MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       23,144
COMMITMENTS
   2,580    4,792    1,200   19,124   16,912   22,904   22,904      240      240

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      2,536)
     520    1,100      -80    2,096    1,516    2,536    2,536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     20.7      5.2     82.6     73.1     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        9        3        6        7       13       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,200
COMMITMENTS
     112      633      426    4,073    3,760    4,611    4,819      589      381

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,011)
    -107       49     -111     -551     -935     -769     -997     -242      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     12.2      8.2     78.3     72.3     88.7     92.7     11.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9       10       18       19       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,680
COMMITMENTS
  10,890    7,391      857    9,033   10,136   20,780   18,384    1,900    4,296

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -4,755)
  -2,491   -1,565     -428   -1,708   -2,576   -4,627   -4,569     -128     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     32.6      3.8     39.8     44.7     91.6     81.1      8.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       21       15       19       18       43       46                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,839
COMMITMENTS
     726      888      332    3,997    4,135    5,055    5,355      784      484

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -952)
     -82      107     -151     -657   -1,042     -890   -1,086      -62      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.2      5.7     68.5     70.8     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        8        7       21       15       30       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,522
COMMITMENTS
  93,116   51,125   41,141   98,156  118,401  232,413  210,667   19,109   40,855

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,955)
   1,428   -1,928   -3,142   -5,064   -1,362   -6,778   -6,432      823      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     20.3     16.4     39.0     47.1     92.4     83.8      7.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      95      101      122       66       89      244      255                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,911
COMMITMENTS
 145,551   33,468   32,345  125,697  213,493  303,593  279,306   26,318   50,605

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,840)
     981   -4,019   -3,609   -2,048      979   -4,676   -6,649      836    2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     10.1      9.8     38.1     64.7     92.0     84.7      8.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     131       75      113      100      165      291      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,162
COMMITMENTS
   3,285    1,738      225      876    3,224    4,386    5,187    1,776      975

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        489)
     113      133        1      255      341      369      475      120       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     28.2      3.7     14.2     52.3     71.2     84.2     28.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       14        8       15       19       53       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,332
COMMITMENTS
  29,891   13,813    9,774   12,291   16,901   51,956   40,488    7,376   18,844

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -225)
   1,648      682     -768   -1,523   -1,062     -643   -1,148      418      923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     23.3     16.5     20.7     28.5     87.6     68.2     12.4     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      73       56       57       43       73      151      161                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,261
COMMITMENTS
   1,404    9,314      493   15,909    7,258   17,806   17,065      455    1,196

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,632)
    -656   -1,864     -221   -1,702     -779   -2,579   -2,864      -53      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     51.0      2.7     87.1     39.7     97.5     93.5      2.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       10        9       21       15       37       30                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       47,460
COMMITMENTS
  22,005    8,111        0   23,343   38,040   45,348   46,151    2,112    1,309

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,381)
     802      625        0      554    1,056    1,356    1,681       25     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     17.1      0.0     49.2     80.2     95.5     97.2      4.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      17        6        0        5        8       22       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      175,817
COMMITMENTS
  97,068   20,676    2,649   33,076  130,611  132,793  153,936   43,024   21,881

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,446)
    -136   -1,400     -244   -2,222   -1,743   -2,602   -3,387    1,156    1,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2     11.8      1.5     18.8     74.3     75.5     87.6     24.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      48       12       16       19       24       72       47                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,039
COMMITMENTS
  18,211   22,473    1,019   21,075    5,744   40,305   29,236    8,734   19,803

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      4,468)
     597    1,566     -234    3,616     -194    3,979    1,138      489    3,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     45.8      2.1     43.0     11.7     82.2     59.6     17.8     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       12        3        5        6       18       20                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      188,075
COMMITMENTS
 102,473   19,724    1,860   76,547  162,723  180,880  184,307    7,195    3,768

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -16,269)
 -14,979   -8,612     -982      845   -7,849  -15,116  -17,443   -1,153    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     10.5      1.0     40.7     86.5     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      70       40        8       18       19       93       62                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      181,570
COMMITMENTS
  79,610   64,102    8,567   60,706   80,641  148,883  153,310   32,687   28,260

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      6,703)
    -715    3,726   -1,279   13,116    1,690   11,122    4,137   -4,419    2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     35.3      4.7     33.4     44.4     82.0     84.4     18.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      39       25       23       26       38       76       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      254,124
COMMITMENTS
  51,655  153,074   10,707  173,289   49,943  235,651  213,724   18,473   40,400

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      7,235)
  -7,115    9,661     -281   13,059   -3,854    5,663    5,526    1,572    1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     60.2      4.2     68.2     19.7     92.7     84.1      7.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      27       40       16       32       34       67       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      450,748
COMMITMENTS
 195,816   97,737   23,538  158,660  275,104  378,014  396,379   72,734   54,369

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     12,085)
   8,763    1,517    2,895    1,457    8,593   13,115   13,005   -1,030     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     21.7      5.2     35.2     61.0     83.9     87.9     16.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      96       59       46       60       63      174      152                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,161
COMMITMENTS
  11,776    2,654      792   10,105   27,608   22,673   31,054   12,488    4,107

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,260)
     871      -43     -212      943      869    1,602      614     -342      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      7.5      2.3     28.7     78.5     64.5     88.3     35.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        3       11        6       20       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,676
COMMITMENTS
  24,787    3,913      286    6,637   28,948   31,710   33,147    1,966      529

