MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,270
COMMITMENTS
     960    4,812    2,880   22,070   18,218   25,910   25,910      360      360

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        400)
     320        0        0       80      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     18.3     11.0     84.0     69.3     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        9        6        8        7       17       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,373
COMMITMENTS
     430      690      322    3,701    4,092    4,453    5,104      920      269

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        309)
      19      -45       38      213      343      270      336       39      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     12.8      6.0     68.9     76.2     82.9     95.0     17.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        6       11       20       19       35       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,500
COMMITMENTS
  13,090    7,332      900    9,186   13,666   23,176   21,898    3,324    4,602

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        411)
     284     -204       95      -66      486      313      377       98       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     27.7      3.4     34.7     51.6     87.5     82.6     12.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       21       16       20       24       50       52                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,022
COMMITMENTS
     877      355      248    4,103    5,048    5,228    5,651      794      371

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        493)
     167        0        4      230      564      401      568       92      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      5.9      4.1     68.1     83.8     86.8     93.8     13.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        5        8       24       16       34       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      276,055
COMMITMENTS
 117,237   57,479   38,874   97,396  138,213  253,507  234,566   22,548   41,489

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     12,019)
   9,925    6,164   -1,271    1,809    5,656   10,463   10,549    1,556    1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     20.8     14.1     35.3     50.1     91.8     85.0      8.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     133       86      119       72       89      282      238                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      310,042
COMMITMENTS
 133,366   39,740   27,578  123,965  200,414  284,909  267,732   25,133   42,310

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -16,312)
  -9,711    2,078   -2,331   -3,147  -12,858  -15,189  -13,111   -1,123   -3,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     12.8      8.9     40.0     64.6     91.9     86.4      8.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     118       76      113       91      141      267      290                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,378
COMMITMENTS
   1,818    1,260      303      853    2,002    2,974    3,565    1,404      813

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -369)
    -240      -12      -80      -69     -171     -389     -263       20     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     28.8      6.9     19.5     45.7     67.9     81.4     32.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       12        8       15       20       36       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,650
COMMITMENTS
  23,393   10,469   11,024   13,820   16,222   48,237   37,715    8,413   18,935

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -4,361)
  -1,990     -959      295   -2,340   -2,278   -4,035   -2,942     -326   -1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     18.5     19.5     24.4     28.6     85.1     66.6     14.9     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      59       43       65       44       76      144      158                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       19,474
COMMITMENTS
   1,960   11,555      861   15,958    6,395   18,779   18,811      695      663

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        481)
    -140      263      114      494      114      468      491       13      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     59.3      4.4     81.9     32.8     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       10        9       21       14       37       31                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,164
COMMITMENTS
   4,842   11,646        0   30,898   24,290   35,740   35,936    1,424    1,228

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      1,694)
   1,665    2,671      -42      127     -940    1,750    1,689      -56        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     31.3      0.0     83.1     65.4     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        7        0       10        6       21       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      192,026
COMMITMENTS
  86,455   35,106    5,310   59,593  128,702  151,358  169,118   40,668   22,908

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -13,937)
 -11,782     -310      327    1,527  -14,349   -9,928  -14,332   -4,009      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     18.3      2.8     31.0     67.0     78.8     88.1     21.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      44       20       21       24       25       78       57                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,380
COMMITMENTS
  12,556   13,737    1,254   13,965    9,593   27,775   24,584   11,605   14,796

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -3,742)
  -2,712   -2,933       45     -494   -1,418   -3,161   -4,306     -581      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     34.9      3.2     35.5     24.4     70.5     62.4     29.5     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       14        7        6        9       23       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      237,589
COMMITMENTS
 130,900   36,051    3,233   94,885  195,458  229,018  234,742    8,571    2,847

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     18,681)
     232   11,820      452   18,822    6,385   19,506   18,657     -825       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     15.2      1.4     39.9     82.3     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      79       33        5       19       25      102       59                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      213,259
COMMITMENTS
  63,810   95,670    7,658  112,181   78,906  183,649  182,234   29,610   31,025

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      5,168)
   5,193   11,893   -1,271    3,620   -8,917    7,542    1,705   -2,374    3,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     44.9      3.6     52.6     37.0     86.1     85.5     13.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      35       28       23       26       38       70       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      215,090
COMMITMENTS
  43,308  120,800    6,151  145,227   56,054  194,686  183,005   20,404   32,085

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -17,737)
   3,498  -14,823     -799  -20,764      232  -18,065  -15,390      328   -2,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     56.2      2.9     67.5     26.1     90.5     85.1      9.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      32       36       19       30       29       71       75                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      462,148
COMMITMENTS
 190,336  111,069   21,762  174,177  278,546  386,275  411,377   75,873   50,771

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        996)
 -10,895    3,523     -847   16,344   -1,077    4,602    1,599   -3,606     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     24.0      4.7     37.7     60.3     83.6     89.0     16.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      97       65       49       62       66      183      157                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,356
COMMITMENTS
  11,711    5,754    1,298    3,026   13,832   16,035   20,884    7,321    2,472

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,004)
    -958    1,703      497      -13   -3,059     -474     -859     -530     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     24.6      5.6     13.0     59.2     68.7     89.4     31.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        2        6        7       15       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,648
COMMITMENTS
  18,071    7,257        0    5,793   17,949   23,864   25,206    1,784      442

