MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    29,154:     1,600      5,816      2,580     23,894     19,658     28,074     28,054:     1,080      1,100
Old  :    29,154:     1,600      5,816      2,580     23,894     19,658     28,074     28,054:     1,080      1,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     1,240:      -120       -120        120        720        720        720        720:       520        520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       19.9        8.8       82.0       67.4       96.3       96.2:       3.7        3.8
Old  :     100.0:       5.5       19.9        8.8       82.0       67.4       96.3       96.2:       3.7        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4         10          4          9          7         16         19:
Old  :        26:         4         10          4          9          7         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       61.9       92.1       84.4       56.6       38.0       58.8       51.9
Old  :                 81.1       61.9       92.1       84.4       56.6       38.0       58.8       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,219:       809      1,428      1,130      5,106      5,285      7,045      7,843:     1,175        376
Old  :     8,219:       809      1,428      1,130      5,106      5,285      7,045      7,843:     1,175        376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :        76:       -31       -100         60         20         39         48         -2:        27         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       17.4       13.8       62.1       64.3       85.7       95.4:      14.3        4.6
Old  :     100.0:       9.8       17.4       13.8       62.1       64.3       85.7       95.4:      14.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         8          8         11         19         21         32         35:
Old  :        42:         8          8         11         19         21         32         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       44.8       54.7       61.1       36.7       41.0       51.2       53.8
Old  :                 36.7       44.8       54.7       61.1       36.7       41.0       51.2       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    53,722:    17,702      5,818     15,354     16,054     22,212     49,110     43,385:     4,612     10,338
Old  :    53,722:    17,702      5,818     15,354     16,054     22,212     49,110     43,385:     4,612     10,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     1,342:      -186        264        743        852        553      1,409      1,560:       -67       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       10.8       28.6       29.9       41.3       91.4       80.8:       8.6       19.2
Old  :     100.0:      33.0       10.8       28.6       29.9       41.3       91.4       80.8:       8.6       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        22         27         34         31         36         74         76:
Old  :        91:        22         27         34         31         36         74         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       25.4       49.0       39.9       31.0       22.9       44.8       29.5
Old  :                 31.9       25.4       49.0       39.9       31.0       22.9       44.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    10,319:       509        908      1,977      6,956      6,674      9,442      9,559:       877        760
Old  :    10,319:       509        908      1,977      6,956      6,674      9,442      9,559:       877        760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       739:        -2         50        254        431        461        683        766:        56        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.8       19.2       67.4       64.7       91.5       92.6:       8.5        7.4
Old  :     100.0:       4.9        8.8       19.2       67.4       64.7       91.5       92.6:       8.5        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         6         10         10         27         19         40         32:
Old  :        45:         6         10         10         27         19         40         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       31.5       51.3       54.2       31.2       25.8       45.8       39.0
Old  :                 31.2       31.5       51.3       54.2       31.2       25.8       45.8       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   311,977:    96,083     23,663     86,007    103,581    156,449    285,671    266,119:    26,306     45,859
Old  :   220,295:    76,823     29,730     56,395     71,062    102,927    204,280    189,052:    16,014     31,243
Other:    91,683:    31,315      5,989     17,556     32,519     53,522     81,390     77,067:    10,292     14,616
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    14,556:       249        334      2,619     10,530     10,328     13,398     13,282:     1,157      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        7.6       27.6       33.2       50.1       91.6       85.3:       8.4       14.7
Old  :     100.0:      34.9       13.5       25.6       32.3       46.7       92.7       85.8:       7.3       14.2
Other:     100.0:      34.2        6.5       19.1       35.5       58.4       88.8       84.1:      11.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       133         60        123         81         94        271        236:
Old  :       309:       118         77        106         71         91        243        227:
Other:       188:        68         25         47         59         71        145        129:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       17.2       22.1       24.1       13.7       16.1       22.0       22.3
Old  :                 13.9       17.4       23.2       25.4       13.8       16.3       22.8       22.8
Other:                 24.5       18.9       37.4       29.8       23.8       15.9       35.5       25.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   458,089:   173,350     16,547    117,598    133,541    258,048    424,490    392,193:    33,599     65,896
