MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       25,008
COMMITMENTS
   1,160    5,020    2,840   20,636   16,776   24,636   24,636      372      372

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,180)
     -40     -484      -40   -2,100   -1,656   -2,180   -2,180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     20.1     11.4     82.5     67.1     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3       10        6        8        7       16       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,450
COMMITMENTS
     475    1,054    1,085    4,846    4,929    6,406    7,068    1,045      382

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -988)
    -133     -218     -182     -514     -658     -830   -1,058     -158       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     14.2     14.6     65.0     66.2     86.0     94.9     14.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        9        9       24       20       37       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,557
COMMITMENTS
  12,446    4,009   12,180   14,354   17,656   38,980   33,845    4,577    9,711

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,048)
  -1,911     -780   -1,493   -1,454   -2,376   -4,858   -4,649     -190     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      9.2     28.0     33.0     40.5     89.5     77.7     10.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       19       27       32       34       67       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,925
COMMITMENTS
     869      369    1,771    5,366    6,403    8,005    8,542      920      383

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,310)
     -30     -138     -318     -817     -824   -1,165   -1,280     -144      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      4.1     19.8     60.1     71.7     89.7     95.7     10.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        7       10       26       17       39       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      303,998
COMMITMENTS
  92,565   33,457   89,356  100,077  137,907  281,998  260,721   22,000   43,277

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -8,949)
  -5,618     -427   -1,163   -1,609   -4,393   -8,389   -5,983     -560   -2,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     11.0     29.4     32.9     45.4     92.8     85.8      7.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      94      107      139       84       87      276      252                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      372,828
COMMITMENTS
 130,473   30,032   77,133  137,952  209,829  345,558  316,994   27,270   55,834

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -4,342)
  -2,789     -117     -314     -439   -4,366   -3,542   -4,797     -800      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      8.1     20.7     37.0     56.3     92.7     85.0      7.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     130       62      142      133      157      324      318                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,032
COMMITMENTS
   2,199    1,346      530      731    2,417    3,460    4,292    1,571      739

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        490)
     397      256      -31     -137      300      229      524      261      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     26.8     10.5     14.5     48.0     68.8     85.3     31.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23       11       11       14       21       44       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       60,632
COMMITMENTS
  22,967    7,161   16,017   13,811   16,841   52,795   40,019    7,837   20,613

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -9,398)
    -204      452   -8,166     -364     -225   -8,734   -7,939     -664   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     11.8     26.4     22.8     27.8     87.1     66.0     12.9     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      64       42       66       54       76      152      156                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,762
COMMITMENTS
     209    2,672      187    2,389      671    2,784    3,530      978      233

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -531)
    -126     -413      -26     -241      -59     -393     -498     -137      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     71.0      5.0     63.5     17.8     74.0     93.8     26.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        4       10        8       15       16                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,199
COMMITMENTS
     782   11,171    4,150   20,375    9,686   25,307   25,007      892    1,192

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,537)
      59   -1,369     -439   -2,162     -758   -2,543   -2,566        5       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     42.6     15.8     77.8     37.0     96.6     95.4      3.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       13       13       27       23       46       41                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       40,072
COMMITMENTS
   5,839    5,353      143   32,357   33,294   38,339   38,790    1,733    1,282

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      6,902)
   1,978    1,449       30    4,745    5,556    6,753    7,035      149     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     13.4      0.4     80.7     83.1     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        8        1       10        8       24       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      242,858
COMMITMENTS
  91,121   36,284   24,578   82,957  154,248  198,655  215,110   44,203   27,749

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     16,949)
   5,889    5,728    4,308    5,292    7,554   15,489   17,590    1,460     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     14.9     10.1     34.2     63.5     81.8     88.6     18.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      51       19       26       31       28       92       63                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,414
COMMITMENTS
  11,892   13,705    2,155   16,957   11,556   31,004   27,416   12,410   15,998

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        -40)
  -1,317     -961     -222    2,371      397      832     -786     -873      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     31.6      5.0     39.1     26.6     71.4     63.1     28.6     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       11        7        7       11       23       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      240,917
COMMITMENTS
 141,051   27,343   11,052   79,898  199,319  232,002  237,714    8,916    3,203

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,823)
   5,502  -11,107    3,901  -15,543    1,802   -6,140   -5,404      317     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.5     11.3      4.6     33.2     82.7     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      82       40       16       21       25      115       73                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      264,133
COMMITMENTS
  54,008  108,473   37,795  142,417   87,942  234,220  234,210   29,913   29,923

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,569)
  -4,182     -543    2,331     -926   -1,572   -2,777      217    1,208   -1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     41.1     14.3     53.9     33.3     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      34       38       31       29       41       79       94                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      257,898
COMMITMENTS
  45,966  122,311   30,767  153,614   71,460  230,347  224,538   27,551   33,360

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      8,441)
   5,256    9,304      742      -55   -3,164    5,943    6,881    2,498    1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     47.4     11.9     59.6     27.7     89.3     87.1     10.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       36       19       33       34       79       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      572,607
COMMITMENTS
 191,532   91,095   80,331  214,413  335,495  486,276  506,921   86,331   65,686

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -10,293)
     584   -9,074   -2,715   -4,219    3,321   -6,350   -8,469   -3,943   -1,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     15.9     14.0     37.4     58.6     84.9     88.5     15.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
     100       68       71       65       71      198      178                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       21,905
COMMITMENTS
  10,807    2,105       46    3,832   17,543   14,685   19,694    7,220    2,211

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.3      9.6      0.2     17.5     80.1     67.0     89.9     33.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        1        7        8       15       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,247
COMMITMENTS
  19,869    8,120      110    6,388   19,576   26,367   27,806    1,880      441