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,380)
     -51   -3,233        0   -3,397      -56   -3,448   -3,289       68      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.6     11.6      0.8     19.7     86.0     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14       11        1        5        7       20       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,460
COMMITMENTS
  21,529   15,800      580    9,752   16,302   31,861   32,682    4,599    3,778

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      2,285)
     601    2,990      308    2,177     -944    3,086    2,354     -801      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     43.3      1.6     26.7     44.7     87.4     89.6     12.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      32       25        7       11        8       45       38                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,451
COMMITMENTS
  13,024    4,499        0    4,948   14,433   17,972   18,932    1,479      519

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        -78)
    -650       34        0      141      -47     -509      -13      431      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     23.1      0.0     25.4     74.2     92.4     97.3      7.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        7        0        5        5       19       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,951,113
COMMITMENTS
 913,569  3018168  2406959  9058254  6358948 12378782 11784075  572,331  1167038

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    219,358)
  15,985  311,316  -26,455  240,563  -99,426  230,093  185,435  -10,735   33,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     23.3     18.6     69.9     49.1     95.6     91.0      4.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      39      122      109      114      135      233      297                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      665,557
COMMITMENTS
 115,753   87,772   26,181  447,574  469,374  589,509  583,328   76,048   82,229

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     15,325)
   2,210   -5,845    3,918   11,709   20,643   17,836   18,716   -2,512   -3,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     13.2      3.9     67.2     70.5     88.6     87.6     11.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      633)
     139      151       74      228      243      402      433                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       51,627
COMMITMENTS
   4,734    4,855    1,200   27,109   27,634   33,043   33,689   18,584   17,938

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      4,053)
    -174     -429    1,200    3,098    3,118    4,124    3,889      -71      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      9.4      2.3     52.5     53.5     64.0     65.3     36.0     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        8        1       18       18       28       26                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,069,650
COMMITMENTS
 572,162  431,653  107,841  2102325  2208699  2782328  2748193  287,322  321,457

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     56,359)
   9,899  -29,097   15,607   43,056   87,625   68,562   74,135  -12,203  -17,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     14.1      3.5     68.5     72.0     90.6     89.5      9.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     137      151       71      225      237      395      426                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| 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:       27,742
COMMITMENTS
  11,968        0        0   12,442   27,064   24,410   27,064    3,332      678

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -227)
    -604        0        0      437     -284     -167     -284      -60       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      0.0      0.0     44.8     97.6     88.0     97.6     12.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        0        8        9       16        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| 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:       22,605
COMMITMENTS
       0    1,188        0   21,208   20,361   21,208   21,549    1,397    1,056

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -911)
       0        0        0     -725     -924     -725     -924     -186       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     93.8     90.1     93.8     95.3      6.2      4.7

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 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,489
COMMITMENTS
  26,033    3,417      643   52,735   85,024   79,411   89,084   13,078    3,405

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      2,510)
     721      118      -35    1,406    2,830    2,092    2,913      418     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      3.7      0.7     57.0     91.9     85.9     96.3     14.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15        7        5       42       39       57       51                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,427
COMMITMENTS
  21,759   15,748      893   27,120   32,081   49,772   48,722    6,655    7,706

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      2,461)
   1,944    1,770     -134      497      362    2,308    1,998      154      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     27.9      1.6     48.1     56.9     88.2     86.3     11.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      70       90       29       62       81      150      182                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      282,136
COMMITMENTS
 108,796   78,740    4,463  135,600  160,405  248,859  243,608   33,277   38,528

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     12,306)
   9,722    8,850     -669    2,485    1,809   11,538    9,990      768    2,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     27.9      1.6     48.1     56.9     88.2     86.3     11.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      70       90       29       62       81      150      182                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,854
COMMITMENTS
  93,702   24,520    2,552   12,358   91,755  108,612  118,827   32,242   22,027

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,244)
  -4,797   -2,167      846   -2,416   -5,202   -6,367   -6,523      123      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     17.4      1.8      8.8     65.1     77.1     84.4     22.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      45       15       11       15       20       62       45                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      546,831
COMMITMENTS
 172,853  156,757    8,904  346,650  367,706  528,407  533,367   18,424   13,464

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      8,435)
   8,676  -10,156     -572   -1,339   18,284    6,765    7,556    1,670      879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     28.7      1.6     63.4     67.2     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      71       43       17       96      117      174      170                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,772
COMMITMENTS
  16,889   11,940       33   15,154   21,700   32,076   33,673    6,696    5,099

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        792)
   1,633     -259     -213       85       13    1,505     -459     -713    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     30.8      0.1     39.1     56.0     82.7     86.8     17.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        9        1       16       11       33       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,493
COMMITMENTS
  17,252   10,336    1,151   21,127   23,457   39,530   34,944    9,963   14,549

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,642)
    -609    3,148      -75   -1,579   -3,709   -2,263     -636      621   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     20.9      2.3     42.7     47.4     79.9     70.6     20.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       16        6       26       23       51       43                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| 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:      111,307
COMMITMENTS
   9,162   12,113   30,809   71,312   68,383  111,283  111,305       24        2

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        200)
      47    1,620   -1,460    1,633       40      220      200      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.9     27.7     64.1     61.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       13       14       19       16                  



Updated October 13, 2017