MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       27,174
COMMITMENTS
   1,840    5,800    2,660   22,314   18,354   26,814   26,814      360      360

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        292)
     280     -520      200     -188      612      292      292        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     21.3      9.8     82.1     67.5     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        9        5        9        7       17       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,806
COMMITMENTS
     469      793      255    4,162    4,425    4,886    5,473      920      333

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        204)
     -20      -25        7      201      264      188      246       16      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     13.7      4.4     71.7     76.2     84.2     94.3     15.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        7        8       17       21       28       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,674
COMMITMENTS
  17,158    7,064      988    7,885   16,044   26,031   24,096    2,643    4,578

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        603)
     211     -428      306      184      542      701      420      -98      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     24.6      3.4     27.5     56.0     90.8     84.0      9.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       25       19       16       28       45       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,323
COMMITMENTS
     710      673      414    4,695    4,628    5,819    5,715      504      608

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        248)
     -17       37       74      315      190      372      301     -124      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     10.6      6.5     74.3     73.2     92.0     90.4      8.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        5       10       23       18       36       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,077
COMMITMENTS
 101,508   46,706   42,086   88,191  130,238  231,785  219,030   22,292   35,047

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      4,742)
   1,761      238    2,198     -427      588    3,532    3,024    1,210    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     18.4     16.6     34.7     51.3     91.2     86.2      8.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     117       66      102       61       80      231      207                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      413,641
COMMITMENTS
 184,051   48,059   66,369  130,681  243,228  381,101  357,656   32,540   55,985

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -1,071)
   1,917      876     -464   -1,815   -2,781     -362   -2,369     -709    1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     11.6     16.0     31.6     58.8     92.1     86.5      7.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     144       79      120      113      165      333      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,244
COMMITMENTS
   1,195    1,119      574    1,134    1,554    2,903    3,247    1,341      997

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -586)
      19     -259     -310     -245      -62     -536     -631      -50       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     26.4     13.5     26.7     36.6     68.4     76.5     31.6     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       13       11       19       19       41       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,203
COMMITMENTS
  26,911   12,561    8,017   14,495   16,962   49,423   37,540    7,780   19,663

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -252)
    -175       43       84      -86     -221     -177      -94      -75     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     22.0     14.0     25.3     29.7     86.4     65.6     13.6     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      64       53       48       43       82      136      164                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,120
COMMITMENTS
     470    4,269       54    3,603      460    4,127    4,783      993      337

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        -40)
     -51       -6       -3       40      -28      -14      -37      -26       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     83.4      1.1     70.4      9.0     80.6     93.4     19.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        2       11        5       16       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,397
COMMITMENTS
   3,585   15,888      710   18,608    5,946   22,903   22,544      494      853

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        527)
      38      231      -28      466      284      476      487       51       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     67.9      3.0     79.5     25.4     97.9     96.4      2.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       12       11       24       19       43       36                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,874
COMMITMENTS
   8,954    2,601       25   31,403   38,313   40,382   40,939    1,492      935

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      4,248)
    -852      417       25    5,058    3,977    4,231    4,419       17     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.2      0.1     75.0     91.5     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14       10        2       12        8       27       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      204,115
COMMITMENTS
  26,781  115,376   16,322  134,249   36,156  177,352  167,854   26,763   36,261

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -6,818)
     289   -5,617    2,869  -10,872   -3,127   -7,714   -5,875      896     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     56.5      8.0     65.8     17.7     86.9     82.2     13.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       37       19       31       27       69       74                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,138
COMMITMENTS
   8,518   22,978    1,210   31,071   16,355   40,799   40,543   14,339   14,595

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      3,410)
   1,766     -329      280    1,254    2,351    3,300    2,302      110    1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     41.7      2.2     56.4     29.7     74.0     73.5     26.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       14        7       14       11       30       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      233,490
COMMITMENTS
 123,468   27,654   16,176   84,029  186,727  223,673  230,557    9,817    2,933

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     26,374)
   7,867   -3,126    8,959    8,901   20,348   25,727   26,181      647      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     11.8      6.9     36.0     80.0     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      81       34       14       18       28      109       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      269,593
COMMITMENTS
  40,552   79,993   31,023  171,312  127,420  242,887  238,436   26,706   31,157

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     21,420)
     405    3,130   23,030     -486   -5,630   22,949   20,530   -1,529      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     29.7     11.5     63.5     47.3     90.1     88.4      9.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      26       42       24       33       40       75       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      210,617
COMMITMENTS
  34,160   84,713    8,690  144,233   83,337  187,083  176,740   23,534   33,877

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -14,932)
  -5,576  -10,050   -6,760      487    1,893  -11,849  -14,917   -3,083      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     40.2      4.1     68.5     39.6     88.8     83.9     11.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      28       41       19       28       35       67       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      474,300
COMMITMENTS
 164,227   85,174   24,390  211,353  301,281  399,970  410,845   74,330   63,455

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     27,122)
    -662   -5,706    1,066   23,311   22,234   23,715   17,594    3,407    9,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     18.0      5.1     44.6     63.5     84.3     86.6     15.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      84       59       51       64       64      175      150                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,236
COMMITMENTS
  14,743    5,686      508    6,229   23,147   21,480   29,341   12,756    4,895

