MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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  :    23,044:     1,440      4,420      1,700     19,640     16,660     22,780     22,780:       264        264
Old  :    23,044:     1,440      4,420      1,700     19,640     16,660     22,780     22,780:       264        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -1,172:       680       -700       -820       -912        468     -1,052     -1,052:      -120       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       19.2        7.4       85.2       72.3       98.9       98.9:       1.1        1.1
Old  :     100.0:       6.2       19.2        7.4       85.2       72.3       98.9       98.9:       1.1        1.1
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  :        24:         4         10          7          8          7         17         19:
Old  :        24:         4         10          7          8          7         17         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  :                 80.6       58.8       91.1       83.6       51.7       40.1       55.4       50.0
Old  :                 80.6       58.8       91.1       83.6       51.7       40.1       55.4       50.0
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, September 26, 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  :     8,346:       460      1,194      1,415      5,523      5,290      7,398      7,899:       948        447
Old  :     8,346:       460      1,194      1,415      5,523      5,290      7,398      7,899:       948        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :       352:        -1         54        143        240        169        381        365:       -30        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       14.3       16.9       66.2       63.4       88.6       94.6:      11.4        5.4
Old  :     100.0:       5.5       14.3       16.9       66.2       63.4       88.6       94.6:      11.4        5.4
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  :        43:         9          6         11         25         21         38         34:
Old  :        43:         9          6         11         25         21         38         34:
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  :                 42.2       41.7       57.2       58.5       41.7       38.5       46.5       47.3
Old  :                 42.2       41.7       57.2       58.5       41.7       38.5       46.5       47.3
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, September 26, 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  :    48,300:    14,843      6,285     13,794     16,130     18,524     44,767     38,603:     3,533      9,697
Old  :    48,300:    14,843      6,285     13,794     16,130     18,524     44,767     38,603:     3,533      9,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -1,868:     1,473      2,609     -2,004     -1,071     -1,141     -1,603       -536:      -265     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       13.0       28.6       33.4       38.4       92.7       79.9:       7.3       20.1
Old  :     100.0:      30.7       13.0       28.6       33.4       38.4       92.7       79.9:       7.3       20.1
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  :        89:        21         23         28         35         33         70         70:
Old  :        89:        21         23         28         35         33         70         70:
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  :                 28.3       24.6       45.4       40.5       26.7       19.4       39.2       27.6
Old  :                 28.3       24.6       45.4       40.5       26.7       19.4       39.2       27.6
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, September 26, 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  :    10,802:       843        328      2,498      6,349      7,574      9,691     10,401:     1,111        402
Old  :    10,802:       843        328      2,498      6,349      7,574      9,691     10,401:     1,111        402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :       458:       -61        -49        269        210        250        417        470:        41        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        3.0       23.1       58.8       70.1       89.7       96.3:      10.3        3.7
Old  :     100.0:       7.8        3.0       23.1       58.8       70.1       89.7       96.3:      10.3        3.7
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  :        40:         8          5          9         26         19         37         30:
Old  :        40:         8          5          9         26         19         37         30:
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  :                 37.3       39.7       55.0       61.1       26.8       35.5       36.8       44.6
Old  :                 37.3       39.7       55.0       61.1       26.8       35.5       36.8       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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  :     4,945:       218        300      1,665      2,581      1,423      4,464      3,388:       482      1,558
Old  :     4,945:       218        300      1,665      2,581      1,423      4,464      3,388:       482      1,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :        93:        -8         39         52         25        -17         69         74:        24         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        6.1       33.7       52.2       28.8       90.3       68.5:       9.7       31.5
Old  :     100.0:       4.4        6.1       33.7       52.2       28.8       90.3       68.5:       9.7       31.5
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  :        20:         5          4          8          8          7         16         16:
Old  :        20:         5          4          8          8          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  :                 57.4       43.2       79.1       61.4       48.6       28.9       53.8       33.2
Old  :                 57.4       43.2       79.1       61.4       48.6       28.9       53.8       33.2
