MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,958
COMMITMENTS
   1,320    4,756    2,800   22,478   19,022   26,598   26,578      360      380

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        640)
       0      120       60      580      460      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     17.6     10.4     83.4     70.6     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2       10        4        9        7       15       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,343
COMMITMENTS
     409      769      233    3,843    4,048    4,485    5,050      858      293

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         99)
     -56       91      -39      185       89       90      141        9      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     14.4      4.4     71.9     75.8     83.9     94.5     16.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        5       11       18       17       31       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,064
COMMITMENTS
  15,240    8,058      827    8,003   13,810   24,070   22,695    2,994    4,369

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        418)
    -125      557       75      388     -295      338      337       80       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     29.8      3.1     29.6     51.0     88.9     83.9     11.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       23       18       15       25       46       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,094
COMMITMENTS
     688      214      392    4,299    4,848    5,379    5,454      715      640

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        149)
     160      -94       40      -48      197      152      143       -3        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      3.5      6.4     70.5     79.6     88.3     89.5     11.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        3        8       24       19       33       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      279,523
COMMITMENTS
 116,381   51,807   35,968  102,596  149,482  254,945  237,257   24,578   42,266

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      8,435)
   9,649    3,750     -896      188    3,437    8,941    6,291     -506    2,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     18.5     12.9     36.7     53.5     91.2     84.9      8.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     126       72       99       71       95      253      225                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      371,693
COMMITMENTS
 161,158   46,392   48,689  133,357  227,693  343,204  322,774   28,489   48,919

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,080)
  -3,447    1,792   -4,811    1,933     -818   -6,325   -3,837      245   -2,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     12.5     13.1     35.9     61.3     92.3     86.8      7.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     123       83      111      103      159      294      310                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,732
COMMITMENTS
   1,092    1,036      342    1,108    1,587    2,542    2,965    1,190      767

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -108)
     147      -21     -215       13      171      -55      -65      -53      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     27.8      9.2     29.7     42.5     68.1     79.4     31.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14       11        6       14       18       33       32                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,761
COMMITMENTS
  25,895   11,299   10,687   14,475   17,548   51,057   39,534    7,704   19,227

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,488)
    -626       -2    2,193     -125     -933    1,442    1,258       46      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     19.2     18.2     24.6     29.9     86.9     67.3     13.1     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      63       47       59       44       74      146      156                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       21,666
COMMITMENTS
   2,934   13,608      965   17,073    6,104   20,972   20,677      694      989

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        257)
       4      -17      118      194      185      316      286      -59      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     62.8      4.5     78.8     28.2     96.8     95.4      3.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       12       11       21       15       39       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,944
COMMITMENTS
   3,617    9,543       90   30,849   25,262   34,556   34,895    1,388    1,049

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,410)
    -384    1,748        0    1,748     -388    1,364    1,360       46       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     26.5      0.3     85.8     70.3     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9        1        9        6       17       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      161,065
COMMITMENTS
  46,080   54,684    5,346   70,170   76,801  121,596  136,831   39,469   24,234

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     15,986)
  11,780  -18,988      104     -859   38,065   11,025   19,181    4,961   -3,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     34.0      3.3     43.6     47.7     75.5     85.0     24.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      30       22       15       24       26       63       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,943
COMMITMENTS
  10,359   10,151    1,155   10,886   11,336   22,400   22,642   15,543   15,301

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -548)
    -569     -890      416    1,686     -369    1,533     -843   -2,081      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     26.8      3.0     28.7     29.9     59.0     59.7     41.0     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        5        9        8       22       18                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      213,241
COMMITMENTS
 125,291   27,432    2,538   76,411  179,680  204,240  209,650    9,001    3,591

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,511)
   5,883   -7,117      831     -682    8,602    6,032    2,316   -3,521      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     12.9      1.2     35.8     84.3     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      84       28        6       20       27      107       58                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      193,648
COMMITMENTS
  46,614   70,752    8,369  109,540   86,546  164,523  165,667   29,125   27,981

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,731)
  -7,411  -11,040      170      820    2,577   -6,421   -8,293   -1,310      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     36.5      4.3     56.6     44.7     85.0     85.6     15.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      28       34       20       28       37       66       81                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      239,786
COMMITMENTS
  40,778  152,903    5,793  174,866   41,714  221,437  200,410   18,349   39,376

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     32,189)
  -2,870   34,219    1,073   33,042   -1,927   31,245   33,365      944   -1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     63.8      2.4     72.9     17.4     92.3     83.6      7.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       52       15       32       32       68       90                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      436,899
COMMITMENTS
 190,267  106,479   16,654  150,147  258,152  357,068  381,285   79,831   55,614

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     14,403)
   4,342   -1,982      979    5,887   13,851   11,208   12,848    3,195    1,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     24.4      3.8     34.4     59.1     81.7     87.3     18.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      92       57       45       67       67      181      148                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       14,666
COMMITMENTS
   5,934    4,497      126    7,188    9,387   13,248   14,010    1,418      656