Old  :   458,089:   173,350     16,547    117,598    133,541    258,048    424,490    392,193:    33,599     65,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :   -10,282:    -5,718     -1,651     -4,236       -367     -3,668    -10,321     -9,555:        39       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        3.6       25.7       29.2       56.3       92.7       85.6:       7.3       14.4
Old  :     100.0:      37.8        3.6       25.7       29.2       56.3       92.7       85.6:       7.3       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       155         69        143        137        178        367        338:
Old  :       444:       155         69        143        137        178        367        338:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       19.7       22.6       26.1       14.2       19.2       22.3       24.9
Old  :                 14.2       19.7       22.6       26.1       14.2       19.2       22.3       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,642:     1,198      1,138        909      1,217      1,684      3,324      3,730:     1,317        912
Old  :     4,642:     1,198      1,138        909      1,217      1,684      3,324      3,730:     1,317        912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       108:       -57        201         46        111       -113         99        134:         9        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       24.5       19.6       26.2       36.3       71.6       80.4:      28.4       19.6
Old  :     100.0:      25.8       24.5       19.6       26.2       36.3       71.6       80.4:      28.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        15         19         15         19         21         44         47:
Old  :        61:        15         19         15         19         21         44         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       34.0       35.0       47.3       20.7       29.9       30.5       39.6
Old  :                 22.2       34.0       35.0       47.3       20.7       29.9       30.5       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    71,309:    27,532      7,402     20,478     14,544     19,523     62,554     47,403:     8,755     23,906
Old  :    71,309:    27,532      7,402     20,478     14,544     19,523     62,554     47,403:     8,755     23,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     2,086:     1,186        518      1,038        -21        735      2,203      2,291:      -117       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       10.4       28.7       20.4       27.4       87.7       66.5:      12.3       33.5
Old  :     100.0:      38.6       10.4       28.7       20.4       27.4       87.7       66.5:      12.3       33.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        72         46         68         65         90        176        178:
Old  :       231:        72         46         68         65         90        176        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       10.8       27.5       18.8       15.8        8.6       25.5       12.9
Old  :                 16.3       10.8       27.5       18.8       15.8        8.6       25.5       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,641:       558      4,207        243      3,702        742      4,502      5,192:     1,139        449
Old  :     5,641:       558      4,207        243      3,702        742      4,502      5,192:     1,139        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       -42:        20        -60          1        -62        -25        -40        -84:        -2         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       74.6        4.3       65.6       13.2       79.8       92.0:      20.2        8.0
Old  :     100.0:       9.9       74.6        4.3       65.6       13.2       79.8       92.0:      20.2        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          5          4         12          8         18         15:
Old  :        21:         4          5          4         12          8         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       74.5       67.7       85.2       50.0       74.1       64.7       80.3
Old  :                 50.7       74.5       67.7       85.2       50.0       74.1       64.7       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,042:       877     17,075      6,597     26,793      9,836     34,267     33,508:       775      1,534
Old  :    35,042:       877     17,075      6,597     26,793      9,836     34,267     33,508:       775      1,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       472:       -72        -73        187        340        310        455        424:        17         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       48.7       18.8       76.5       28.1       97.8       95.6:       2.2        4.4
Old  :     100.0:       2.5       48.7       18.8       76.5       28.1       97.8       95.6:       2.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         9         22         18         27         23         49         50:
Old  :        66:         9         22         18         27         23         49         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       43.2       63.8       61.3       41.7       42.7       60.8       57.3
Old  :                 42.8       43.2       63.8       61.3       41.7       42.7       60.8       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    33,131:     4,906      5,574         90     26,989     26,462     31,985     32,126:     1,146      1,005
Old  :    33,131:     4,906      5,574         90     26,989     26,462     31,985     32,126:     1,146      1,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     2,312:       778      2,878       -217      2,288        209      2,849      2,870:      -537       -558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       16.8        0.3       81.5       79.9       96.5       97.0:       3.5        3.0
Old  :     100.0:      14.8       16.8        0.3       81.5       79.9       96.5       97.0:       3.5        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11         11          1          8          7         19         19:
Old  :        36:        11         11          1          8          7         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       70.5       90.6       92.0       77.9       70.5       90.6       92.0
