MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       26,128
COMMITMENTS
   2,560    6,932      640   22,728   18,356   25,928   25,928      200      200

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      2,680)
    -220      400      240    2,560    1,840    2,580    2,480      100      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     26.5      2.4     87.0     70.3     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        8        3        8        8       12       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,872
COMMITMENTS
     439    1,526    1,027    5,591    4,689    7,058    7,242      814      630

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:         47)
       6      -84        9       51      178       66      103      -18      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     19.4     13.0     71.0     59.6     89.7     92.0     10.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       11       10       20       22       32       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       64,562
COMMITMENTS
  23,690    4,494   21,399   14,392   23,331   59,482   49,224    5,080   15,337

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        792)
    -102      235      403      378       45      678      682      114      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7      7.0     33.1     22.3     36.1     92.1     76.2      7.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       24       33       31       33       67       74                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,463
COMMITMENTS
   1,240      939    2,390    6,825    7,286   10,456   10,616    1,007      847

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        176)
     148       40        5      147       43      300       88     -124       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      8.2     20.9     59.5     63.6     91.2     92.6      8.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        8        9       24       19       37       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,601
COMMITMENTS
  63,379   50,268   78,074   97,774   98,753  239,228  227,095   22,373   34,505

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -14,844)
  -2,502    8,227  -17,054    4,490   -3,676  -15,066  -12,502      223   -2,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     19.2     29.8     37.4     37.7     91.4     86.8      8.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      92       83      119       82       73      241      221                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      481,580
COMMITMENTS
 180,577   20,703  133,042  132,084  255,773  445,702  409,518   35,877   72,062

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      8,486)
   5,198    1,756   10,163   -6,188   -2,209    9,173    9,711     -687   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5      4.3     27.6     27.4     53.1     92.6     85.0      7.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      484)
     161      103      163      132      175      396      362                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,464
COMMITMENTS
   2,765    1,425      924      884    2,874    4,573    5,223    1,891    1,240

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:       -172)
       6       83     -212       43      106     -162      -23      -10     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8     22.0     14.3     13.7     44.5     70.7     80.8     29.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      33       11       16       19       27       60       48                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       71,790
COMMITMENTS
  29,128    7,102   18,774   15,466   20,571   63,368   46,447    8,422   25,342

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,839)
    -514      272   -2,045      443      236   -2,115   -1,537      276     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6      9.9     26.2     21.5     28.7     88.3     64.7     11.7     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      83       60       80       62      111      194      215                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,633
COMMITMENTS
   1,491   23,506    8,931   33,590   10,091   44,013   42,528      620    2,105

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        732)
     -43      276      221      516      456      694      954       39     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     52.7     20.0     75.3     22.6     98.6     95.3      1.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7       27       19       28       20       51       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       48,999
COMMITMENTS
  27,896    7,687        0   19,568   40,417   47,464   48,104    1,535      895

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        804)
     883      334        0      -90      372      793      706       11       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.9     15.7      0.0     39.9     82.5     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        9        0        8        9       19       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      181,811
COMMITMENTS
  51,240   95,362    8,287   90,939   37,418  150,465  141,067   31,346   40,744

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     31,986)
  15,006   24,947    1,329   10,968      371   27,304   26,648    4,683    5,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     52.5      4.6     50.0     20.6     82.8     77.6     17.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      29       50       19       25       27       61       89                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,211
COMMITMENTS
   7,580   24,997      420   30,704    4,684   38,704   30,100    9,507   18,111

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,602)
  -3,169      337      -22      498     -205   -2,693      110    1,090   -1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     51.8      0.9     63.7      9.7     80.3     62.4     19.7     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       17        5       10        7       20       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      177,988
COMMITMENTS
  91,689   75,539      787   77,942   98,476  170,417  174,801    7,571    3,187

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -18,258)
  -5,521   -7,319     -898  -10,711  -10,399  -17,129  -18,616   -1,128      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.5     42.4      0.4     43.8     55.3     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      70       37        8       18       27       93       67                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      300,718
COMMITMENTS
  48,432  142,016   28,445  193,938   97,553  270,816  268,015   29,902   32,703

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:       -580)
   3,681   -4,002    3,436   -6,727    5,031      390    4,466     -969   -5,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     47.2      9.5     64.5     32.4     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      37       47       26       30       43       82      101                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      246,972
COMMITMENTS
  48,967   72,791   23,283  145,396  114,528  217,645  210,602   29,327   36,369

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:       -971)
   3,624   -2,219       88   -3,212    4,775      500    2,644   -1,471   -3,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     29.5      9.4     58.9     46.4     88.1     85.3     11.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      39       35       24       31       38       80       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      500,326
COMMITMENTS
 153,394  181,340   51,839  228,341  205,690  433,573  438,869   66,753   61,457

