MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,882
COMMITMENTS
   1,560    6,320    2,460   22,502   17,742   26,522   26,522      360      360

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,308)
    -240     -620      -80   -1,988   -1,608   -2,308   -2,308        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     23.5      9.2     83.7     66.0     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2       11        3        9        7       14       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,602
COMMITMENTS
     489      818      248    3,961    4,161    4,698    5,227      904      375

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -606)
     148     -204     -123     -589     -249     -564     -576      -42      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     14.6      4.4     70.7     74.3     83.9     93.3     16.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        7        6       17       20       28       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,071
COMMITMENTS
  16,947    7,492      682    7,701   15,502   25,330   23,676    2,741    4,395

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,287)
  -2,569   -1,506     -124   -1,674   -1,701   -4,367   -3,331       80     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4     26.7      2.4     27.4     55.2     90.2     84.3      9.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       23       18       17       28       46       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,075
COMMITMENTS
     727      636      340    4,380    4,438    5,447    5,414      628      661

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -773)
    -305     -214      -14     -367     -467     -686     -695      -87      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.5      5.6     72.1     73.1     89.7     89.1     10.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        4        9       24       16       36       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,335
COMMITMENTS
  99,747   46,468   39,888   88,618  129,650  228,253  216,006   21,082   33,329

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     10,328)
   6,218    3,557   -2,045    4,784    7,064    8,957    8,576    1,371    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     18.6     16.0     35.5     52.0     91.5     86.6      8.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     105       77      100       64       78      234      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      414,712
COMMITMENTS
 182,134   47,183   66,833  132,496  246,009  381,463  360,025   33,249   54,687

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -6,817)
   2,701   -1,357   -6,224   -2,370      377   -5,893   -7,204     -924      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     11.4     16.1     31.9     59.3     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     151       81      127      116      165      348      329                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,830
COMMITMENTS
   1,176    1,378      884    1,379    1,616    3,439    3,878    1,391      952

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -188)
     -52       -2      148     -161     -285      -65     -139     -123      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     28.5     18.3     28.6     33.5     71.2     80.3     28.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       15       12       20       18       44       39                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,455
COMMITMENTS
  27,086   12,518    7,933   14,581   17,183   49,600   37,634    7,855   19,821

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      2,491)
   1,288      745     -179    1,356      944    2,465    1,510       26      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     21.8     13.8     25.4     29.9     86.3     65.5     13.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      69       59       50       42       84      143      168                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,160
COMMITMENTS
     521    4,275       57    3,563      488    4,141    4,820    1,019      340

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -827)
    -135     -752      -46     -528        3     -709     -795     -118      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     82.8      1.1     69.1      9.5     80.3     93.4     19.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        3       12        5       18       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,870
COMMITMENTS
   3,547   15,657      738   18,142    5,662   22,427   22,057      443      813

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -4,253)
  -1,268   -3,613      -83   -2,754     -435   -4,105   -4,131     -148     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     68.5      3.2     79.3     24.8     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       10        9       23       17       40       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,626
COMMITMENTS
   9,806    2,184        0   26,345   34,336   36,151   36,520    1,475    1,106

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      1,614)
    -184       57        0    1,815    1,301    1,631    1,358      -17      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      5.8      0.0     70.0     91.3     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        8        0       12        8       25       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      210,933
COMMITMENTS
  26,492  120,993   13,453  145,121   39,283  185,066  173,729   25,867   37,204

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     10,660)
   2,781     -905    9,326      395    3,931   12,502   12,352   -1,842   -1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     57.4      6.4     68.8     18.6     87.7     82.4     12.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      28       48       24       28       29       72       86                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,728
COMMITMENTS
   6,752   23,307      930   29,817   14,004   37,499   38,241   14,229   13,487

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,675)
  -1,983   -3,940      179     -885    1,409   -2,689   -2,352       14     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     45.1      1.8     57.6     27.1     72.5     73.9     27.5     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       15        5       14       12       25       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      207,116
COMMITMENTS
 115,601   30,780    7,217   75,128  166,379  197,946  204,376    9,170    2,740

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      1,058)
   3,122   -6,697    4,661   -7,024    3,240      759    1,204      299     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     14.9      3.5     36.3     80.3     95.6     98.7      4.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      85       33       13       13       28      106       69                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      248,173
COMMITMENTS
  40,147   76,863    7,993  171,798  133,050  219,938  217,906   28,235   30,267

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -5,866)
  -5,427    1,638      980   -3,094   -8,377   -7,541   -5,759    1,675     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     31.0      3.2     69.2     53.6     88.6     87.8     11.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      32       39       24       33       38       80       86                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      225,549
COMMITMENTS
  39,736   94,763   15,450  143,746   81,444  198,932  191,657   26,617   33,892

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     11,822)
  -3,668     -916   10,509      296    5,018    7,137   14,611    4,685   -2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     42.0      6.8     63.7     36.1     88.2     85.0     11.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      36       39       25       28       37       80       88                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      447,178
COMMITMENTS
 164,889   90,880   23,324  188,042  279,047  376,255  393,251   70,923   53,927