Old  :                 77.9       70.5       90.6       92.0       77.9       70.5       90.6       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   168,401:    26,837     76,334     15,886     93,088     44,498    135,811    136,717:    32,590     31,683
Old  :   168,401:    26,837     76,334     15,886     93,088     44,498    135,811    136,717:    32,590     31,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :   -70,827:    -1,424    -33,591        553    -72,770    -36,638    -73,641    -69,676:     2,814     -1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       45.3        9.4       55.3       26.4       80.6       81.2:      19.4       18.8
Old  :     100.0:      15.9       45.3        9.4       55.3       26.4       80.6       81.2:      19.4       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        25         32         19         30         31         67         72:
Old  :       100:        25         32         19         30         31         67         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       22.5       47.3       34.1       34.9       22.5       45.6       33.7
Old  :                 35.7       22.5       47.3       34.1       34.9       22.5       45.6       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    38,361:    11,404     15,706      1,296     10,544      7,775     23,244     24,777:    15,117     13,584
Old  :    38,361:    11,404     15,706      1,296     10,544      7,775     23,244     24,777:    15,117     13,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     2,533:       -20      1,768       -283        921        219        618      1,704:     1,914        828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       40.9        3.4       27.5       20.3       60.6       64.6:      39.4       35.4
Old  :     100.0:      29.7       40.9        3.4       27.5       20.3       60.6       64.6:      39.4       35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14         10          4          6          8         20         22:
Old  :        37:        14         10          4          6          8         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       33.4       43.1       45.3       33.5       33.4       42.8       45.3
Old  :                 33.6       33.4       43.1       45.3       33.5       33.4       42.8       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   213,514:   126,019     44,790      1,417     77,508    164,199    204,944    210,406:     8,570      3,108
Old  :   213,514:   126,019     44,790      1,417     77,508    164,199    204,944    210,406:     8,570      3,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    -4,637:       360    -31,718     -3,899        127     30,856     -3,412     -4,761:    -1,224        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       21.0        0.7       36.3       76.9       96.0       98.5:       4.0        1.5
Old  :     100.0:      59.0       21.0        0.7       36.3       76.9       96.0       98.5:       4.0        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        81         33          7         20         24        106         59:
Old  :       150:        81         33          7         20         24        106         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       64.4       56.4       81.8       38.2       64.3       56.0       81.7
Old  :                 38.2       64.4       56.4       81.8       38.2       64.3       56.0       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   225,618:    46,298     81,771     23,780    128,771     88,241    198,850    193,792:    26,768     31,826
Old  :   225,618:    46,298     81,771     23,780    128,771     88,241    198,850    193,792:    26,768     31,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :   -10,638:    -5,010        309     -7,229      1,645     -4,120    -10,594    -11,040:       -44        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       36.2       10.5       57.1       39.1       88.1       85.9:      11.9       14.1
Old  :     100.0:      20.5       36.2       10.5       57.1       39.1       88.1       85.9:      11.9       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        36         27         26         30         43         77         85:
Old  :       115:        36         27         26         30         43         77         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       33.7       53.4       44.2       40.9       32.9       47.0       41.5
Old  :                 43.3       33.7       53.4       44.2       40.9       32.9       47.0       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   222,926:    35,569     96,552     24,059    143,213     62,220    202,841    182,831:    20,085     40,096
Old  :   222,926:    35,569     96,552     24,059    143,213     62,220    202,841    182,831:    20,085     40,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    17,140:    -1,917      8,990      2,853     13,946      1,020     14,882     12,862:     2,258      4,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       43.3       10.8       64.2       27.9       91.0       82.0:       9.0       18.0
Old  :     100.0:      16.0       43.3       10.8       64.2       27.9       91.0       82.0:       9.0       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        29         44         26         33         32         75         89:
Old  :       118:        29         44         26         33         32         75         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       34.8       50.8       45.0       37.0       34.5       47.7       41.9
Old  :                 38.8       34.8       50.8       45.0       37.0       34.5       47.7       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   473,996:   179,577    119,422     48,432    170,723    243,851    398,733    411,705:    75,263     62,291
Old  :   473,996:   179,577    119,422     48,432    170,723    243,851    398,733    411,705:    75,263     62,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    33,313:    10,192     -1,513      7,391     10,965     20,872     28,548     26,749:     4,765      6,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       25.2       10.2       36.0       51.4       84.1       86.9:      15.9       13.1
Old  :     100.0:      37.9       25.2       10.2       36.0       51.4       84.1       86.9:      15.9       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        96         71         63         63         65        189        170:
Old  :       258:        96         71         63         63         65        189        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       25.6       29.2       37.7       20.5       23.9       27.5       34.8
Old  :                 20.7       25.6       29.2       37.7       20.5       23.9       27.5       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    34,785:    13,654      5,070      1,223      7,525     24,367     22,402     30,660:    12,383      4,125
Old  :    34,785:    13,654      5,070      1,223      7,525     24,367     22,402     30,660:    12,383      4,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       138:      -700       -582        -91        293        662       -498        -11:       636        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       14.6        3.5       21.6       70.1       64.4       88.1:      35.6       11.9
Old  :     100.0:      39.3       14.6        3.5       21.6       70.1       64.4       88.1:      35.6       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          5          4          9          5         19         11:
Old  :        22:         7          5          4          9          5         19         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       80.8       50.4       87.7       36.7       78.5       49.5       84.1
Old  :                 37.2       80.8       50.4       87.7       36.7       78.5       49.5       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    18,579:     9,640      5,358          0      7,472     12,617     17,112     17,975:     1,467        604
Old  :    18,579:     9,640      5,358          0      7,472     12,617     17,112     17,975:     1,467        604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       442:       523        211          0        -90        191        433        402:         9         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       28.8        0.0       40.2       67.9       92.1       96.7:       7.9        3.3
Old  :     100.0:      51.9       28.8        0.0       40.2       67.9       92.1       96.7:       7.9        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12         15          0          6          6         18         21:
Old  :        37:        12         15          0          6          6         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       67.2       82.3       79.0       70.0       64.8       78.5       76.0
Old  :                 70.0       67.2       82.3       79.0       70.0       64.8       78.5       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    57,424:    45,001     19,768         97      6,381     32,706     51,479     52,571:     5,945      4,853
Old  :    57,424:    45,001     19,768         97      6,381     32,706     51,479     52,571:     5,945      4,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     7,329:     6,613      2,835       -360        587      4,173      6,840      6,648:       489        681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.4       34.4        0.2       11.1       57.0       89.6       91.5:      10.4        8.5
Old  :     100.0:      78.4       34.4        0.2       11.1       57.0       89.6       91.5:      10.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        43         29          3          5         16         49         47:
Old  :        93:        43         29          3          5         16         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       48.4       62.0       66.3       45.4       48.4       62.0       66.3
Old  :                 45.4       48.4       62.0       66.3       45.4       48.4       62.0       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    29,535:    23,600      3,587      1,576      3,455     23,461     28,631     28,624:       904        911
Old  :    29,535:    23,600      3,587      1,576      3,455     23,461     28,631     28,624:       904        911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :      -231:      -422     -1,106        166          0        726       -256       -214:        25        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9       12.1        5.3       11.7       79.4       96.9       96.9:       3.1        3.1
Old  :     100.0:      79.9       12.1        5.3       11.7       79.4       96.9       96.9:       3.1        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        12          7          2          4          7         16         16:
Old  :        27:        12          7          2          4          7         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.6       79.6       92.3       91.1       73.8       68.9       78.6       77.0
Old  :                 83.6       79.6       92.3       91.1       73.8       68.9       78.6       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :21,292,110:   700,379  2,071,809  9,013,829 10,918,969  9,045,040 20,633,177 20,130,678:   658,933  1,161,432
Old  :21,292,110:   700,379  2,071,809  9,013,829 10,918,969  9,045,040 20,633,177 20,130,678:   658,933  1,161,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :   463,023:   -23,057    -70,637    241,156    279,939    318,847    498,038    489,366:   -35,015    -26,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        9.7       42.3       51.3       42.5       96.9       94.5:       3.1        5.5
Old  :     100.0:       3.3        9.7       42.3       51.3       42.5       96.9       94.5:       3.1        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        50        133        146        125        150        281        334:
Old  :       345:        50        133        146        125        150        281        334:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       18.1       40.7       29.8       18.9        7.3       22.0        9.9
Old  :                 27.4       18.1       40.7       29.8       18.9        7.3       22.0        9.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   756,901:    99,962     97,173    104,632    462,699    465,630    667,293    667,435:    89,608     89,466
