MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       25,870
COMMITMENTS
     640    4,812    2,880   21,990   17,818   25,510   25,510      360      360

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:         40)
       0     -120        0       40      160       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     18.6     11.1     85.0     68.9     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        9        6        8        7       15       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,064
COMMITMENTS
     411      735      284    3,488    3,749    4,183    4,768      881      296

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -881)
      11     -128      -19     -791     -715     -799     -862      -82      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     14.5      5.6     68.9     74.0     82.6     94.2     17.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        6       12       20       19       35       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,089
COMMITMENTS
  12,806    7,536      805    9,252   13,180   22,863   21,521    3,226    4,568

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -4,498)
  -3,123     -856     -716     -489   -2,699   -4,328   -4,271     -170     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     28.9      3.1     35.5     50.5     87.6     82.5     12.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       19       17       20       24       49       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,529
COMMITMENTS
     710      355      244    3,873    4,484    4,827    5,083      702      446

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -778)
     -65       32      -92     -589     -676     -746     -736      -32      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      6.4      4.4     70.0     81.1     87.3     91.9     12.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        6        8       23       17       33       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,036
COMMITMENTS
 107,312   51,315   40,145   95,587  132,557  243,044  224,017   20,992   40,019

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        -34)
   3,488    2,529      -94   -2,737   -1,580      657      855     -691     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     19.4     15.2     36.2     50.2     92.0     84.8      8.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     124       87      110       74       92      268      237                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,354
COMMITMENTS
 143,077   37,662   29,909  127,112  213,272  300,098  280,843   26,256   45,511

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    -25,768)
  -6,300   -4,082  -10,751   -6,085   -9,785  -23,136  -24,618   -2,632   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     11.5      9.2     38.9     65.3     92.0     86.1      8.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     126       78      109       93      151      281      300                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,747
COMMITMENTS
   2,058    1,272      383      922    2,173    3,363    3,828    1,384      919

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -168)
    -153      -26      -12       47        4     -118      -34      -50     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     26.8      8.1     19.4     45.8     70.8     80.6     29.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       12        8       15       20       40       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       61,011
COMMITMENTS
  25,383   11,428   10,729   16,160   18,500   52,272   40,657    8,739   20,354

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      1,992)
    -123      -21    1,171      494      640    1,542    1,790      450      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     18.7     17.6     26.5     30.3     85.7     66.6     14.3     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      58       49       63       56       83      155      169                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,993
COMMITMENTS
   2,100   11,292      747   15,464    6,281   18,311   18,320      682      673

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -3,403)
    -940   -2,633        2   -2,425     -614   -3,363   -3,245      -40     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     59.5      3.9     81.4     33.1     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       11        9       21       14       36       32                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,470
COMMITMENTS
   3,177    8,975       42   30,771   25,230   33,990   34,247    1,480    1,223

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        533)
    -481      546       42      646       42      207      630      326      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     25.3      0.1     86.8     71.1     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        6        1       10        6       21       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      205,963
COMMITMENTS
  98,237   35,416    4,983   58,066  143,051  161,286  183,450   44,677   22,513

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     15,341)
  15,352   -6,831     -450     -513   22,988   14,389   15,707      952     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     17.2      2.4     28.2     69.5     78.3     89.1     21.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      48       20       17       25       26       81       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,122
COMMITMENTS
  15,268   16,670    1,209   14,459   11,011   30,936   28,890   12,186   14,232

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      3,310)
   1,732    4,574       38    3,336   -1,656    5,106    2,956   -1,796      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     38.7      2.8     33.5     25.5     71.7     67.0     28.3     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       17        7        8       10       25       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      218,908
COMMITMENTS
 130,668   24,231    2,781   76,063  189,073  209,512  216,085    9,396    2,823

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      4,550)
     482    7,594   -1,917    6,062   -1,187    4,627    4,490      -77       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     11.1      1.3     34.7     86.4     95.7     98.7      4.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      85       30        6       19       25      108       57                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      208,091
COMMITMENTS
  58,617   83,777    8,929  108,561   87,823  176,107  180,529   31,984   27,562

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -9,339)
    -240   -4,532   -4,304   -3,326     -957   -7,870   -9,793   -1,469      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     40.3      4.3     52.2     42.2     84.6     86.8     15.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       26       21       26       40       71       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      232,827
COMMITMENTS
  39,810  135,623    6,950  165,991   55,822  212,751  198,395   20,076   34,432

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    -10,049)
   3,365  -13,018   -1,311  -12,387    2,376  -10,333  -11,953      284    1,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     58.3      3.0     71.3     24.0     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      32       40       15       29       28       69       76                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      461,152
COMMITMENTS
 201,231  107,546   22,609  157,833  279,623  381,673  409,778   79,479   51,374

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      3,898)
   9,754   -1,294    1,439   -6,471    6,758    4,722    6,903     -824   -3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     23.3      4.9     34.2     60.6     82.8     88.9     17.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
     100       63       47       65       70      186      160                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,360
COMMITMENTS
  12,669    4,051      801    3,039   16,891   16,509   21,743    7,851    2,617

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -444)
      73       66      -66       -4     -741        3     -741     -447      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     16.6      3.3     12.5     69.3     67.8     89.3     32.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        2        6        7       15       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,118
COMMITMENTS
  19,379    7,740        0    5,751   18,858   25,130   26,598    1,988      520

