MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,768
COMMITMENTS
     800    5,172    2,760   22,596   18,224   26,156   26,156      612      612

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        498)
    -160      360     -120      526        6      246      246      252      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     19.3     10.3     84.4     68.1     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2       10        6        8        7       15       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,846
COMMITMENTS
     328      624      410    4,118    4,552    4,856    5,586      990      260

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        473)
    -102      -66       88      417      460      403      482       70       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     10.7      7.0     70.4     77.9     83.1     95.6     16.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        8       11       21       20       35       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,525
COMMITMENTS
  12,877    6,918      959    9,332   14,156   23,168   22,033    3,357    4,492

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:         25)
    -213     -414       59      146      490       -8      135       33     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     26.1      3.6     35.2     53.4     87.3     83.1     12.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       22       18       20       25       49       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,233
COMMITMENTS
     845      445      306    4,240    5,121    5,391    5,872      842      361

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        211)
     -32       90       58      137       73      163      221       48      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      7.1      4.9     68.0     82.2     86.5     94.2     13.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        6        9       24       16       35       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,173
COMMITMENTS
 104,821   51,305   33,383   95,751  130,544  233,955  215,232   20,218   38,941

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:    -21,882)
 -12,416   -6,174   -5,491   -1,645   -7,669  -19,552  -19,334   -2,330   -2,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     20.2     13.1     37.7     51.4     92.0     84.7      8.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     102       94       97       70       82      236      229                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      313,561
COMMITMENTS
 132,456   39,476   29,807  127,853  202,311  290,116  271,594   23,445   41,967

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      3,519)
    -910     -264    2,229    3,888    1,897    5,207    3,862   -1,688     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     12.6      9.5     40.8     64.5     92.5     86.6      7.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     112       81      115       90      147      265      299                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,205
COMMITMENTS
   1,769    1,255      233      869    1,886    2,871    3,374    1,334      831

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -173)
     -49       -5      -70       16     -116     -103     -191      -70       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     29.8      5.5     20.7     44.9     68.3     80.2     31.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       11        8       14       18       33       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,629
COMMITMENTS
  22,989   10,990   10,578   13,399   15,483   46,966   37,051    7,663   17,578

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -2,021)
    -404      521     -446     -421     -739   -1,271     -664     -750   -1,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     20.1     19.4     24.5     28.3     86.0     67.8     14.0     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      61       42       65       54       73      152      155                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,778
COMMITMENTS
     269    3,056       38    2,573      416    2,880    3,510      898      268

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     80.9      1.0     68.1     11.0     76.2     92.9     23.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        7        2       11        6       16       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       19,701
COMMITMENTS
   1,807   11,499      656   16,544    6,927   19,007   19,082      694      619

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        227)
    -153      -56     -205      586      532      228      271       -1      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     58.4      3.3     84.0     35.2     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       10        9       22       17       39       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,843
COMMITMENTS
   3,211    6,730      122   29,973   26,835   33,306   33,687    1,537    1,156

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -2,321)
  -1,631   -4,916      122     -925    2,545   -2,434   -2,249      113      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     19.3      0.4     86.0     77.0     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8        1       10        6       24       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      186,960
COMMITMENTS
  80,965   29,866    3,740   61,276  127,582  145,981  161,188   40,979   25,772

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -5,066)
  -5,490   -5,240   -1,570    1,683   -1,120   -5,377   -7,930      311    2,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     16.0      2.0     32.8     68.2     78.1     86.2     21.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      42       13       21       23       26       75       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,420
COMMITMENTS
  12,168   14,155    1,725   15,046   10,308   28,939   26,188   11,481   14,232

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      1,040)
    -388      418      471    1,081      715    1,164    1,604     -124     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     35.0      4.3     37.2     25.5     71.6     64.8     28.4     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       11        8        6        9       24       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      243,849
COMMITMENTS
 137,856   40,238    3,259   93,686  197,558  234,801  241,055    9,048    2,794

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      6,260)
   6,956    4,187       26   -1,199    2,100    5,783    6,313      477      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     16.5      1.3     38.4     81.0     96.3     98.9      3.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      86       33        7       18       26      110       61                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      216,494
COMMITMENTS
  61,484  107,384    7,436  118,557   73,564  187,477  188,384   29,017   28,110

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      3,235)
  -2,326   11,714     -222    6,376   -5,342    3,828    6,150     -593   -2,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     49.6      3.4     54.8     34.0     86.6     87.0     13.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      35       34       22       27       36       69       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      215,457
COMMITMENTS
  45,162  119,248    6,012  142,448   59,657  193,622  184,917   21,835   30,540

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        367)
   1,854   -1,552     -139   -2,779    3,603   -1,064    1,912    1,431   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     55.3      2.8     66.1     27.7     89.9     85.8     10.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       36       19       31       32       75       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      464,445
COMMITMENTS
 197,818  109,842   19,103  169,989  284,515  386,910  413,460   77,535   50,985

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      2,297)
   7,482   -1,227   -2,659   -4,188    5,969      635    2,083    1,662      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     23.7      4.1     36.6     61.3     83.3     89.0     16.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     100       65       45       64       66      185      156                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,733
COMMITMENTS
  13,442    3,333    1,340    7,163   25,914   21,945   30,587   12,788    4,146

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      9.6      3.9     20.6     74.6     63.2     88.1     36.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        3        8        4       19        9                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,455
COMMITMENTS
  11,450    5,088      758    3,025   13,815   15,233   19,661    7,222    2,794