Old  :   756,901:    99,962     97,173    104,632    462,699    465,630    667,293    667,435:    89,608     89,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    12,018:     2,407        235      7,465        944      8,325     10,816     16,026:     1,202     -4,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.8       13.8       61.1       61.5       88.2       88.2:      11.8       11.8
Old  :     100.0:      13.2       12.8       13.8       61.1       61.5       88.2       88.2:      11.8       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       675:       190        149        183        240        257        505        515:
Old  :       675:       190        149        183        240        257        505        515:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       12.5       23.5       21.0       12.4       11.8       19.2       16.9
Old  :                 14.0       12.5       23.5       21.0       12.4       11.8       19.2       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    81,527:     4,270      4,947     17,505     29,907     40,082     51,682     62,534:    29,844     18,993
Old  :    81,527:     4,270      4,947     17,505     29,907     40,082     51,682     62,534:    29,844     18,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :      -976:      -234       -919        432     -1,474      2,714     -1,275      2,228:       299     -3,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        6.1       21.5       36.7       49.2       63.4       76.7:      36.6       23.3
Old  :     100.0:       5.2        6.1       21.5       36.7       49.2       63.4       76.7:      36.6       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        15         15         25         24         28         54         54:
Old  :        65:        15         15         25         24         28         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       27.5       30.1       41.4       11.8       21.6       17.6       30.2
Old  :                 18.3       27.5       30.1       41.4       11.8       21.6       17.6       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,376,872:   480,573    463,242    433,522  2,163,958  2,127,743  3,078,054  3,024,507:   298,819    352,365
Old  : 3,376,872:   480,573    463,242    433,522  2,163,958  2,127,743  3,078,054  3,024,507:   298,819    352,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    64,972:    10,968      3,533     37,399     12,090     28,058     60,456     68,990:     4,516     -4,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       13.7       12.8       64.1       63.0       91.2       89.6:       8.8       10.4
Old  :     100.0:      14.2       13.7       12.8       64.1       63.0       91.2       89.6:       8.8       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       655:       186        139        171        236        252        486        498:
Old  :       655:       186        139        171        236        252        486        498:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       13.3       25.4       21.4       13.7       12.2       21.1       18.0
Old  :                 15.5       13.3       25.4       21.4       13.7       12.2       21.1       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    18,687:     3,189        396          0     13,103     17,110     16,292     17,506:     2,395      1,181
Old  :    18,687:     3,189        396          0     13,103     17,110     16,292     17,506:     2,395      1,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        2.1        0.0       70.1       91.6       87.2       93.7:      12.8        6.3
Old  :     100.0:      17.1        2.1        0.0       70.1       91.6       87.2       93.7:      12.8        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          0          7          9         11         10:
Old  :        20:         4          1          0          7          9         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       78.2       82.1       91.0       64.1       78.2       81.5       88.5
Old  :                 64.1       78.2       82.1       91.0       64.1       78.2       81.5       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :    15,023:     9,642        649          0      3,504     13,626     13,146     14,275:     1,877        748
Old  :    15,023:     9,642        649          0      3,504     13,626     13,146     14,275:     1,877        748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2        4.3        0.0       23.3       90.7       87.5       95.0:      12.5        5.0
Old  :     100.0:      64.2        4.3        0.0       23.3       90.7       87.5       95.0:      12.5        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          0          6          8         12         10:
Old  :        20:         6          2          0          6          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       71.5       81.3       92.3       69.7       71.5       78.1       88.8
Old  :                 71.2       71.5       81.3       92.3       69.7       71.5       78.1       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    93,531:    23,875      2,707      1,841     55,709     85,362     81,425     89,910:    12,106      3,621
Old  :    93,531:    23,875      2,707      1,841     55,709     85,362     81,425     89,910:    12,106      3,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     2,146:     1,459       -743        297        371      2,704      2,127      2,258:        19       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        2.9        2.0       59.6       91.3       87.1       96.1:      12.9        3.9
Old  :     100.0:      25.5        2.9        2.0       59.6       91.3       87.1       96.1:      12.9        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        15          5          5         42         36         57         46:
Old  :        82:        15          5          5         42         36         57         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       40.4       50.5       63.2       34.6       40.4       48.9       62.9
Old  :                 34.7       40.4       50.5       63.2       34.6       40.4       48.9       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    60,202:    22,789     12,074      2,564     27,000     38,319     52,353     52,957:     7,849      7,245