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        397)
  -1,459     -823       56      323      453   -1,080     -314    1,477      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     16.6      1.5     18.2     67.6     62.7     85.7     37.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        5        9        6       20       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,926
COMMITMENTS
   8,855    4,949        0    7,660   12,525   16,515   17,474    1,411      452

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        644)
     301      544        0      409      136      710      680      -66      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     27.6      0.0     42.7     69.9     92.1     97.5      7.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       15        0        6        6       17       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       53,576
COMMITMENTS
  27,261   25,666    1,405   19,392   21,735   48,058   48,806    5,518    4,770

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      9,762)
   7,913    4,533      852      -89    4,235    8,676    9,620    1,086      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     47.9      2.6     36.2     40.6     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      34       21        9       13       14       51       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       31,016
COMMITMENTS
  21,022    3,822    2,516    6,382   23,839   29,920   30,177    1,096      839

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      9,234)
   8,760    1,673    1,352     -973    6,044    9,139    9,069       95      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     12.3      8.1     20.6     76.9     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        6        4        8        6       22       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,150,540
COMMITMENTS
 1034586  2904796  2878696  9605827  7238420 13519109 13021912  631,431  1128628

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     75,176)
 152,756 -242,947   71,024 -136,897  223,669   86,883   51,746  -11,707   23,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     20.5     20.3     67.9     51.2     95.5     92.0      4.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      62      107      125      118      141      260      310                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      785,893
COMMITMENTS
 110,467  104,381   40,556  548,778  550,056  699,801  694,992   86,093   90,901

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     79,005)
   2,432      697    8,056   62,979   69,165   73,468   77,919    5,536    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.3      5.2     69.8     70.0     89.0     88.4     11.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     121      153      100      238      244      409      448                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       91,400
COMMITMENTS
   4,923   10,389    2,144   58,860   58,601   65,927   71,134   25,473   20,266

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     13,024)
     381   -1,496    1,238    7,987   19,622    9,606   19,364    3,418   -6,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     11.4      2.3     64.4     64.1     72.1     77.8     27.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        7        6       25       28       36       39                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,472,466
COMMITMENTS
 579,651  521,891  140,128  2449589  2457273  3169368  3119292  303,098  353,174

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    329,903)
   6,030    6,740   38,319  274,962  247,714  319,311  292,773   10,592   37,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     15.0      4.0     70.5     70.8     91.3     89.8      8.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     123      149       95      233      236      400      437                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| 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:       23,719
COMMITMENTS
   3,852      546        0   17,422   22,163   21,274   22,709    2,445    1,010

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.3      0.0     73.5     93.4     89.7     95.7     10.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        2        0       10       11       16       13                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       18,260
COMMITMENTS
   6,135        0        0    9,838   17,697   15,973   17,697    2,287      563

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      0.0      0.0     53.9     96.9     87.5     96.9     12.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        0       11       13       16       13                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       28,092
COMMITMENTS
     203    2,494        0   24,025   24,777   24,228   27,271    3,864      821

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      8.9      0.0     85.5     88.2     86.2     97.1     13.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       13       10       14       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,655
COMMITMENTS
  24,222    2,869    1,608   59,079   89,806   84,909   94,283   12,746    3,372

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      7,389)
   1,052       48      936    5,525    6,086    7,513    7,070     -124      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      2.9      1.6     60.5     92.0     86.9     96.5     13.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14        5        6       49       36       65       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,647
COMMITMENTS
  30,168    9,852    1,572   50,179   71,142   81,919   82,566    7,728    7,081

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     26,406)
     894     -924      347   24,752   26,740   25,994   26,163      412      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     11.0      1.8     56.0     79.4     91.4     92.1      8.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       64       32       84       90      178      166                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      448,235
COMMITMENTS
 150,842   49,258    7,860  250,895  355,711  409,597  412,829   38,638   35,406

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    132,029)
   4,471   -4,621    1,736  123,762  133,702  129,969  130,817    2,060    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     11.0      1.8     56.0     79.4     91.4     92.1      8.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       64       32       84       90      178      166                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,959
COMMITMENTS
  33,134   34,645   12,654   65,992   59,467  111,780  106,766   23,179   28,193

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      1,387)
  -5,967   -4,570    6,979   -2,539     -845   -1,527    1,564    2,914     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     25.7      9.4     48.9     44.1     82.8     79.1     17.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       28       18       19       25       58       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,672
COMMITMENTS
  14,764    7,242        0   13,898   27,340   28,662   34,582    8,010    2,090

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -19,706)
  -1,500   -4,425   -5,601   -8,547   -5,148  -15,648  -15,174   -4,058   -4,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     19.7      0.0     37.9     74.6     78.2     94.3     21.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        5        0       15       11       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/13/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       63,884
COMMITMENTS
  14,136    6,528      873   38,233   13,028   53,242   20,429   10,642   43,455

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -38,977)
 -11,443  -11,162   -7,002  -11,238  -32,213  -29,683  -50,377   -9,294   11,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     10.2      1.4     59.8     20.4     83.3     32.0     16.7     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      21        7        2       28       14       49       23                  



Updated June 16, 2017