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -901)
    -261     -666     -540       -1      -17     -802   -1,223      -99      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     22.7      3.4     13.5     61.5     67.8     87.6     32.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        3        6        7       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,746
COMMITMENTS
  17,107    6,921       25    5,793   17,343   22,925   24,289    1,821      457

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -902)
    -964     -336       25        0     -606     -939     -917       37       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     28.0      0.1     23.4     70.1     92.6     98.2      7.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12       14        1        4        7       17       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,090
COMMITMENTS
  29,590    7,708    1,065    7,153   31,773   37,808   40,546    6,282    3,544

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -4,323)
  -3,919     -962      393     -822   -3,787   -4,348   -4,356       25       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     17.5      2.4     16.2     72.1     85.8     92.0     14.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      50       14        7       11       12       63       31                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       23,334
COMMITMENTS
  15,054    3,851    1,364    5,927   17,327   22,345   22,542      989      792

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      3,515)
   3,708    1,977       82     -236    1,456    3,554    3,515      -39        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     16.5      5.8     25.4     74.3     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      17        7        2        5        6       22       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,437,818
COMMITMENTS
 884,821  2402525  2842066  9022122  7065482 12749009 12310073  688,809  1127745

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:    -51,187)
 -23,692 -175,349   51,679  -97,473  100,597  -69,486  -23,073   18,299  -28,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     17.9     21.1     67.1     52.6     94.9     91.6      5.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      54      107      119      122      148      253      311                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      713,658
COMMITMENTS
 116,091   91,140   38,117  479,496  499,207  633,704  628,464   79,954   85,194

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     18,481)
   1,144    4,322    4,435   16,623   15,050   22,203   23,806   -3,722   -5,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     12.8      5.3     67.2     70.0     88.8     88.1     11.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     128      149       79      233      242      403      428                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       67,563
COMMITMENTS
   3,758    7,227      283   33,731   44,340   37,772   51,850   29,791   15,713

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      5,510)
     629    2,186      283    9,882    2,629   10,794    5,098   -5,284      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     10.7      0.4     49.9     65.6     55.9     76.7     44.1     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        9        1       20       21       24       31                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,230,474
COMMITMENTS
 585,699  443,601  165,135  2228824  2274333  2979658  2883069  250,816  347,405

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     64,854)
  12,226   20,328   11,111   33,707   62,103   57,044   93,542    7,810  -28,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     13.7      5.1     69.0     70.4     92.2     89.2      7.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     131      146       79      225      236      395      422                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| 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:       29,396
COMMITMENTS
  11,441        0        0   14,619   28,501   26,060   28,501    3,336      895

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -341)
    -484     -370        0      198       70     -286     -300      -55      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      0.0      0.0     49.7     97.0     88.7     97.0     11.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        0        8        7       15        7                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| 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:       23,032
COMMITMENTS
     243    2,299        0   20,888   19,683   21,131   21,982    1,901    1,050

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        708)
     -20      280        0      689      444      669      724       39      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     10.0      0.0     90.7     85.5     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       14        6       15        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,723
COMMITMENTS
  23,072    1,844    1,037   53,118   81,458   77,227   84,339   11,496    4,384

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -1,973)
    -898     -279      262     -638   -2,111   -1,274   -2,128     -699      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      2.1      1.2     59.9     91.8     87.0     95.1     13.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        4        6       40       39       57       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,746
COMMITMENTS
  20,634   12,821    1,392   29,882   36,484   51,908   50,698    6,838    8,048

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -1,760)
  -1,003      617     -155     -942   -1,441   -2,101     -980      341     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     21.8      2.4     50.9     62.1     88.4     86.3     11.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      70       81       24       68       86      148      181                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      293,728
COMMITMENTS
 103,170   64,107    6,960  149,408  182,422  259,538  253,489   34,190   40,239

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -8,798)
  -5,016    3,083     -776   -4,712   -7,206  -10,504   -4,899    1,706   -3,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     21.8      2.4     50.9     62.1     88.4     86.3     11.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      70       81       24       68       86      148      181                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,592
COMMITMENTS
  91,558   31,074    2,854   19,484   95,356  113,896  129,284   35,696   20,308

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -217)
  -1,760   -2,632      180    2,324      731      744   -1,721     -961    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     20.8      1.9     13.0     63.7     76.1     86.4     23.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      46       19       13       21       23       72       50                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:       16,365
COMMITMENTS
   1,871    2,704       16   12,562   11,270   14,449   13,990    1,916    2,375

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      3,117)
    -421   -1,854       15    3,057    4,699    2,651    2,860      466      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     16.5      0.1     76.8     68.9     88.3     85.5     11.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        6        1       10        9       15       15                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,424
COMMITMENTS
  12,966    5,939      103   14,878   26,093   27,947   32,135    6,477    2,289

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        136)
     397      222       90      182     -268      669       44     -533       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     17.3      0.3     43.2     75.8     81.2     93.4     18.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        7        2       18       12       36       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,444
COMMITMENTS
  20,419    6,719    2,193   24,926   22,629   47,538   31,541    9,906   25,903

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      3,600)
   2,130       29       87    1,505    1,481    3,722    1,597     -122    2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     11.7      3.8     43.4     39.4     82.8     54.9     17.2     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       15        4       30       20       57       38                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| 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:       99,088
COMMITMENTS
   6,288   12,573   28,112   64,666   58,403   99,066   99,088       22        0

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      2,350)
     130     -650    1,040    1,180    1,960    2,350    2,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     12.7     28.4     65.3     58.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       12       14       17       16                  



Updated August 25, 2017