Old  :    60,202:    22,789     12,074      2,564     27,000     38,319     52,353     52,957:     7,849      7,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     1,194:    -2,338      1,486         92      3,445     -1,363      1,199        215:        -5        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       20.1        4.3       44.8       63.7       87.0       88.0:      13.0       12.0
Old  :     100.0:      37.9       20.1        4.3       44.8       63.7       87.0       88.0:      13.0       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        71         80         38         62         86        155        182:
Old  :       274:        71         80         38         62         86        155        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       24.4       46.8       33.4       34.0       24.4       46.5       33.2
Old  :                 34.0       24.4       46.8       33.4       34.0       24.4       46.5       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   301,008:   113,943     60,371     12,820    135,000    191,594    261,764    264,785:    39,244     36,223
Old  :   301,008:   113,943     60,371     12,820    135,000    191,594    261,764    264,785:    39,244     36,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :     5,968:   -11,690      7,430        458     17,227     -6,814      5,995      1,074:       -26      4,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       20.1        4.3       44.8       63.7       87.0       88.0:      13.0       12.0
Old  :     100.0:      37.9       20.1        4.3       44.8       63.7       87.0       88.0:      13.0       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        71         80         38         62         86        155        182:
Old  :       274:        71         80         38         62         86        155        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       24.4       46.8       33.4       34.0       24.4       46.5       33.2
Old  :                 34.0       24.4       46.8       33.4       34.0       24.4       46.5       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   108,969:    48,770     29,035     10,534     22,835     43,128     82,140     82,698:    26,829     26,271
Old  :   108,969:    48,770     29,035     10,534     22,835     43,128     82,140     82,698:    26,829     26,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    10,162:     7,404      2,118       -154      1,910      8,886      9,159     10,850:     1,002       -688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       26.6        9.7       21.0       39.6       75.4       75.9:      24.6       24.1
Old  :     100.0:      44.8       26.6        9.7       21.0       39.6       75.4       75.9:      24.6       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        32         26         17         21         25         60         61:
Old  :        88:        32         26         17         21         25         60         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       20.7       28.7       31.0       16.4       19.2       27.9       28.0
Old  :                 16.4       20.7       28.7       31.0       16.4       19.2       27.9       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    36,845:    12,533      6,932          0     15,745     26,840     28,278     33,772:     8,567      3,073
Old  :    36,845:    12,533      6,932          0     15,745     26,840     28,278     33,772:     8,567      3,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :    -1,051:    -1,313       -901          0       -197       -514     -1,510     -1,415:       459        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       18.8        0.0       42.7       72.8       76.7       91.7:      23.3        8.3
Old  :     100.0:      34.0       18.8        0.0       42.7       72.8       76.7       91.7:      23.3        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12          5          0         17         11         29         16:
Old  :        41:        12          5          0         17         11         29         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       79.0       47.0       86.0       30.5       79.0       47.0       85.7
Old  :                 30.5       79.0       47.0       86.0       30.5       79.0       47.0       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    69,420:    14,392      8,973      1,003     43,762     16,883     59,157     26,859:    10,263     42,561
Old  :    69,420:    14,392      8,973      1,003     43,762     16,883     59,157     26,859:    10,263     42,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :       920:    -2,380      1,286       -373      2,084       -771       -669        142:     1,589        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       12.9        1.4       63.0       24.3       85.2       38.7:      14.8       61.3
Old  :     100.0:      20.7       12.9        1.4       63.0       24.3       85.2       38.7:      14.8       61.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        22          8          4         28         18         51         29:
Old  :        69:        22          8          4         28         18         51         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       23.2       50.9       27.8       37.4       22.8       50.9       27.0
Old  :                 37.4       23.2       50.9       27.8       37.4       22.8       50.9       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :    80,547:     8,736     15,422     20,632     51,132     44,493     80,500     80,547:        47          0
Old  :    80,547:     8,736     15,422     20,632     51,132     44,493     80,500     80,547:        47          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2017                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       19.1       25.6       63.5       55.2       99.9      100.0:       0.1        0.0
Old  :     100.0:      10.8       19.1       25.6       63.5       55.2       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          3         10         12         16         16:
Old  :        20:         4          3          3         10         12         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       81.9       95.3       93.8       34.1       28.3       35.0       33.3
Old  :                 83.1       81.9       95.3       93.8       34.1       28.3       35.0       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 30, 2017