MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       29,190
COMMITMENTS
   1,800    6,940    2,540   24,490   19,350   28,830   28,830      360      360

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,240)
       0      640     -160    1,440      800    1,280    1,280      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     23.8      8.7     83.9     66.3     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       11        3        9        8       14       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,208
COMMITMENTS
     341    1,022      371    4,550    4,410    5,262    5,803      946      405

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        120)
      67       48       -3       -8       55       56      100       64       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     16.5      6.0     73.3     71.0     84.8     93.5     15.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       10        9       18       19       30       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,358
COMMITMENTS
  19,516    8,998      806    9,375   17,203   29,697   27,007    2,661    5,351

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        378)
     -68     -453      -70      560      593      422       70      -44      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     27.8      2.5     29.0     53.2     91.8     83.5      8.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       27       21       19       27       50       59                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,848
COMMITMENTS
   1,032      850      354    4,747    4,905    6,133    6,109      715      739

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         50)
    -312       79      -45      389      -21       32       13       18       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.4      5.2     69.3     71.6     89.6     89.2     10.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10        6        9       24       18       37       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      239,007
COMMITMENTS
  93,529   42,911   41,933   83,834  122,586  219,296  207,430   19,711   31,577

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     11,453)
   6,467      313    4,360     -103    6,772   10,724   11,445      729        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     18.0     17.5     35.1     51.3     91.8     86.8      8.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      99       73      106       60       77      229      205                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      421,529
COMMITMENTS
 179,433   48,540   73,057  134,866  245,632  387,356  367,229   34,173   54,300

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        714)
  -1,781     -936    2,110       57    1,679      386    2,853      328   -2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     11.5     17.3     32.0     58.3     91.9     87.1      8.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
     155       76      132      120      177      354      343                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,018
COMMITMENTS
   1,228    1,380      736    1,540    1,901    3,504    4,017    1,514    1,001

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         71)
    -227     -125      197      193      -35      163       37      -92       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     27.5     14.7     30.7     37.9     69.8     80.1     30.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       12       10       18       16       39       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,964
COMMITMENTS
  25,798   11,773    8,112   13,225   16,239   47,135   36,124    7,829   18,840

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -3,594)
  -1,127   -1,064     -617   -1,061     -686   -2,805   -2,367     -789   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     21.4     14.8     24.1     29.5     85.8     65.7     14.2     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      67       57       49       36       81      133      163                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,987
COMMITMENTS
     656    5,027      103    4,091      485    4,850    5,615    1,137      372

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         59)
      20      -24       -5      235       92      250       63     -191       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     84.0      1.7     68.3      8.1     81.0     93.8     19.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        4       12        6       19       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,123
COMMITMENTS
   4,815   19,270      821   20,896    6,097   26,532   26,188      591      935

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          8)
    -360     -279      119      234      130       -7      -30       15       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     71.0      3.0     77.0     22.5     97.8     96.6      2.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       13       12       22       18       44       38                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,012
COMMITMENTS
   9,990    2,127        0   24,530   33,035   34,520   35,162    1,492      850

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        -47)
    -282      -20        0      157      -50     -125      -70       78       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      5.9      0.0     68.1     91.7     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        8        0       11        8       24       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      200,273
COMMITMENTS
  23,711  121,898    4,127  144,726   35,352  172,564  161,377   27,709   38,896

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -8,031)
  -5,970   -6,892      504   -2,723        7   -8,189   -6,381      158   -1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     60.9      2.1     72.3     17.7     86.2     80.6     13.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      24       42       17       28       30       61       80                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,403
COMMITMENTS
   8,735   27,247      751   30,702   12,595   40,188   40,593   14,215   13,810

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      3,225)
   2,617    1,344     -534     -191    1,510    1,892    2,320    1,333      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.1      1.4     56.4     23.2     73.9     74.6     26.1     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       17        8       11        9       26       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      206,058
COMMITMENTS
 112,479   37,477    2,556   82,152  163,139  197,187  203,172    8,871    2,886

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -5,052)
  13,870   -6,834     -486  -19,302    2,480   -5,918   -4,840      866     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     18.2      1.2     39.9     79.2     95.7     98.6      4.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      84       36        9       14       23      103       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      254,039
COMMITMENTS
  45,574   75,225    7,013  174,892  141,427  227,479  223,665   26,560   30,374

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -2,218)
  -3,592    2,192     -954    5,241   -5,745      695   -4,507   -2,913    2,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     29.6      2.8     68.8     55.7     89.5     88.0     10.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      31       38       23       32       42       75       91                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      213,727
COMMITMENTS
  43,404   95,679    4,941  143,450   76,426  191,795  177,046   21,932   36,681

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      2,429)
   1,484    2,103      596      146    1,959    2,226    4,658      203   -2,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     44.8      2.3     67.1     35.8     89.7     82.8     10.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      37       36       20       28       37       76       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      453,280
COMMITMENTS
 176,226  103,357   17,221  185,792  279,432  379,239  400,010   74,041   53,270