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -4,706)
   2,200   -3,594     -349   -6,387     -172   -4,536   -4,115     -170     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5     28.5      0.0     21.2     69.5     92.7     98.1      7.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       13        0        4        7       16       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       53,151
COMMITMENTS
  40,241    6,756      706    5,948   41,840   46,895   49,302    6,256    3,849

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -1,817)
  -1,290      163      291     -647   -2,322   -1,646   -1,868     -171       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.7     12.7      1.3     11.2     78.7     88.2     92.8     11.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      52       16        4       12       12       66       31                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       21,587
COMMITMENTS
  11,334    3,428    1,311    7,973   16,066   20,618   20,805      969      782

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        179)
    -491      147       65      459       15       33      227      146      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     15.9      6.1     36.9     74.4     95.5     96.4      4.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        9        2        7        5       21       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,499,845
COMMITMENTS
 976,745  2557348  2723571  9165380  7060606 12865696 12341525  634,149  1158320

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    260,307)
 -25,075   21,237  119,528  150,236   89,785  244,689  230,550   15,618   29,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     18.9     20.2     67.9     52.3     95.3     91.4      4.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      53      110      117      119      144      246      309                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      681,713
COMMITMENTS
 108,974   93,712   31,989  461,108  468,115  602,071  593,816   79,642   87,897

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     13,040)
   1,754    2,008    2,184   13,134    8,584   17,072   12,776   -4,033      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.7      4.7     67.6     68.7     88.3     87.1     11.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     138      153       77      229      238      406      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       59,026
COMMITMENTS
   3,919    4,051        0   24,373   40,410   28,292   44,461   30,734   14,565

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      2,271)
      13     -246        0    3,867    2,428    3,880    2,182   -1,609       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      6.9      0.0     41.3     68.5     47.9     75.3     52.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        8        0       18       21       22       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,113,437
COMMITMENTS
 539,006  462,034  146,215  2183676  2138526  2868897  2746775  244,540  366,662

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     53,843)
   6,567    9,132   13,059   46,336   30,781   65,962   52,972  -12,119      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.8      4.7     70.1     68.7     92.1     88.2      7.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     139      152       74      225      234      401      423                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| 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:       30,198
COMMITMENTS
  12,172      533        0   14,433   28,894   26,605   29,427    3,593      771

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      1,569)
   1,232      240        0       76    1,331    1,308    1,571      261       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      1.8      0.0     47.8     95.7     88.1     97.4     11.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        0        8        7       16        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| 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:       22,728
COMMITMENTS
     636    2,019        0   20,145   19,762   20,781   21,781    1,947      947

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        299)
     219        0        0      219      289      438      289     -139       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      8.9      0.0     88.6     87.0     91.4     95.8      8.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       13        8       15        9                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,550
COMMITMENTS
  23,717    2,640    1,143   54,453   84,783   79,313   88,566   13,237    3,984

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        437)
     531      199      217     -562     -135      186      281      251      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      2.9      1.2     58.8     91.6     85.7     95.7     14.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15        7        4       39       41       54       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,955
COMMITMENTS
  21,220   12,621    1,840   30,700   37,497   53,760   51,957    6,194    7,997

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      1,395)
  -1,523    1,035      769    2,814     -408    2,060    1,396     -665       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.1      3.1     51.2     62.5     89.7     86.7     10.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      74       77       24       67       85      151      176                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      299,774
COMMITMENTS
 106,101   63,103    9,199  153,502  187,485  268,802  259,787   30,972   39,987

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      6,973)
  -7,616    5,173    3,846   14,070   -2,039   10,300    6,980   -3,327       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.1      3.1     51.2     62.5     89.7     86.7     10.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      74       77       24       67       85      151      176                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,911
COMMITMENTS
  92,077   34,067    3,110   16,430   91,905  111,617  129,082   38,294   20,829

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     10,683)
   6,797    9,500      674    3,111   -1,002   10,582    9,172      101    1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.4     22.7      2.1     11.0     61.3     74.5     86.1     25.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      49       20       15       22       22       76       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,241
COMMITMENTS
  12,982    5,664        0   14,215   26,687   27,197   32,351    8,044    2,890

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -393)
     754     -328       -2      125     -304      877     -634   -1,270      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     16.1      0.0     40.3     75.7     77.2     91.8     22.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        5        0       15       11       34       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,767
COMMITMENTS
  21,514    8,534    1,856   20,136   13,927   43,506   24,317   12,261   31,450

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:         -1)
   1,288    1,985       79   -1,016     -757      351    1,307     -352   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     15.3      3.3     36.1     25.0     78.0     43.6     22.0     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       18        3       23       20       49       41                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,266
COMMITMENTS
   8,471    6,677        0    6,231    8,376   14,702   15,053      564      213

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        157)
     -96      -42        0      196      201      100      159       57       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     43.7      0.0     40.8     54.9     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        0        8        1       14        6                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| 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:       97,588
COMMITMENTS
   6,158   14,293   27,012   64,396   56,283   97,566   97,588       22        0

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      4,682)
       0   -2,300    2,772    1,910    4,210    4,682    4,682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     14.6     27.7     66.0     57.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       11       14       16       16                  



Updated August 11, 2017