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,585)
  -4,455   -1,868      126   -1,455   -3,228   -5,784   -4,970      199     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     30.7      0.9     49.0     64.0     90.3     95.5      9.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11       11        2        5        5       17       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       58,499
COMMITMENTS
  45,435   13,530      464    6,414   39,769   52,313   53,763    6,186    4,736

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        939)
     951   -1,821      322      169    2,225    1,442      726     -503      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.7     23.1      0.8     11.0     68.0     89.4     91.9     10.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       24        3        6       17       50       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       20,164
COMMITMENTS
  11,777    1,632      970    6,456   16,530   19,203   19,132      961    1,032

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,591)
  -8,988       -9     -467    3,000   -6,127   -6,455   -6,603     -136       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4      8.1      4.8     32.0     82.0     95.2     94.9      4.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        5        2        8        4       22       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,971,072
COMMITMENTS
 790,835  2452952  2585805  8976579  6712712 12353219 11751469  617,853  1219603

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -79,672)
 -19,126   12,156   -3,564  -15,218  -90,731  -37,908  -82,139  -41,764    2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     18.9     19.9     69.2     51.8     95.2     90.6      4.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      42      110      110      107      132      228      287                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      614,457
COMMITMENTS
 102,280   83,932   25,104  411,328  432,024  538,713  541,061   75,745   73,397

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,347)
   2,427      272      -11   -3,303      345     -886      607    2,233      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     13.7      4.1     66.9     70.3     87.7     88.1     12.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     128      136       78      218      234      380      414                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       45,526
COMMITMENTS
   3,879    1,252        0   17,213   32,169   21,092   33,421   24,434   12,105

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,855)
     -90     -438        0      136    3,290       46    2,852    2,809        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.8      0.0     37.8     70.7     46.3     73.4     53.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        8        0       16       22       21       30                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,844,657
COMMITMENTS
 494,163  415,561  123,363  1970577  1999274  2588103  2538198  256,554  306,459

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,540)
  11,854    2,819      677  -17,193  -14,723   -4,662  -11,227   -2,878    3,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     14.6      4.3     69.3     70.3     91.0     89.2      9.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     126      137       75      215      225      375      403                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| 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:       21,053
COMMITMENTS
   4,448      396        0   13,557   19,951   18,005   20,347    3,048      706

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      1.9      0.0     64.4     94.8     85.5     96.6     14.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        7        7       13        8                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| 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:       15,504
COMMITMENTS
   8,958      663        0    4,601   14,220   13,559   14,883    1,945      621

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         21)
  -1,042     -151        0      970      273      -72      122       93     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      4.3      0.0     29.7     91.7     87.5     96.0     12.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0        7        8       13       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,890
COMMITMENTS
  23,529    2,985      499   56,930   85,705   80,958   89,189   11,932    3,701

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,551)
    -169      710     -431     -208   -1,992     -808   -1,713     -743      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      3.2      0.5     61.3     92.3     87.2     96.0     12.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15        5        3       42       36       57       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,985
COMMITMENTS
  18,253   12,107      920   30,425   35,386   49,598   48,413    6,387    7,572

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,443)
  -2,529     -960     -197    1,072   -2,106   -1,655   -3,263     -788      820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     21.6      1.6     54.3     63.2     88.6     86.5     11.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       74       19       61       75      135      157                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      279,925
COMMITMENTS
  91,265   60,535    4,601  152,123  176,929  247,989  242,065   31,936   37,860

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -12,214)
 -12,647   -4,798     -986    5,359  -10,530   -8,274  -16,314   -3,940    4,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     21.6      1.6     54.3     63.2     88.6     86.5     11.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       74       19       61       75      135      157                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       98,130
COMMITMENTS
  55,950   19,144    3,039   11,922   53,888   70,911   76,071   27,219   22,059

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,605)
  -1,594   -5,986     -112     -141    2,915   -1,847   -3,183     -758      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     19.5      3.1     12.1     54.9     72.3     77.5     27.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       23       12       17       25       58       55                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,551
COMMITMENTS
  13,661    6,223       28   14,750   27,198   28,439   33,449    8,112    3,102

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        108)
     489     -382       28     -290      252      227     -102     -119      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     17.0      0.1     40.4     74.4     77.8     91.5     22.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        6        1       16       11       32       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       69,592
COMMITMENTS
  15,373    6,682    1,526   42,558   20,561   59,457   28,769   10,135   40,823

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,155)
  -1,551   -2,322      400    4,562      743    3,411   -1,179   -1,256    3,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      9.6      2.2     61.2     29.5     85.4     41.3     14.6     58.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       13        4       28       18       53       34                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,394
COMMITMENTS
   8,246    5,844      352    6,296    8,726   14,894   14,922      500      472

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     38.0      2.3     40.9     56.7     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        1        8        2       15        7                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       86,082
COMMITMENTS
   6,158   17,097   21,366   58,534   47,619   86,058   86,082       24        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      3,671)
       0      535      532    3,141    2,604    3,673    3,671       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     19.9     24.8     68.0     55.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        2       11       13       16       16                  



Updated July 14, 2017