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,250)
   2,172      795      224   -4,366    6,135   -1,970    7,154    4,220   -4,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     50.6      2.5     60.4     21.7     74.8     74.8     25.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       19        8       12        9       26       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      211,110
COMMITMENTS
  98,609   44,311    3,042  101,454  160,659  203,105  208,012    8,005    3,098

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     27,253)
   5,923   21,679    1,258   20,379    4,164   27,560   27,101     -307      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     21.0      1.4     48.1     76.1     96.2     98.5      3.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      78       30       10       15       25       98       61                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      256,257
COMMITMENTS
  49,166   73,033    7,967  169,651  147,172  226,784  228,172   29,473   28,085

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        222)
     797   -8,331    1,004     -636    8,890    1,165    1,563     -943   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     28.5      3.1     66.2     57.4     88.5     89.0     11.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      32       39       22       31       44       76       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      211,298
COMMITMENTS
  41,920   93,576    4,345  143,304   74,467  189,569  172,388   21,729   38,910

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -11,212)
     -43   -8,395      -42  -11,767    1,754  -11,852   -6,683      640   -4,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     44.3      2.1     67.8     35.2     89.7     81.6     10.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      32       37       17       28       38       69       83                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      449,360
COMMITMENTS
 175,032  110,187   14,881  190,524  272,094  380,437  397,162   68,923   52,198

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     17,701)
  10,798  -16,443      559    4,118   35,737   15,475   19,853    2,226   -2,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     24.5      3.3     42.4     60.6     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      97       71       48       69       65      183      167                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,969
COMMITMENTS
  16,462    6,569      409    5,850   23,571   22,721   30,549   12,248    4,420

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,044)
   1,709    1,659       12       45      359    1,766    2,030      278       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     18.8      1.2     16.7     67.4     65.0     87.4     35.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        2        7        6       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,696
COMMITMENTS
  11,909    4,259       34   10,127   18,439   22,070   22,732    1,626      964

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        663)
     367      289        0      652       94    1,019      383     -356      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     18.0      0.1     42.7     77.8     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       12        1        5        7       19       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,165
COMMITMENTS
  14,018   23,235      433   26,465   15,418   40,916   39,086    3,249    5,079

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,022)
   2,100     -637       97   -3,456      -83   -1,259     -623      237     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     52.6      1.0     59.9     34.9     92.6     88.5      7.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       28        6       14       14       40       46                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,808
COMMITMENTS
   4,417    2,918    2,848    9,490   11,256   16,755   17,022    1,053      786

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        123)
     -67       60      200       10      -80      143      180      -20      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     16.4     16.0     53.3     63.2     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        2        9        6       16       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,614,294
COMMITMENTS
 754,831  3208229  2877679  9374961  6457713 13007471 12543621  606,823  1070673

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    363,228)
  87,060 -151,032  124,635  129,476  442,970  341,171  416,573   22,057  -53,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     23.6     21.1     68.9     47.4     95.5     92.1      4.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      48      113      121      116      137      250      302                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      691,817
COMMITMENTS
 102,982  101,489   30,264  475,477  469,524  608,722  601,277   83,094   90,540

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,253)
   1,416    1,776      995    5,524     -668    7,935    2,103     -681    5,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     14.7      4.4     68.7     67.9     88.0     86.9     12.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     122      142       78      230      246      388      430                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       77,826
COMMITMENTS
   3,633   10,219      923   49,375   40,057   53,931   51,199   23,895   26,627

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      6,369)
    -964    1,051        3    6,005    2,443    5,044    3,497    1,325    2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     13.1      1.2     63.4     51.5     69.3     65.8     30.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        7        3       22       18       30       26                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,069,954
COMMITMENTS
 542,726  502,332  100,721  2130510  2147336  2773957  2750389  295,997  319,565

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      4,422)
  10,468    2,194    6,391   -2,406  -15,557   14,453   -6,972  -10,031   11,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     16.4      3.3     69.4     69.9     90.4     89.6      9.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     121      140       74      225      238      378      420                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,141
COMMITMENTS
  22,489    3,807      668   57,637   85,416   80,794   89,891   12,347    3,250

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -2,919)
     769      295     -750   -2,885   -2,463   -2,866   -2,918      -53       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      4.1      0.7     61.9     91.7     86.7     96.5     13.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        8        5       45       31       61       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,042
COMMITMENTS
  23,754    8,937    1,608   22,253   36,554   47,615   47,099    6,427    6,942

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         50)
  -1,501     -610      403    1,256      519      159      313     -109     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     16.5      3.0     41.2     67.6     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      71       62       21       69       76      151      148                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      270,209
COMMITMENTS
 118,768   44,685    8,042  111,264  182,770  238,074  235,497   32,135   34,712

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        248)
  -7,504   -3,049    2,017    6,280    2,597      793    1,565     -545   -1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     16.5      3.0     41.2     67.6     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      71       62       21       69       76      151      148                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,250
COMMITMENTS
  42,892   40,257    2,562   64,102   55,587  109,556   98,406   18,694   29,844

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -10,505)
  -9,352   -5,643     -792      674    1,145   -9,470   -5,290   -1,035   -5,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     31.4      2.0     50.0     43.3     85.4     76.7     14.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       25       11       18       24       47       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,148
COMMITMENTS
  17,364   12,581       23   12,963   24,385   30,350   36,989    9,798    3,159

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -906)
     -28     -368        0      326     -233      298     -601   -1,204     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     31.3      0.1     32.3     60.7     75.6     92.1     24.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        8        1       16       12       37       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,756
COMMITMENTS
  26,633   15,073    1,200   44,003   37,525   71,836   53,798    9,920   27,958

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,670)
  -3,038   -1,161      273    4,919     -406    2,154   -1,294      516    3,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     18.4      1.5     53.8     45.9     87.9     65.8     12.1     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       21        4       30       26       54       49                  



Updated May 26, 2017