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,799)
 -32,054  -25,030   10,414   15,588   12,324   -6,052   -2,292    4,253      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     36.2     10.4     45.6     41.1     86.7     87.7     13.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      77       97       64       69       73      180      200                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,210
COMMITMENTS
  14,551    3,284      317    5,477   23,285   20,345   26,886   11,865    5,324

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,938)
  -2,629   -1,750        3      619     -579   -2,007   -2,326       69      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     10.2      1.0     17.0     72.3     63.2     83.5     36.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        2        6        6       16       10                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,474
COMMITMENTS
  16,651    4,421      298    8,729   21,966   25,678   26,685    1,796      789

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      1,132)
    -498      564      177    1,372      385    1,051    1,126       81        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.6     16.1      1.1     31.8     80.0     93.5     97.1      6.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15       10        3        4        6       20       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,947
COMMITMENTS
  18,693   34,097      267   21,564    5,009   40,524   39,373    3,423    4,574

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        886)
     373      771      -93      830       32    1,110      710     -224      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5     77.6      0.6     49.1     11.4     92.2     89.6      7.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       29        4       12       11       39       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,507
COMMITMENTS
   5,072    3,194    3,812    8,602   10,474   17,486   17,480    1,021    1,027

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -2,335)
  -1,792   -2,352       88     -727     -124   -2,431   -2,388       96       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     17.3     20.6     46.5     56.6     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        6        2        7        6       17       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   23,538,323
COMMITMENTS
 616,278  3007581 10829004 11436759  8478469 22882041 22315054  656,283  1223269

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:  1,354,804)
  -5,824 -108,894  1231794  175,200  256,779  1401170  1379680  -46,366  -24,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     12.8     46.0     48.6     36.0     97.2     94.8      2.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      53      125      149      132      154      287      336                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      836,404
COMMITMENTS
 116,508   98,880  125,138  503,516  519,839  745,162  743,856   91,242   92,548

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      6,378)
   1,552    5,223   -8,357   18,160   10,183   11,355    7,050   -4,978     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     11.8     15.0     60.2     62.2     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     163      164      180      242      253      496      508                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      127,861
COMMITMENTS
   9,399   14,942   27,870   58,648   61,551   95,917  104,364   31,944   23,497

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      8,631)
   3,334      131      849    4,292   10,603    8,474   11,583      156   -2,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     11.7     21.8     45.9     48.1     75.0     81.6     25.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       13       26       33       31       64       57                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,542,716
COMMITMENTS
 596,062  480,202  425,823  2224340  2291437  3246224  3197462  296,492  345,254

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -11,265)
  11,631   46,003  -66,571   69,344   -2,100   14,405  -22,667  -25,670   11,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     13.6     12.0     62.8     64.7     91.6     90.3      8.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      643)
     156      160      171      233      246      475      492                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,864
COMMITMENTS
  23,619    3,352      220   59,515   88,623   83,354   92,195   12,510    3,669

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,746)
     120      -18       19   -2,320   -1,801   -2,181   -1,800      435       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      3.5      0.2     62.1     92.4     87.0     96.2     13.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15        6        5       44       33       60       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,615
COMMITMENTS
  30,545    7,862    1,244   18,298   40,580   50,086   49,686    6,528    6,929

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      3,826)
   2,699    1,013     -344    1,292    2,648    3,647    3,317      179      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     13.9      2.2     32.3     71.7     88.5     87.8     11.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      75       50       25       68       70      158      130                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      283,074
COMMITMENTS
 152,724   39,312    6,219   91,488  202,898  250,432  248,429   32,642   34,645

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     19,129)
  13,494    5,065   -1,721    6,460   13,239   18,234   16,583      895    2,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     13.9      2.2     32.3     71.7     88.5     87.8     11.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      75       50       25       68       70      158      130                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,770
COMMITMENTS
  62,416   22,757    8,607   27,911   66,439   98,935   97,802   25,835   26,967

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -5,849)
  -7,071   -5,233      609    3,661   -2,243   -2,801   -6,867   -3,048    1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     18.2      6.9     22.4     53.2     79.3     78.4     20.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      32       25       16       20       23       60       56                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,317
COMMITMENTS
  17,635   11,616        2   12,372   24,397   30,009   36,015    9,308    3,302

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,698)
    -375   -1,804        2     -930    1,305   -1,303     -497     -395   -1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9     29.5      0.0     31.5     62.1     76.3     91.6     23.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        7        1       13       10       33       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       73,059
COMMITMENTS
  30,156   13,050      959   32,703   21,000   63,818   35,009    9,241   38,050

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,000)
     106    3,164     -659      -56      428     -609    2,933     -391   -3,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3     17.9      1.3     44.8     28.7     87.4     47.9     12.6     52.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       16        6       31       21       58       41                  



Updated April 28, 2017