MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       20,608
COMMITMENTS
   2,060    3,692    1,280   17,028   15,396   20,368   20,368      240      240

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -2,436)
     620     -728     -420   -2,612   -1,264   -2,412   -2,412      -24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     17.9      6.2     82.6     74.7     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        9        3        7        7       14       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,211
COMMITMENTS
     219      584      537    4,624    4,695    5,380    5,816      831      395

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        214)
      41        2      -32      203      223      212      193        2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      9.4      8.6     74.4     75.6     86.6     93.6     13.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        6       10       20       18       32       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,435
COMMITMENTS
  13,381    8,956    1,285   10,741   12,712   25,407   22,953    2,028    4,482

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         86)
     -97      267      -88      222      -35       37      144       49      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     32.6      4.7     39.2     46.3     92.6     83.7      7.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       24       19       21       20       51       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,791
COMMITMENTS
     808      781      483    4,654    5,177    5,945    6,441      846      350

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        171)
      30        5       59      114       61      203      125      -32       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     11.5      7.1     68.5     76.2     87.5     94.8     12.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        7        9       21       15       32       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      257,477
COMMITMENTS
  91,688   53,053   44,283  103,220  119,763  239,191  217,099   18,286   40,378

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -5,355)
   1,847  -11,469   -1,014   -6,021    6,340   -5,188   -6,143     -167      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     20.6     17.2     40.1     46.5     92.9     84.3      7.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      91      105      121       64       87      238      255                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,751
COMMITMENTS
 144,570   37,487   35,954  127,745  212,514  308,269  285,955   25,482   47,796

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -4,220)
   2,618   -6,029   -4,901   -1,374    7,439   -3,657   -3,491     -563     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     11.2     10.8     38.3     63.7     92.4     85.7      7.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     125       71      109       93      164      267      308                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,673
COMMITMENTS
   3,172    1,605      224      621    2,883    4,017    4,712    1,656      961

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -107)
     309       77     -263     -215      -58     -169     -244       62      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     28.3      3.9     10.9     50.8     70.8     83.1     29.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      31       11        6       16       18       51       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,557
COMMITMENTS
  28,243   13,131   10,542   13,814   17,963   52,599   41,636    6,958   17,921

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -208)
    -216     -394   -1,160    1,159    1,645     -217       91        9     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     22.0     17.7     23.2     30.2     88.3     69.9     11.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      69       55       54       40       71      141      160                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       20,893
COMMITMENTS
   2,060   11,178      714   17,611    8,037   20,385   19,929      508      964

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        297)
    -139      -18      169      327      173      357      324      -60      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     53.5      3.4     84.3     38.5     97.6     95.4      2.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       10        7       22       17       39       30                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       46,079
COMMITMENTS
  21,203    7,486        0   22,789   36,984   43,992   44,470    2,087    1,609

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      4,583)
   4,523    2,206        0      216    2,125    4,739    4,331     -156      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     16.2      0.0     49.5     80.3     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        5        0        5        8       21       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      177,263
COMMITMENTS
  97,204   22,076    2,893   35,298  132,354  135,395  157,323   41,868   19,940

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -4,650)
  -5,484   -6,007      457    1,811    2,037   -3,216   -3,513   -1,434   -1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8     12.5      1.6     19.9     74.7     76.4     88.8     23.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      50       15       15       19       26       74       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,571
COMMITMENTS
  17,614   20,907    1,253   17,459    5,938   36,326   28,098    8,245   16,473

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      4,806)
   2,688    4,119      -19    3,686     -171    6,355    3,929   -1,549      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     46.9      2.8     39.2     13.3     81.5     63.0     18.5     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       15        6        6        6       22       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      204,344
COMMITMENTS
 117,452   28,336    2,842   75,702  170,572  195,996  201,750    8,348    2,594

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -15,582)
 -17,169  -22,558    1,134      529    6,294  -15,506  -15,130      -76     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     13.9      1.4     37.0     83.5     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      74       38        8       20       19       98       61                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      174,867
COMMITMENTS
  80,325   60,376    9,846   47,590   78,951  137,761  149,173   37,106   25,694

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -20,642)
     180  -14,715   -4,029  -18,588   -2,036  -22,437  -20,780    1,795      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     34.5      5.6     27.2     45.1     78.8     85.3     21.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       27       21       24       37       83       71                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      246,889
COMMITMENTS
  58,770  143,413   10,988  160,230   53,797  229,988  208,198   16,901   38,691

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     39,792)
  15,807   29,103    4,394   19,748    3,750   39,949   37,247     -157    2,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     58.1      4.5     64.9     21.8     93.2     84.3      6.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      24       46       16       32       33       64       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      438,663
COMMITMENTS
 187,053   96,220   20,643  157,203  266,511  364,899  383,374   73,764   55,289

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      9,552)
   3,374      708    3,421    4,611    5,303   11,406    9,432   -1,854      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     21.9      4.7     35.8     60.8     83.2     87.4     16.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      96       56       40       58       64      169      146                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,901
COMMITMENTS
  10,905    2,697    1,004    9,162   26,739   21,071   30,440   12,830    3,461

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -334)
     642     -152      172      -67       29      747       49   -1,081     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      8.0      3.0     27.0     78.9     62.2     89.8     37.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        4        4        9        5       20       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,056
COMMITMENTS
  24,838    7,146      286   10,034   29,004   35,158   36,436    1,898      620