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, September 26, 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  :   337,444:    89,025     42,950    110,384    116,257    137,418    315,666    290,752:    21,778     46,692
Old  :    78,142:    26,244     12,618     36,799      8,298     22,045     71,342     71,462:     6,800      6,680
Other:   259,302:    74,420     41,972     61,946    107,959    115,373    244,324    219,290:    14,978     40,012
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     4,951:    -1,983     -1,210      4,771      2,690      2,405      5,478      5,966:      -527     -1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.7       32.7       34.5       40.7       93.5       86.2:       6.5       13.8
Old  :     100.0:      33.6       16.1       47.1       10.6       28.2       91.3       91.5:       8.7        8.5
Other:     100.0:      28.7       16.2       23.9       41.6       44.5       94.2       84.6:       5.8       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       106        111        154         82         89        287        280:
Old  :       227:        79         64         63         40         68        152        165:
Other:       330:        95        118        130         75         84        257        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       11.6       21.6       17.6       12.7       10.6       20.2       14.8
Old  :                 16.6       17.9       28.4       28.5       13.7       14.0       21.1       19.4
Other:                 17.0       11.7       27.6       18.0       17.0       11.2       25.8       16.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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  :   397,627:   140,073     23,313     91,111    136,879    222,706    368,063    337,130:    29,563     60,497
Old  :   397,627:   140,073     23,313     91,111    136,879    222,706    368,063    337,130:    29,563     60,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    14,101:     5,537       -711      4,098      3,916     10,497     13,551     13,884:       550        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        5.9       22.9       34.4       56.0       92.6       84.8:       7.4       15.2
Old  :     100.0:      35.2        5.9       22.9       34.4       56.0       92.6       84.8:       7.4       15.2
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  :       403:       137         68        140        133        165        331        325:
Old  :       403:       137         68        140        133        165        331        325:
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  :                 14.5       17.0       24.4       24.0       14.5       16.3       24.0       23.2
Old  :                 14.5       17.0       24.4       24.0       14.5       16.3       24.0       23.2
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, September 26, 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  :     6,161:     2,879      1,325        775        877      3,181      4,531      5,281:     1,629        880
Old  :     6,161:     2,879      1,325        775        877      3,181      4,531      5,281:     1,629        880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :       300:       238         -4         65         82        267        385        328:       -85        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       21.5       12.6       14.2       51.6       73.6       85.7:      26.4       14.3
Old  :     100.0:      46.7       21.5       12.6       14.2       51.6       73.6       85.7:      26.4       14.3
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:        32          8         13         19         24         57         41:
Old  :        69:        32          8         13         19         24         57         41:
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  :                 23.5       39.2       35.1       55.4       23.3       38.8       33.4       53.9
Old  :                 23.5       39.2       35.1       55.4       23.3       38.8       33.4       53.9
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, September 26, 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  :    70,977:    28,838     10,213     21,124     13,349     18,002     63,311     49,340:     7,666     21,638
Old  :    70,977:    28,838     10,213     21,124     13,349     18,002     63,311     49,340:     7,666     21,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     6,229:     1,868      1,203      3,791        874        791      6,532      5,784:      -304        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       14.4       29.8       18.8       25.4       89.2       69.5:      10.8       30.5
Old  :     100.0:      40.6       14.4       29.8       18.8       25.4       89.2       69.5:      10.8       30.5
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  :       245:        81         55         79         54         81        181        184:
Old  :       245:        81         55         79         54         81        181        184:
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  :                 16.8       11.3       25.3       18.7       16.1        9.1       23.7       14.1
Old  :                 16.8       11.3       25.3       18.7       16.1        9.1       23.7       14.1
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, September 26, 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  :    29,633:     1,220     11,559      4,819     22,831     11,703     28,870     28,082:       763      1,551
Old  :    29,633:     1,220     11,559      4,819     22,831     11,703     28,870     28,082:       763      1,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :      -546:       279       -864       -197       -518        622       -436       -440:      -110       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       39.0       16.3       77.0       39.5       97.4       94.8:       2.6        5.2
Old  :     100.0:       4.1       39.0       16.3       77.0       39.5       97.4       94.8:       2.6        5.2
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  :        60:        13         12         13         30         25         48         45:
Old  :        60:        13         12         13         30         25         48         45:
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  :                 46.9       42.1       66.1       62.4       41.7       39.7       55.5       57.4
Old  :                 46.9       42.1       66.1       62.4       41.7       39.7       55.5       57.4
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, September 26, 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  :    41,496:    16,680      5,280          0     22,573     34,859     39,253     40,139:     2,243      1,357
Old  :    41,496:    16,680      5,280          0     22,573     34,859     39,253     40,139:     2,243      1,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,591:       723       -132          0        733      1,850      1,456      1,718:       135       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       12.7        0.0       54.4       84.0       94.6       96.7:       5.4        3.3
Old  :     100.0:      40.2       12.7        0.0       54.4       84.0       94.6       96.7:       5.4        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  :        32:        15          6          0          5          8         20         14:
Old  :        32:        15          6          0          5          8         20         14:
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  :                 84.8       75.6       89.3       92.1       84.8       75.6       89.3       91.5
Old  :                 84.8       75.6       89.3       92.1       84.8       75.6       89.3       91.5
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, September 26, 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  :   212,970:   101,550     25,389     18,797     47,382    146,341    167,728    190,527:    45,241     22,443
Old  :   212,970:   101,550     25,389     18,797     47,382    146,341    167,728    190,527:    45,241     22,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :  -116,873:     1,668    -13,693        412   -116,858   -100,006   -114,778   -113,287:    -2,095     -3,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       11.9        8.8       22.2       68.7       78.8       89.5:      21.2       10.5
Old  :     100.0:      47.7       11.9        8.8       22.2       68.7       78.8       89.5:      21.2       10.5
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  :       113:        56         17         24         26         30         90         63:
Old  :       113:        56         17         24         26         30         90         63:
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  :                 23.8       48.6       32.9       58.7       22.7       48.2       31.6       57.8
Old  :                 23.8       48.6       32.9       58.7       22.7       48.2       31.6       57.8
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, September 26, 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  :    41,012:    15,208     16,633      1,867     13,898      6,553     30,974     25,053:    10,039     15,960
Old  :    41,012:    15,208     16,633      1,867     13,898      6,553     30,974     25,053:    10,039     15,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     4,554:     1,714      1,910        332      3,569        778      5,616      3,020:    -1,061      1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       40.6        4.6       33.9       16.0       75.5       61.1:      24.5       38.9
Old  :     100.0:      37.1       40.6        4.6       33.9       16.0       75.5       61.1:      24.5       38.9
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  :        36:        11         14          5          6          7         20         23:
Old  :        36:        11         14          5          6          7         20         23:
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  :                 44.1       30.3       58.8       40.9       44.1       30.3       58.8       40.4
Old  :                 44.1       30.3       58.8       40.9       44.1       30.3       58.8       40.4
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, September 26, 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  :   220,123:   134,621     50,779      1,826     75,245    164,444    211,692    217,049:     8,431      3,074
Old  :   220,123:   134,621     50,779      1,826     75,245    164,444    211,692    217,049:     8,431      3,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,535:    -1,717     -8,470        287      3,542      9,489      2,112      1,306:      -577        229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       23.1        0.8       34.2       74.7       96.2       98.6:       3.8        1.4
Old  :     100.0:      61.2       23.1        0.8       34.2       74.7       96.2       98.6:       3.8        1.4
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  :       153:        76         41         11         20         22        103         67:
Old  :       153:        76         41         11         20         22        103         67:
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  :                 39.8       59.9       58.3       76.5       39.8       59.9       58.3       76.3
Old  :                 39.8       59.9       58.3       76.5       39.8       59.9       58.3       76.3
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, September 26, 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  :   256,688:    78,465     76,247     49,241     91,727    103,070    219,433    228,558:    37,255     28,130
Old  :   256,688:    78,465     76,247     49,241     91,727    103,070    219,433    228,558:    37,255     28,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   -11,872:     2,975    -10,483     -1,244    -16,646      3,022    -14,916     -8,706:     3,044     -3,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       29.7       19.2       35.7       40.2       85.5       89.0:      14.5       11.0
Old  :     100.0:      30.6       29.7       19.2       35.7       40.2       85.5       89.0:      14.5       11.0
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  :       134:        43         34         30         35         45         98         90:
Old  :       134:        43         34         30         35         45         98         90:
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  :                 21.2       24.4       33.5       39.2       20.7       23.0       29.8       31.5
Old  :                 21.2       24.4       33.5       39.2       20.7       23.0       29.8       31.5
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, September 26, 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  :   259,784:    35,608    108,450     42,226    161,891     70,753    239,725    221,430:    20,059     38,355
Old  :   259,784:    35,608    108,450     42,226    161,891     70,753    239,725    221,430:    20,059     38,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    27,210:    -1,459     18,527      6,577     22,001       -864     27,119     24,240:        92      2,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       41.7       16.3       62.3       27.2       92.3       85.2:       7.7       14.8
Old  :     100.0:      13.7       41.7       16.3       62.3       27.2       92.3       85.2:       7.7       14.8
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  :       116:        24         44         26         34         34         71         91:
Old  :       116:        24         44         26         34         34         71         91:
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       33.1       51.0       43.4       34.7       31.0       44.8       38.7
Old  :                 37.4       33.1       51.0       43.4       34.7       31.0       44.8       38.7
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, September 26, 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  :   517,813:   182,680     88,775     66,675    186,261    299,950    435,616    455,399:    82,197     62,414
Old  :   517,813:   182,680     88,775     66,675    186,261    299,950    435,616    455,399:    82,197     62,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     3,042:    -6,025    -33,375      6,853      1,775     27,859      2,603      1,337:       439      1,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       17.1       12.9       36.0       57.9       84.1       87.9:      15.9       12.1
Old  :     100.0:      35.3       17.1       12.9       36.0       57.9       84.1       87.9:      15.9       12.1
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  :       256:       100         64         72         64         67        197        171:
Old  :       256:       100         64         72         64         67        197        171:
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  :                 20.9       29.6       31.3       41.4       20.4       29.3       29.0       39.8
Old  :                 20.9       29.6       31.3       41.4       20.4       29.3       29.0       39.8
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, September 26, 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  :    34,235:    10,263      2,849        832      9,229     26,710     20,324     30,391:    13,911      3,844
Old  :    34,235:    10,263      2,849        832      9,229     26,710     20,324     30,391:    13,911      3,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,130:      -806      1,196         -3        -94         34       -903      1,227:     2,033        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.3        2.4       27.0       78.0       59.4       88.8:      40.6       11.2
Old  :     100.0:      30.0        8.3        2.4       27.0       78.0       59.4       88.8:      40.6       11.2
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  :        21:         7          4          3          9          5         18         10:
Old  :        21:         7          4          3          9          5         18         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  :                 31.9       82.4       45.9       88.1       30.4       79.7       43.1       82.1
Old  :                 31.9       82.4       45.9       88.1       30.4       79.7       43.1       82.1
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, September 26, 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  :    43,304:    23,759     12,380        379     16,949     29,863     41,087     42,622:     2,217        682
Old  :    43,304:    23,759     12,380        379     16,949     29,863     41,087     42,622:     2,217        682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    11,386:     1,540      1,076       -314     10,082     10,445     11,308     11,207:        78        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9       28.6        0.9       39.1       69.0       94.9       98.4:       5.1        1.6
Old  :     100.0:      54.9       28.6        0.9       39.1       69.0       94.9       98.4:       5.1        1.6
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  :        33:        13         10          2          7          6         21         17:
Old  :        33:        13         10          2          7          6         21         17:
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       85.1       87.4       93.5       59.0       60.7       64.4       69.1
Old  :                 77.9       85.1       87.4       93.5       59.0       60.7       64.4       69.1
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, September 26, 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  :    35,914:    22,369     14,316        286      7,499     17,287     30,154     31,889:     5,760      4,025
Old  :    35,914:    22,369     14,316        286      7,499     17,287     30,154     31,889:     5,760      4,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -1,159:      -879     -2,262        135       -995        120     -1,739     -2,007:       580        848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.3       39.9        0.8       20.9       48.1       84.0       88.8:      16.0       11.2
Old  :     100.0:      62.3       39.9        0.8       20.9       48.1       84.0       88.8:      16.0       11.2
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  :        72:        36         20          3          8         11         45         33:
Old  :        72:        36         20          3          8         11         45         33:
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  :                 39.0       49.0       54.8       69.4       39.0       48.9       53.0       66.7
