MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       29,154
COMMITMENTS
   1,600    5,816    2,580   23,894   19,658   28,074   28,054    1,080    1,100

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,240)
    -120     -120      120      720      720      720      720      520      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     19.9      8.8     82.0     67.4     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4       10        4        9        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,219
COMMITMENTS
     809    1,428    1,130    5,106    5,285    7,045    7,843    1,175      376

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:         76)
     -31     -100       60       20       39       48       -2       27       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     17.4     13.8     62.1     64.3     85.7     95.4     14.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        8       11       19       21       32       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,722
COMMITMENTS
  17,702    5,818   15,354   16,054   22,212   49,110   43,385    4,612   10,338

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,342)
    -186      264      743      852      553    1,409    1,560      -67     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     10.8     28.6     29.9     41.3     91.4     80.8      8.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       27       34       31       36       74       76                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,319
COMMITMENTS
     509      908    1,977    6,956    6,674    9,442    9,559      877      760

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        739)
      -2       50      254      431      461      683      766       56      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      8.8     19.2     67.4     64.7     91.5     92.6      8.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       10       10       27       19       40       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,977
COMMITMENTS
  96,083   23,663   86,007  103,581  156,449  285,671  266,119   26,306   45,859

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     14,556)
     249      334    2,619   10,530   10,328   13,398   13,282    1,157    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      7.6     27.6     33.2     50.1     91.6     85.3      8.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     133       60      123       81       94      271      236                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      458,089
COMMITMENTS
 173,350   16,547  117,598  133,541  258,048  424,490  392,193   33,599   65,896

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -10,282)
  -5,718   -1,651   -4,236     -367   -3,668  -10,321   -9,555       39     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8      3.6     25.7     29.2     56.3     92.7     85.6      7.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     155       69      143      137      178      367      338                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,642
COMMITMENTS
   1,198    1,138      909    1,217    1,684    3,324    3,730    1,317      912

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        108)
     -57      201       46      111     -113       99      134        9      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     24.5     19.6     26.2     36.3     71.6     80.4     28.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       19       15       19       21       44       47                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       71,309
COMMITMENTS
  27,532    7,402   20,478   14,544   19,523   62,554   47,403    8,755   23,906

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,086)
   1,186      518    1,038      -21      735    2,203    2,291     -117     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     10.4     28.7     20.4     27.4     87.7     66.5     12.3     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      72       46       68       65       90      176      178                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,641
COMMITMENTS
     558    4,207      243    3,702      742    4,502    5,192    1,139      449

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        -42)
      20      -60        1      -62      -25      -40      -84       -2       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     74.6      4.3     65.6     13.2     79.8     92.0     20.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        4       12        8       18       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,042
COMMITMENTS
     877   17,075    6,597   26,793    9,836   34,267   33,508      775    1,534

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        472)
     -72      -73      187      340      310      455      424       17       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     48.7     18.8     76.5     28.1     97.8     95.6      2.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9       22       18       27       23       49       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,131
COMMITMENTS
   4,906    5,574       90   26,989   26,462   31,985   32,126    1,146    1,005

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,312)
     778    2,878     -217    2,288      209    2,849    2,870     -537     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     16.8      0.3     81.5     79.9     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       11        1        8        7       19       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      168,401
COMMITMENTS
  26,837   76,334   15,886   93,088   44,498  135,811  136,717   32,590   31,683

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -70,827)
  -1,424  -33,591      553  -72,770  -36,638  -73,641  -69,676    2,814   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     45.3      9.4     55.3     26.4     80.6     81.2     19.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      25       32       19       30       31       67       72                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,361
COMMITMENTS
  11,404   15,706    1,296   10,544    7,775   23,244   24,777   15,117   13,584

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,533)
     -20    1,768     -283      921      219      618    1,704    1,914      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     40.9      3.4     27.5     20.3     60.6     64.6     39.4     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       10        4        6        8       20       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      213,514
COMMITMENTS
 126,019   44,790    1,417   77,508  164,199  204,944  210,406    8,570    3,108

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -4,637)
     360  -31,718   -3,899      127   30,856   -3,412   -4,761   -1,224      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.0     21.0      0.7     36.3     76.9     96.0     98.5      4.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      81       33        7       20       24      106       59                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      225,618
COMMITMENTS
  46,298   81,771   23,780  128,771   88,241  198,850  193,792   26,768   31,826

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -10,638)
  -5,010      309   -7,229    1,645   -4,120  -10,594  -11,040      -44      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     36.2     10.5     57.1     39.1     88.1     85.9     11.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       27       26       30       43       77       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      222,926
COMMITMENTS
  35,569   96,552   24,059  143,213   62,220  202,841  182,831   20,085   40,096

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     17,140)
  -1,917    8,990    2,853   13,946    1,020   14,882   12,862    2,258    4,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     43.3     10.8     64.2     27.9     91.0     82.0      9.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      29       44       26       33       32       75       89                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      473,996
COMMITMENTS
 179,577  119,422   48,432  170,723  243,851  398,733  411,705   75,263   62,291