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      3,920)
   1,194   -6,830    2,340   -4,732    7,338   -1,198    2,848    5,118    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     22.8      3.8     41.0     61.6     83.7     88.2     16.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      94       64       47       66       66      177      161                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,335
COMMITMENTS
  16,332    6,939      414    5,737   23,528   22,483   30,881   12,852    4,454

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        366)
    -130      370        5     -113      -43     -238      332      604       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     19.6      1.2     16.2     66.6     63.6     87.4     36.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        6        3        7        6       17       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,902
COMMITMENTS
  12,516    4,409      104   19,138   27,567   31,758   32,080    1,144      822

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      9,206)
     607      150       70    9,011    9,128    9,688    9,348     -482     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     13.4      0.3     58.2     83.8     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17       12        2        7        9       24       23                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,203
COMMITMENTS
  16,886   22,425      423   23,102   16,391   40,411   39,239    3,792    4,964

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         38)
   2,868     -810      -10   -3,363      973     -505      153      543     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     50.7      1.0     52.3     37.1     91.4     88.8      8.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       23        6       13       15       38       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,642
COMMITMENTS
   4,040    1,968    3,084    9,467   12,025   16,591   17,077    1,051      565

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -166)
    -377     -950      236      -23      769     -164       55       -2     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     11.2     17.5     53.7     68.2     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        3        9        7       18       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,028,713
COMMITMENTS
 755,600  3212645  2904278  9631245  6759398 13291123 12876321  737,590  1152392

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    414,419)
     769    4,416   26,599  256,284  301,685  283,652  332,700  130,767   81,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     22.9     20.7     68.7     48.2     94.7     91.8      5.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      46      114      118      120      141      252      304                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      695,192
COMMITMENTS
 104,991  101,857   30,125  479,948  473,169  615,064  605,151   80,128   90,041

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      3,375)
   2,009      368     -138    4,471    3,645    6,341    3,874   -2,966     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     14.7      4.3     69.0     68.1     88.5     87.0     11.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     116      141       76      236      244      388      425                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       77,966
COMMITMENTS
   3,978   12,063      575   50,584   39,605   55,137   52,243   22,829   25,723

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        140)
     345    1,844     -348    1,209     -452    1,206    1,044   -1,066     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     15.5      0.7     64.9     50.8     70.7     67.0     29.3     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8        6        3       22       19       33       25                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,086,131
COMMITMENTS
 554,764  498,671   98,051  2146819  2167819  2799634  2764541  286,497  321,590

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     16,177)
  12,038   -3,661   -2,670   16,309   20,483   25,677   14,152   -9,500    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     16.2      3.2     69.6     70.2     90.7     89.6      9.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     114      140       71      231      236      376      416                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| 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:       16,074
COMMITMENTS
   2,267        0        0   11,667   15,234   13,934   15,234    2,140      840

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.0      0.0     72.6     94.8     86.7     94.8     13.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        0        8        8       13        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,384
COMMITMENTS
  21,876    2,894      711   56,643   84,396   79,230   88,001   12,154    3,383

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -1,757)
    -613     -913       43     -994   -1,020   -1,564   -1,890     -193      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      3.2      0.8     62.0     92.4     86.7     96.3     13.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14        5        4       44       30       59       38                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,100
COMMITMENTS
  25,368    9,306    1,055   21,670   37,534   48,093   47,895    7,008    7,205

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,058)
   1,614      369     -553     -583      980      478      796      581      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     16.9      1.9     39.3     68.1     87.3     86.9     12.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      66       64       21       71       77      150      149                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      275,501
COMMITMENTS
 126,840   46,531    5,275  108,348  187,670  240,463  239,476   35,038   36,025

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      5,292)
   8,072    1,846   -2,767   -2,916    4,900    2,389    3,979    2,903    1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     16.9      1.9     39.3     68.1     87.3     86.9     12.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      66       64       21       71       77      150      149                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,388
COMMITMENTS
  43,148   40,081    2,019   63,520   56,238  108,687   98,338   20,701   31,050

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,138)
     256     -176     -543     -582      651     -869      -68    2,007    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     31.0      1.6     49.1     43.5     84.0     76.0     16.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      25       27       11       19       24       47       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,530
COMMITMENTS
  17,739   12,462      114   13,277   23,733   31,130   36,309    8,400    3,221

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -618)
     375     -119       91      314     -652      780     -680   -1,398       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     31.5      0.3     33.6     60.0     78.8     91.9     21.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        9        2       15       12       36       23                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       79,511
COMMITMENTS
  26,417   13,354    1,568   42,145   37,117   70,130   52,039    9,381   27,472

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -2,245)
    -216   -1,719      368   -1,858     -408   -1,706   -1,759     -539     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     16.8      2.0     53.0     46.7     88.2     65.4     11.8     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       18        5       28       25       52       47                  



Updated June 2, 2017