Old  :                 39.0       49.0       54.8       69.4       39.0       48.9       53.0       66.7
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, September 26, 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  :    19,661:    16,013      4,657          0      2,847     14,458     18,860     19,115:       801        546
Old  :    19,661:    16,013      4,657          0      2,847     14,458     18,860     19,115:       801        546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :      -182:    -1,496         17        -57      1,455        -18        -98        -58:       -84       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4       23.7        0.0       14.5       73.5       95.9       97.2:       4.1        2.8
Old  :     100.0:      81.4       23.7        0.0       14.5       73.5       95.9       97.2:       4.1        2.8
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  :        30:        16          7          0          4          5         20         12:
Old  :        30:        16          7          0          4          5         20         12:
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  :                 60.5       85.3       79.5       94.3       58.5       82.8       75.7       89.9
Old  :                 60.5       85.3       79.5       94.3       58.5       82.8       75.7       89.9
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, September 26, 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  :21,150,543: 1,025,442  2,554,993  8,877,851 10,568,558  8,560,399 20,471,852 19,993,243:   678,692  1,157,300
Old  :21,150,543: 1,025,442  2,554,993  8,877,851 10,568,558  8,560,399 20,471,852 19,993,243:   678,692  1,157,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   257,665:   -73,981    167,830    265,897     73,176   -191,775    265,092    241,952:    -7,427     15,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       12.1       42.0       50.0       40.5       96.8       94.5:       3.2        5.5
Old  :     100.0:       4.8       12.1       42.0       50.0       40.5       96.8       94.5:       3.2        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  :       348:        59        134        148        127        146        284        337:
Old  :       348:        59        134        148        127        146        284        337:
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  :                 29.4       19.7       42.4       32.7       19.5        9.9       23.1       13.1
Old  :                 29.4       19.7       42.4       32.7       19.5        9.9       23.1       13.1
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, September 26, 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  :   810,608:   117,549     93,613    110,587    494,284    508,948    722,420    713,148:    88,188     97,460
Old  :   810,608:   117,549     93,613    110,587    494,284    508,948    722,420    713,148:    88,188     97,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   -11,589:     3,229     -1,024     -3,574    -13,010     -6,098    -13,354    -10,695:     1,765       -894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       11.5       13.6       61.0       62.8       89.1       88.0:      10.9       12.0
Old  :     100.0:      14.5       11.5       13.6       61.0       62.8       89.1       88.0:      10.9       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  :       701:       174        180        192        250        270        526        540:
Old  :       701:       174        180        192        250        270        526        540:
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  :                 15.6       12.8       25.0       20.9       13.5       12.2       21.1       17.6
Old  :                 15.6       12.8       25.0       20.9       13.5       12.2       21.1       17.6
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, September 26, 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  :    89,176:     5,363      4,737     19,411     38,366     41,064     63,139     65,212:    26,037     23,964
Old  :    89,176:     5,363      4,737     19,411     38,366     41,064     63,139     65,212:    26,037     23,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -4,539:      -290       -908     -2,866        205        271     -2,951     -3,503:    -1,588     -1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        5.3       21.8       43.0       46.0       70.8       73.1:      29.2       26.9
Old  :     100.0:       6.0        5.3       21.8       43.0       46.0       70.8       73.1:      29.2       26.9
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  :        68:        15         18         26         29         28         61         55:
Old  :        68:        15         18         26         29         28         61         55:
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  :                 25.0       29.2       39.0       42.9       19.6       21.8       26.1       29.3
Old  :                 25.0       29.2       39.0       42.9       19.6       21.8       26.1       29.3
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, September 26, 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  : 3,607,159:   569,372    452,816    447,443  2,279,590  2,339,423  3,296,406  3,239,682:   310,754    367,478
Old  : 3,607,159:   569,372    452,816    447,443  2,279,590  2,339,423  3,296,406  3,239,682:   310,754    367,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   -35,249:    14,017     -4,155         41    -66,073    -31,847    -52,015    -35,961:    16,766        712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       12.6       12.4       63.2       64.9       91.4       89.8:       8.6       10.2
Old  :     100.0:      15.8       12.6       12.4       63.2       64.9       91.4       89.8:       8.6       10.2
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  :       680:       168        172        181        243        263        504        523:
Old  :       680:       168        172        181        243        263        504        523:
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  :                 17.5       13.3       27.1       21.5       15.2       13.1       23.7       19.1