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     33,313)
  10,192   -1,513    7,391   10,965   20,872   28,548   26,749    4,765    6,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     25.2     10.2     36.0     51.4     84.1     86.9     15.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      96       71       63       63       65      189      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,785
COMMITMENTS
  13,654    5,070    1,223    7,525   24,367   22,402   30,660   12,383    4,125

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        138)
    -700     -582      -91      293      662     -498      -11      636      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     14.6      3.5     21.6     70.1     64.4     88.1     35.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        5        4        9        5       19       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,579
COMMITMENTS
   9,640    5,358        0    7,472   12,617   17,112   17,975    1,467      604

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        442)
     523      211        0      -90      191      433      402        9       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9     28.8      0.0     40.2     67.9     92.1     96.7      7.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       15        0        6        6       18       21                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       57,424
COMMITMENTS
  45,001   19,768       97    6,381   32,706   51,479   52,571    5,945    4,853

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      7,329)
   6,613    2,835     -360      587    4,173    6,840    6,648      489      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.4     34.4      0.2     11.1     57.0     89.6     91.5     10.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      43       29        3        5       16       49       47                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       29,535
COMMITMENTS
  23,600    3,587    1,576    3,455   23,461   28,631   28,624      904      911

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -231)
    -422   -1,106      166        0      726     -256     -214       25      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    79.9     12.1      5.3     11.7     79.4     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        7        2        4        7       16       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,292,110
COMMITMENTS
 700,379  2071809  9013829 10918969  9045040 20633177 20130678  658,933  1161432

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    463,023)
 -23,057  -70,637  241,156  279,939  318,847  498,038  489,366  -35,015  -26,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      9.7     42.3     51.3     42.5     96.9     94.5      3.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      50      133      146      125      150      281      334                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      756,901
COMMITMENTS
  99,962   97,173  104,632  462,699  465,630  667,293  667,435   89,608   89,466

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     12,018)
   2,407      235    7,465      944    8,325   10,816   16,026    1,202   -4,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     12.8     13.8     61.1     61.5     88.2     88.2     11.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      675)
     190      149      183      240      257      505      515                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       81,527
COMMITMENTS
   4,270    4,947   17,505   29,907   40,082   51,682   62,534   29,844   18,993

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -976)
    -234     -919      432   -1,474    2,714   -1,275    2,228      299   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.1     21.5     36.7     49.2     63.4     76.7     36.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       15       25       24       28       54       54                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,376,872
COMMITMENTS
 480,573  463,242  433,522  2163958  2127743  3078054  3024507  298,819  352,365

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     64,972)
  10,968    3,533   37,399   12,090   28,058   60,456   68,990    4,516   -4,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     13.7     12.8     64.1     63.0     91.2     89.6      8.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      655)
     186      139      171      236      252      486      498                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       18,687
COMMITMENTS
   3,189      396        0   13,103   17,110   16,292   17,506    2,395    1,181

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      2.1      0.0     70.1     91.6     87.2     93.7     12.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        0        7        9       11       10                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       15,023
COMMITMENTS
   9,642      649        0    3,504   13,626   13,146   14,275    1,877      748

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.2      4.3      0.0     23.3     90.7     87.5     95.0     12.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        6        8       12       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,531
COMMITMENTS
  23,875    2,707    1,841   55,709   85,362   81,425   89,910   12,106    3,621

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      2,146)
   1,459     -743      297      371    2,704    2,127    2,258       19     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      2.9      2.0     59.6     91.3     87.1     96.1     12.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15        5        5       42       36       57       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,202
COMMITMENTS
  22,789   12,074    2,564   27,000   38,319   52,353   52,957    7,849    7,245

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,194)
  -2,338    1,486       92    3,445   -1,363    1,199      215       -5      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     20.1      4.3     44.8     63.7     87.0     88.0     13.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      71       80       38       62       86      155      182                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      301,008
COMMITMENTS
 113,943   60,371   12,820  135,000  191,594  261,764  264,785   39,244   36,223

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      5,968)
 -11,690    7,430      458   17,227   -6,814    5,995    1,074      -26    4,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     20.1      4.3     44.8     63.7     87.0     88.0     13.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      71       80       38       62       86      155      182                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,969
COMMITMENTS
  48,770   29,035   10,534   22,835   43,128   82,140   82,698   26,829   26,271

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     10,162)
   7,404    2,118     -154    1,910    8,886    9,159   10,850    1,002     -688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     26.6      9.7     21.0     39.6     75.4     75.9     24.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       26       17       21       25       60       61                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,845
COMMITMENTS
  12,533    6,932        0   15,745   26,840   28,278   33,772    8,567    3,073

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -1,051)
  -1,313     -901        0     -197     -514   -1,510   -1,415      459      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0     18.8      0.0     42.7     72.8     76.7     91.7     23.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        5        0       17       11       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       69,420
COMMITMENTS
  14,392    8,973    1,003   43,762   16,883   59,157   26,859   10,263   42,561

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        920)
  -2,380    1,286     -373    2,084     -771     -669      142    1,589      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     12.9      1.4     63.0     24.3     85.2     38.7     14.8     61.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22        8        4       28       18       51       29                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       80,547
COMMITMENTS
   8,736   15,422   20,632   51,132   44,493   80,500   80,547       47        0

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     19.1     25.6     63.5     55.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        3       10       12       16       16                  



Updated June 30, 2017