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -6,248)
   1,079   -5,234      -93   -6,915     -859   -5,929   -6,186     -319      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     19.3      0.8     27.1     78.3     94.9     98.3      5.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14       11        1        6        6       21       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,175
COMMITMENTS
  20,928   12,810      272    7,575   17,246   28,775   30,328    5,400    3,847

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -1,739)
  -1,441   -1,506      -14       76      -41   -1,379   -1,561     -360     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     37.5      0.8     22.2     50.5     84.2     88.7     15.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      33       21        4        9       10       42       35                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,529
COMMITMENTS
  13,674    4,465        0    4,807   14,480   18,481   18,945    1,048      584

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -132)
  -2,339     -192        0    1,960       22     -379     -170      247       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     22.9      0.0     24.6     74.1     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        7        0        5        5       18       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,731,755
COMMITMENTS
 897,584  2706852  2433414  8817691  6458374 12148689 11598640  583,066  1133115

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     60,178)
  19,669  134,661  -40,785  145,879  -60,793  124,763   33,083  -64,585   27,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     21.3     19.1     69.3     50.7     95.4     91.1      4.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      39      121      111      111      133      231      294                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      650,232
COMMITMENTS
 113,544   93,617   22,264  435,865  448,731  571,672  564,612   78,560   85,621

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -7,520)
  -6,796   -1,697    4,453  -10,167  -15,562  -12,510  -12,806    4,990    5,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     14.4      3.4     67.0     69.0     87.9     86.8     12.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      608)
     136      141       72      225      236      390      420                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       47,574
COMMITMENTS
   4,908    5,284        0   24,011   24,516   28,919   29,800   18,655   17,774

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,869)
     961    2,419        0      737   -2,125    1,698      294      171    1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     11.1      0.0     50.5     51.5     60.8     62.6     39.2     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        6        0       19       14       30       20                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       20,357
COMMITMENTS
       0      268        0   18,484   19,407   18,484   19,675    1,873      682

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     90.8     95.3     90.8     96.6      9.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       10       11       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,013,291
COMMITMENTS
 562,263  460,750   92,234  2059269  2121074  2713766  2674058  299,525  339,233

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -46,943)
 -21,738   -3,533    5,218  -54,520  -67,186  -71,040  -65,501   24,097   18,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     15.3      3.1     68.3     70.4     90.1     88.7      9.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     134      141       69      217      231      377      415                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| 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:       27,969
COMMITMENTS
  12,572        0        0   12,005   27,348   24,577   27,348    3,392      621

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        790)
     363        0        0     -175      825      188      825      602      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      0.0      0.0     42.9     97.8     87.9     97.8     12.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        0        0        7        9       16        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| 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:       23,516
COMMITMENTS
       0    1,188        0   21,933   21,285   21,933   22,473    1,583    1,043

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        -79)
    -333        0        0      406      109       73      109     -152     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     93.3     90.5     93.3     95.6      6.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       14       10       14       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,979
COMMITMENTS
  25,312    3,299      678   51,329   82,194   77,319   86,171   12,660    3,808

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,779)
     501      644       -5    1,855      804    2,351    1,443     -572      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      3.7      0.8     57.0     91.3     85.9     95.8     14.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14        8        6       41       38       56       51                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,966
COMMITMENTS
  19,815   13,978    1,026   26,623   31,719   47,464   46,724    6,502    7,242

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        434)
      54     -129     -163      658      794      549      502     -115      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     25.9      1.9     49.3     58.8     88.0     86.6     12.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      66       88       28       64       82      144      184                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      269,830
COMMITMENTS
  99,074   69,890    5,132  133,115  158,596  237,321  233,618   32,509   36,212

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,170)
     268     -643     -815    3,291    3,968    2,744    2,510     -574     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     25.9      1.9     49.3     58.8     88.0     86.6     12.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      66       88       28       64       82      144      184                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      147,098
COMMITMENTS
  98,499   26,687    1,706   14,774   96,957  114,979  125,350   32,119   21,748

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -7,014)
  -5,008      374     -549     -147   -7,229   -5,704   -7,404   -1,310      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     18.1      1.2     10.0     65.9     78.2     85.2     21.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      47       17        9       14       19       63       43                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      538,396
COMMITMENTS
 164,177  166,913    9,476  347,989  349,422  521,642  525,811   16,754   12,585

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -10,008)
  12,027   -6,961   -1,118  -17,274   -2,655   -6,365  -10,734   -3,643      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     31.0      1.8     64.6     64.9     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      65       46       19       95      113      169      169                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,980
COMMITMENTS
  15,256   12,199      246   15,069   21,687   30,571   34,132    7,409    3,848

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,178)
    -355    1,581       85      792     -636      522    1,030      656      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     32.1      0.6     39.7     57.1     80.5     89.9     19.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        8        1       16       11       32       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,135
COMMITMENTS
  17,861    7,188    1,226   22,706   27,166   41,793   35,580    9,342   15,555

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -2,493)
     486   -1,524      127   -2,549      639   -1,936     -758     -557   -1,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     14.1      2.4     44.4     53.1     81.7     69.6     18.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       16        6       28       26       55       45                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 10/03/17                         |
--------------------------------------------------------------| 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:      111,107
COMMITMENTS
   9,115   10,493   32,269   69,679   68,343  111,063  111,105       44        2

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        780)
   2,827      370     -450   -1,627      860      750      780       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.4     29.0     62.7     61.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        2       12       14       18       16                  



Updated October 6, 2017