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -6,102)
 -11,337  -12,477    6,103    2,250     -385   -2,984   -6,759   -3,118      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     20.3      5.2     42.1     62.4     84.1     87.9     15.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      88       63       54       67       65      179      159                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,839
COMMITMENTS
  16,202    6,509      452    5,906   22,694   22,560   29,655   11,279    4,184

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,496)
    -130     -430       38      169     -834       77   -1,226   -1,573     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     19.2      1.3     17.5     67.1     66.7     87.6     33.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        6        3        8        6       19       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,282
COMMITMENTS
   8,554    4,405        0    7,251   12,389   15,805   16,794    1,477      488

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:    -15,620)
  -3,962       -4     -104  -11,887  -15,178  -15,953  -15,286      333     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     25.5      0.0     42.0     71.7     91.5     97.2      8.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       13        0        5        6       14       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,814
COMMITMENTS
  19,348   21,133      553   19,481   17,500   39,382   39,186    4,432    4,628

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -389)
   2,462   -1,292      130   -3,621    1,109   -1,029      -53      640     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     48.2      1.3     44.5     39.9     89.9     89.4     10.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      29       25        5       13       15       45       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       21,782
COMMITMENTS
  12,262    2,149    1,164    7,355   17,795   20,781   21,108    1,001      674

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      4,140)
   8,222      181   -1,920   -2,112    5,770    4,190    4,031      -50      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3      9.9      5.3     33.8     81.7     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        5        4        9        6       20       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,075,364
COMMITMENTS
 881,830  3147743  2807672  9742724  7014751 13432226 12970166  643,138  1105198

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     46,651)
 126,230  -64,902  -96,606  111,479  255,353  141,103   93,845  -94,452  -47,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     22.4     19.9     69.2     49.8     95.4     92.1      4.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      57      106      117      122      142      257      303                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      706,889
COMMITMENTS
 108,034  103,683   32,500  485,798  480,891  626,332  617,074   80,556   89,815

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     11,696)
   3,044    1,826    2,374    5,851    7,722   11,269   11,923      428     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     14.7      4.6     68.7     68.0     88.6     87.3     11.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     125      152       88      234      240      400      440                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       78,376
COMMITMENTS
   4,542   11,885      906   50,873   38,979   56,321   51,770   22,055   26,606

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        410)
     564     -178      331      289     -626    1,184     -473     -774      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     15.2      1.2     64.9     49.7     71.9     66.1     28.1     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        9        3       24       19       35       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,142,563
COMMITMENTS
 573,621  515,151  101,809  2174627  2209559  2850057  2826519  292,506  316,044

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     56,432)
  18,857   16,480    3,758   27,808   41,740   50,423   61,978    6,009   -5,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     16.4      3.2     69.2     70.3     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     125      149       83      228      232      389      429                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,266
COMMITMENTS
  23,170    2,821      672   53,554   83,720   77,396   87,213   12,870    3,053

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,118)
   1,294      -73      -39   -3,089     -676   -1,834     -788      716     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      3.1      0.7     59.3     92.7     85.7     96.6     14.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14        5        3       45       34       59       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,241
COMMITMENTS
  29,274   10,776    1,225   25,427   44,402   55,926   56,402    7,316    6,839

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      8,141)
   3,906    1,470      170    3,757    6,868    7,833    8,507      308     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     17.0      1.9     40.2     70.2     88.4     89.2     11.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      74       67       21       80       82      168      156                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,206
COMMITMENTS
 146,371   53,879    6,124  127,133  222,009  279,628  282,012   36,578   34,194

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     40,705)
  19,531    7,348      849   18,785   34,339   39,165   42,536    1,540   -1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     17.0      1.9     40.2     70.2     88.4     89.2     11.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      74       67       21       80       82      168      156                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,572
COMMITMENTS
  39,101   39,215    5,675   68,531   60,312  113,307  105,202   20,265   28,370

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      4,184)
  -4,047     -866    3,656    5,011    4,074    4,620    6,864     -436   -2,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     29.4      4.2     51.3     45.2     84.8     78.8     15.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      29       31       16       20       26       56       66                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,378
COMMITMENTS
  16,264   11,667    5,601   22,445   32,488   44,310   49,756   12,068    6,622

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     16,848)
  -1,475     -795    5,487    9,168    8,755   13,180   13,447    3,668    3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     20.7      9.9     39.8     57.6     78.6     88.3     21.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        8        8       17       12       40       26                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      102,861
COMMITMENTS
  25,579   17,690    7,875   49,471   45,241   82,925   70,806   19,936   32,055

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     23,350)
    -838    4,336    6,307    7,326    8,124   12,795   18,767   10,555    4,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     17.2      7.7     48.1     44.0     80.6     68.8     19.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      24       21       14       33       26       62       56                  



Updated June 9, 2017