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,804)
   2,735      301       72   -8,621   -5,747   -5,814   -5,374       10     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.3     28.7      0.4     22.6     69.3     93.3     98.4      6.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       12        1        5        7       18       19                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,094
COMMITMENTS
  26,773   12,050    1,601   12,532   29,056   40,906   42,707    5,188    3,387

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      2,362)
  -2,229    1,852      854    4,169     -611    2,794    2,095     -432      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.1     26.1      3.5     27.2     63.0     88.7     92.7     11.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      46       15        9       12       10       61       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       28,327
COMMITMENTS
  18,413    6,855      346    8,495   20,330   27,254   27,531    1,073      796

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      2,402)
   1,686    1,752      319      318      359    2,323    2,430       79      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.0     24.2      1.2     30.0     71.8     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        8        3        6        7       21       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,773,403
COMMITMENTS
 1203693  2394512  9530585 11293765  9709698 22028043 21634796  745,360  1138607

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    769,082)
 123,374  132,925  411,396  202,055  232,419  736,825  776,741   32,256   -7,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     10.5     41.8     49.6     42.6     96.7     95.0      3.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      57      147      155      137      157      306      357                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      895,883
COMMITMENTS
 113,097   86,227  126,859  567,108  584,382  807,063  797,468   88,820   98,415

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      6,967)
 -10,424     -580   -2,416   24,449   16,944   11,608   13,948   -4,641   -6,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      9.6     14.2     63.3     65.2     90.1     89.0      9.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     167      180      194      259      275      528      547                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      111,433
COMMITMENTS
   4,698    8,218   16,771   59,214   61,782   80,682   86,771   30,751   24,662

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,862)
     705      316    1,436    6,991   -1,757    9,132       -4   -7,270    1,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      7.4     15.1     53.1     55.4     72.4     77.9     27.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      12       19       23       31       33       60       58                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,922,247
COMMITMENTS
 561,801  409,850  530,634  2539468  2613000  3631903  3553483  290,344  368,764

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     25,528)
 -55,048   -3,883  -19,861   87,292   93,502   12,383   69,758   13,145  -44,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     10.4     13.5     64.7     66.6     92.6     90.6      7.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     161      175      187      251      267      510      531                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| 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:       29,039
COMMITMENTS
  10,493        0        0   14,978   28,338   25,471   28,338    3,568      701

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -512)
    -746        0        0      366     -358     -380     -358     -132     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1      0.0      0.0     51.6     97.6     87.7     97.6     12.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        0        8        8       14        8                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       23,478
COMMITMENTS
     239      280        0   21,049   22,250   21,288   22,530    2,190      948

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        463)
       0   -2,019        0      639    2,626      639      607     -176     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.0     89.7     94.8     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12        7       13        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,603
COMMITMENTS
  22,246    1,340    1,048   50,974   78,672   74,268   81,060   11,335    4,543

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,758)
    -598     -688     -110     -439   -1,126   -1,147   -1,924     -611      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      1.6      1.2     59.5     91.9     86.8     94.7     13.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12        3        4       36       39       48       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,309
COMMITMENTS
  21,613   12,536    2,379   28,473   35,484   52,464   50,399    6,845    8,910

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,423)
     187     -382      305   -1,773   -1,452   -1,282   -1,529     -142      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     21.1      4.0     48.0     59.8     88.5     85.0     11.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      74       78       39       74       97      167      195                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      296,545
COMMITMENTS
 108,065   62,681   11,893  142,364  177,420  262,322  251,995   34,223   44,550

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -7,117)
     934   -1,911    1,524   -8,867   -7,258   -6,409   -7,645     -709      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     21.1      4.0     48.0     59.8     88.5     85.0     11.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      74       78       39       74       97      167      195                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      191,849
COMMITMENTS
 101,258   37,188   15,729   34,049  115,623  151,036  168,540   40,812   23,309

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      9,471)
   2,112    4,213      549    3,337    4,226    5,998    8,988    3,472      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     19.4      8.2     17.7     60.3     78.7     87.9     21.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      45       20       23       27       27       82       60                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:       39,917
COMMITMENTS
   2,128    4,943    1,347   32,506   29,822   35,981   36,112    3,936    3,805

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     18,979)
     -18    1,941      578   17,407   15,135   17,967   17,655    1,012    1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     12.4      3.4     81.4     74.7     90.1     90.5      9.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        6        4       15       15       23       21                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,218
COMMITMENTS
  13,510    5,734    4,410   19,314   29,856   37,234   40,000    6,984    4,218

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      9,677)
   1,116       53    4,298    5,340    3,848   10,754    8,199   -1,077    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     13.0     10.0     43.7     67.5     84.2     90.5     15.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        5        4       18       10       37       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       65,043
COMMITMENTS
  20,851    5,496    4,192   27,259   28,394   52,302   38,082   12,741   26,961

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      8,882)
   1,661     -508    1,751    4,350    1,637    7,762    2,880    1,120    6,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1      8.4      6.4     41.9     43.7     80.4     58.5     19.6     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       16        9       24       20       52       41                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,753
COMMITMENTS
   1,191    6,301        0   12,978    8,261   14,169   14,562      584      191

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     42.7      0.0     88.0     56.0     96.0     98.7      4.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        0        8        1       14        6                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| 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:      103,008
COMMITMENTS
   6,288   12,713   29,112   67,586   61,183  102,986  103,008       22        0

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,070)
       0     -780      780      290    1,070    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     12.3     28.3     65.6     59.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       12       14       17       16                  



Updated September 8, 2017