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,470)
  -1,308     -483        0       42     -909   -1,266   -1,392     -204      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     28.3      0.0     22.6     70.0     93.0     98.3      7.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14       13        0        4        8       18       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       48,413
COMMITMENTS
  33,509    8,670      672    7,975   35,560   42,156   44,902    6,257    3,511

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -4,738)
  -6,732    1,914      -34    2,027   -6,280   -4,739   -4,400        1     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     17.9      1.4     16.5     73.5     87.1     92.7     12.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      48       17        5       11       12       60       33                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,819
COMMITMENTS
  11,346    1,874    1,282    6,163   15,871   18,791   19,027    1,028      792

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,768)
      12   -1,554      -29   -1,810     -195   -1,827   -1,778       59       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2      9.5      6.5     31.1     80.1     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        7        2        6        5       21       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,489,005
COMMITMENTS
 908,513  2577874  2790387  9119595  6964885 12818495 12333146  670,510  1155859

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -10,840)
 -68,232   20,526   66,816  -45,785  -95,721  -47,201   -8,379   36,361   -2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     19.1     20.7     67.6     51.6     95.0     91.4      5.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      55      109      117      119      145      246      309                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      695,177
COMMITMENTS
 114,947   86,819   33,682  462,872  484,157  611,501  604,657   83,676   90,520

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     13,464)
   5,973   -6,893    1,693    1,764   16,042    9,429   10,841    4,034    2,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     12.5      4.8     66.6     69.6     88.0     87.0     12.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     142      146       76      226      243      404      429                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       62,053
COMMITMENTS
   3,129    5,041        0   23,849   41,711   26,978   46,752   35,075   15,301

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      3,027)
    -790      990        0     -524    1,301   -1,314    2,291    4,341      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      8.1      0.0     38.4     67.2     43.5     75.3     56.5     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        9        0       17       23       20       32                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,165,620
COMMITMENTS
 573,473  423,273  154,024  2195117  2212230  2922614  2789527  243,006  376,093

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     52,183)
  34,467  -38,761    7,809   11,441   73,704   53,717   42,752   -1,534    9,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     13.4      4.9     69.3     69.9     92.3     88.1      7.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
     144      144       75      223      238      401      423                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| 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:       29,737
COMMITMENTS
  11,925      370        0   14,421   28,431   26,346   28,801    3,391      936

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -461)
    -247     -163        0      -12     -463     -259     -626     -202      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      1.2      0.0     48.5     95.6     88.6     96.9     11.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        8        7       16        8                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| 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:       22,324
COMMITMENTS
     263    2,019        0   20,199   19,239   20,462   21,258    1,862    1,066

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -404)
    -373        0        0       54     -523     -319     -523      -85      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      9.0      0.0     90.5     86.2     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14        6       15        7                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,696
COMMITMENTS
  23,970    2,123      775   53,756   83,569   78,501   86,467   12,195    4,229

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,854)
     253     -517     -368     -697   -1,214     -812   -2,099   -1,042      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      2.3      0.9     59.3     92.1     86.6     95.3     13.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16        5        6       39       40       56       50                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,505
COMMITMENTS
  21,637   12,205    1,547   30,824   37,926   54,008   51,678    6,497    8,828

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        550)
     417     -416     -293      124      429      248     -280      302      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     20.2      2.6     50.9     62.7     89.3     85.4     10.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      67       81       26       67       87      148      180                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      302,526
COMMITMENTS
 108,186   61,024    7,736  154,120  189,628  270,042  258,388   32,484   44,138

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      2,752)
   2,085   -2,079   -1,463      618    2,143    1,240   -1,399    1,512    4,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     20.2      2.6     50.9     62.7     89.3     85.4     10.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      67       81       26       67       87      148      180                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,809
COMMITMENTS
  93,318   33,706    2,674   17,160   94,625  113,152  131,005   36,657   18,804

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -102)
   1,241     -361     -436      730    2,720    1,535    1,923   -1,637   -2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     22.5      1.8     11.5     63.2     75.5     87.4     24.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      46       21       15       22       23       74       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:       13,248
COMMITMENTS
   2,292    4,558        1    9,505    6,571   11,798   11,130    1,450    2,118

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     34.4      0.0     71.7     49.6     89.1     84.0     10.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1       11        8       18       16                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,288
COMMITMENTS
  12,569    5,717       13   14,696   26,361   27,278   32,091    7,010    2,197

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -953)
    -413       53       13      481     -326       81     -260   -1,034     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     16.7      0.0     42.9     76.9     79.6     93.6     20.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        6        1       16       11       35       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,844
COMMITMENTS
  18,289    6,690    2,106   23,421   21,148   43,816   29,944   10,028   23,900

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,923)
  -3,225   -1,844      250    3,285    7,221      310    5,627   -2,233   -7,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     12.4      3.9     43.5     39.3     81.4     55.6     18.6     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       15        5       26       20       48       40                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,495
COMMITMENTS
   1,114    6,725      182   13,715    8,376   15,011   15,283      484      212

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        229)
  -7,357       48      182    7,484        0      309      230      -80       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     43.4      1.2     88.5     54.1     96.9     98.6      3.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        2        8        1       16        6                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| 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:       96,738
COMMITMENTS
   6,158   13,223   27,072   63,486   56,443   96,716   96,738       22        0

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -850)
       0   -1,070       60     -910      160     -850     -850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     13.7     28.0     65.6     58.3    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 18, 2017