Old  :                 17.5       13.3       27.1       21.5       15.2       13.1       23.7       19.1
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, September 26, 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  :    27,179:    12,209          0          0     12,180     26,523     24,389     26,523:     2,790        656
Old  :    27,179:    12,209          0          0     12,180     26,523     24,389     26,523:     2,790        656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,263:       918          0          0        525      1,267      1,443      1,267:      -180         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        0.0        0.0       44.8       97.6       89.7       97.6:      10.3        2.4
Old  :     100.0:      44.9        0.0        0.0       44.8       97.6       89.7       97.6:      10.3        2.4
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  :        24:         9          0          0          7          9         16          9:
Old  :        24:         9          0          0          7          9         16          9:
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  :                 62.3       78.0       78.8       95.2       62.3       78.0       78.8       95.1
Old  :                 62.3       78.0       78.8       95.2       62.3       78.0       78.8       95.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 Utilities Inde                                   :
     :          :                                                                            :
All  :    23,595:       333      1,188          0     21,527     21,176     21,860     22,364:     1,735      1,231
Old  :    23,595:       333      1,188          0     21,527     21,176     21,860     22,364:     1,735      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :       222:      -345        414          0      1,142       -529        797       -115:      -575        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        5.0        0.0       91.2       89.7       92.6       94.8:       7.4        5.2
Old  :     100.0:       1.4        5.0        0.0       91.2       89.7       92.6       94.8:       7.4        5.2
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  :        25:         1          2          0         14          9         15         11:
Old  :        25:         1          2          0         14          9         15         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  :                 56.9       76.4       76.3       90.9       56.9       76.4       76.3       90.9
Old  :                 56.9       76.4       76.3       90.9       56.9       76.4       76.3       90.9
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, September 26, 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  :    88,200:    24,811      2,655        683     49,474     81,390     74,968     84,728:    13,232      3,472
Old  :    88,200:    24,811      2,655        683     49,474     81,390     74,968     84,728:    13,232      3,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     2,785:     1,550        -15        188        280      3,311      2,018      3,484:       767       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.0        0.8       56.1       92.3       85.0       96.1:      15.0        3.9
Old  :     100.0:      28.1        3.0        0.8       56.1       92.3       85.0       96.1:      15.0        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  :        85:        15          7          5         39         38         54         50:
Old  :        85:        15          7          5         39         38         54         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  :                 36.6       49.5       52.0       71.1       36.6       49.5       51.6       71.1
Old  :                 36.6       49.5       52.0       71.1       36.6       49.5       51.6       71.1
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, September 26, 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  :    56,259:    20,262     14,281      2,297     26,657     31,898     49,217     48,477:     7,042      7,783
Old  :    56,259:    20,262     14,281      2,297     26,657     31,898     49,217     48,477:     7,042      7,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,557:      -662      1,298        378      1,317       -423      1,032      1,252:       525        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       25.4        4.1       47.4       56.7       87.5       86.2:      12.5       13.8
Old  :     100.0:      36.0       25.4        4.1       47.4       56.7       87.5       86.2:      12.5       13.8
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  :       287:        70         80         33         72         94        158        191:
Old  :       287:        70         80         33         72         94        158        191:
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  :                 27.2       16.7       39.7       27.9       27.2       16.6       38.5       27.7
Old  :                 27.2       16.7       39.7       27.9       27.2       16.6       38.5       27.7
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, September 26, 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  :   281,297:   101,312     71,407     11,487    133,286    159,490    246,085    242,384:    35,212     38,913
Old  :   281,297:   101,312     71,407     11,487    133,286    159,490    246,085    242,384:    35,212     38,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     7,784:    -3,312      6,490      1,889      6,583     -2,117      5,160      6,262:     2,624      1,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       25.4        4.1       47.4       56.7       87.5       86.2:      12.5       13.8
Old  :     100.0:      36.0       25.4        4.1       47.4       56.7       87.5       86.2:      12.5       13.8
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  :       287:        70         80         33         72         94        158        191:
Old  :       287:        70         80         33         72         94        158        191:
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  :                 27.2       16.7       39.7       27.9       27.2       16.6       38.5       27.7
Old  :                 27.2       16.7       39.7       27.9       27.2       16.6       38.5       27.7
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, September 26, 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  :   176,111:   102,890     24,921     15,187     22,857    113,438    140,934    153,546:    35,177     22,565
Old  :   176,111:   102,890     24,921     15,187     22,857    113,438    140,934    153,546:    35,177     22,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -2,243:       587     -4,779      2,012     -4,210       -572     -1,612     -3,340:      -631      1,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       14.2        8.6       13.0       64.4       80.0       87.2:      20.0       12.8
Old  :     100.0:      58.4       14.2        8.6       13.0       64.4       80.0       87.2:      20.0       12.8
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  :        97:        51         13         20         23         25         78         54:
Old  :        97:        51         13         20         23         25         78         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  :                 22.9       47.9       35.0       61.4       22.9       46.9       35.0       58.8
Old  :                 22.9       47.9       35.0       61.4       22.9       46.9       35.0       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   551,503:   151,659    174,540     12,165    367,206    352,917    531,031    539,622:    20,472     11,881
Old  :   551,503:   151,659    174,540     12,165    367,206    352,917    531,031    539,622:    20,472     11,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    23,336:    14,696     -2,120      2,968      3,074     22,283     20,738     23,131:     2,598        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       31.6        2.2       66.6       64.0       96.3       97.8:       3.7        2.2
Old  :     100.0:      27.5       31.6        2.2       66.6       64.0       96.3       97.8:       3.7        2.2
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  :       268:        62         41         21         97        104        168        157:
Old  :       268:        62         41         21         97        104        168        157:
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  :                 22.4       26.4       33.7       41.4       19.5       26.4       30.4       40.2
Old  :                 22.4       26.4       33.7       41.4       19.5       26.4       30.4       40.2
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, September 26, 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  :    36,802:    15,611     10,618        161     14,277     22,323     30,049     33,102:     6,753      3,700
Old  :    36,802:    15,611     10,618        161     14,277     22,323     30,049     33,102:     6,753      3,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :        50:       273      1,414        -72        770     -1,191        971        151:      -921       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       28.9        0.4       38.8       60.7       81.7       89.9:      18.3       10.1
Old  :     100.0:      42.4       28.9        0.4       38.8       60.7       81.7       89.9:      18.3       10.1
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  :        42:        18          4          1         15          9         34         13:
Old  :        42:        18          4          1         15          9         34         13:
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       71.6       49.4       87.0       34.0       71.6       49.4       86.3
Old  :                 34.0       71.6       49.4       87.0       34.0       71.6       49.4       86.3
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, September 26, 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  :    53,628:    17,375      8,712      1,099     25,255     26,527     43,729     36,338:     9,899     17,290
Old  :    53,628:    17,375      8,712      1,099     25,255     26,527     43,729     36,338:     9,899     17,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     2,872:    -1,209         26        -80      3,399      4,455      2,110      4,401:       762     -1,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       16.2        2.0       47.1       49.5       81.5       67.8:      18.5       32.2
Old  :     100.0:      32.4       16.2        2.0       47.1       49.5       81.5       67.8:      18.5       32.2
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  :        86:        24         20          4         28         24         53         47:
Old  :        86:        24         20          4         28         24         53         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  :                 20.2       31.4       34.0       40.0       20.0       29.6       32.6       38.0
Old  :                 20.2       31.4       34.0       40.0       20.0       29.6       32.6       38.0
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, September 26, 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  :   110,327:     6,288     10,123     32,719     71,306     67,483    110,313    110,325:        14          2
Old  :   110,327:     6,288     10,123     32,719     71,306     67,483    110,313    110,325:        14          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     1,217:         0       -410        647        570        980      1,217      1,217:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        9.2       29.7       64.6       61.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.7        9.2       29.7       64.6       61.2      100.0      100.0:       0.0        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  :        23:         3          2          2         12         14         17         16:
Old  :        23:         3          2          2         12         14         17         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  :                 86.9       80.5       97.0       94.8       35.4       25.0       36.3       33.6
Old  :                 86.9       80.5       97.0       94.8       35.4       25.0       36.3       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 29, 2017