MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       20,658
COMMITMENTS
   3,280    4,140      200   16,938   16,018   20,418   20,358      240      300

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:       -402)
       0     -100     -600      198      238     -402     -462        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     20.0      1.0     82.0     77.5     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       11        2        8        6       13       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,580
COMMITMENTS
     511    1,331    1,593    4,467    3,730    6,571    6,654    1,009      926

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:        222)
      57     -103       90       18      144      165      130       57       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     17.6     21.0     58.9     49.2     86.7     87.8     13.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        9       12       20       19       33       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,197
COMMITMENTS
  14,755    3,348   14,986   16,533   20,665   46,274   38,999    4,924   12,198

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:        711)
      79      -61   -1,192    1,880    1,749      767      496      -56      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      6.5     29.3     32.3     40.4     90.4     76.2      9.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       20       30       34       32       70       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,729
COMMITMENTS
   1,238      329    2,921    7,581    8,675   11,740   11,924      988      804

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      1,101)
      37        6      312      693      721    1,042    1,039       59       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      2.6     22.9     59.6     68.2     92.2     93.7      7.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        5       11       24       22       39       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      297,388
COMMITMENTS
  96,632   33,150   80,352  101,198  138,818  278,182  252,320   19,207   45,068

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -8,950)
  -4,116    2,996     -659   -3,104   -8,332   -7,879   -5,996   -1,070   -2,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     11.1     27.0     34.0     46.7     93.5     84.8      6.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     111       87      115       84       98      257      247                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,112
COMMITMENTS
 138,762   13,860   74,788  141,983  241,041  355,533  329,690   30,578   56,422

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    -19,284)
 -18,907   -3,987   -1,337       48  -10,160  -20,196  -15,483      913   -3,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      3.6     19.4     36.8     62.4     92.1     85.4      7.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     149       61      126      128      168      335      314                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,069
COMMITMENTS
   3,428    1,464      997      936    3,476    5,360    5,937    1,709    1,132

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:        -83)
      31       86      -20      -81     -178      -70     -112      -13       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     20.7     14.1     13.2     49.2     75.8     84.0     24.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      29       15       11       17       27       55       46                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       63,823
COMMITMENTS
  24,924   10,611   16,867   13,087   15,947   54,878   43,425    8,945   20,398

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,818)
  -3,276     -621      831     -663   -1,553   -3,108   -1,342      290   -1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.1     16.6     26.4     20.5     25.0     86.0     68.0     14.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      68       50       74       61       85      176      181                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,909
COMMITMENTS
     377    2,704      413    2,795    1,256    3,586    4,373    1,324      536

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:        446)
     107       50       60       81      213      248      323      198      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     55.1      8.4     56.9     25.6     73.0     89.1     27.0     10.9

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 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       41,045
COMMITMENTS
   1,160   12,191    7,332   31,521   17,103   40,013   36,627    1,032    4,418

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      1,599)
      -7      309      193    1,339      753    1,526    1,255       74      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     29.7     17.9     76.8     41.7     97.5     89.2      2.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7       25       18       28       32       51       59                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       64,805
COMMITMENTS
  23,991    6,659        8   38,956   56,899   62,955   63,566    1,850    1,239

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     13,425)
      50     -300      -68   12,964   13,708   12,946   13,340      479       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0     10.3      0.0     60.1     87.8     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        4        1        9        8       22       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      165,499
COMMITMENTS
  61,421   21,466   11,987   54,646  106,202  128,054  139,655   37,445   25,844

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -6,362)
  -3,335     -594   -5,617    4,078     -489   -4,875   -6,699   -1,487      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     13.0      7.2     33.0     64.2     77.4     84.4     22.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      36       20       23       22       25       67       60                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       95,428
COMMITMENTS
  19,349   48,114    3,608   66,474   19,396   89,431   71,118    5,997   24,310

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     11,872)
   1,458      727      462   10,300    9,085   12,219   10,273     -347    1,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     50.4      3.8     69.7     20.3     93.7     74.5      6.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       19        5       14       13       28       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      212,241
COMMITMENTS
 112,423   26,269   27,053   65,731  155,391  205,207  208,713    7,033    3,527

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     32,104)
  -8,476    1,853   24,754   16,417    5,583   32,695   32,191     -591      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     12.4     12.7     31.0     73.2     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      54       43       20       17       23       79       82                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      246,338
COMMITMENTS
  80,117   69,653   31,947   96,975  113,953  209,039  215,552   37,299   30,786

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    -17,837)
  -4,202   -5,483  -23,036    9,774    8,157  -17,464  -20,362     -373    2,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     28.3     13.0     39.4     46.3     84.9     87.5     15.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      48       27       33       30       45       95       89                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      277,235
COMMITMENTS
  29,114  144,200   30,572  198,782   59,143  258,468  233,915   18,767   43,321

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -3,055)
  -1,370   -4,540   -3,275    3,193     -363   -1,452   -8,178   -1,604    5,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     52.0     11.0     71.7     21.3     93.2     84.4      6.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      19       52       26       37       38       73      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      580,674
COMMITMENTS
 195,879   91,125   76,622  223,665  348,468  496,166  516,215   84,508   64,459

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    -20,217)
   4,177  -13,787   -9,536  -13,781   -5,961  -19,141  -29,283   -1,076    9,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7     15.7     13.2     38.5     60.0     85.4     88.9     14.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
     101       55       68       71       69      191      174                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       45,818
COMMITMENTS
  15,515    5,627    1,622   15,324   34,567   32,461   41,816   13,357    4,002

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      5,579)
     642     -483      537    4,573    5,365    5,752    5,419     -173      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     12.3      3.5     33.4     75.4     70.8     91.3     29.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        7        8       11        7       28       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,765
COMMITMENTS
   6,583    8,408      265   10,288    9,319   17,136   17,992    1,629      773

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      1,485)
   1,119    1,151      -26      168      298    1,261    1,423      224       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     44.8      1.4     54.8     49.7     91.3     95.9      8.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15       12        2        6        5       23       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       74,192
COMMITMENTS
  23,811   37,239    3,437   41,601   25,169   68,849   65,845    5,343    8,347

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     12,806)
    -417      118    1,641    9,559    8,112   10,783    9,871    2,023    2,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     50.2      4.6     56.1     33.9     92.8     88.7      7.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       36       18       17       12       49       63                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       24,372
COMMITMENTS
  13,584    3,783    1,282    8,385   18,401   23,251   23,466    1,121      906

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      1,748)
     -63       63      183    1,516    1,542    1,636    1,788      112      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.7     15.5      5.3     34.4     75.5     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        6        3        5        6       15       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   27,255,494
COMMITMENTS
 1020163  3387116 12717792 12975400  9792217 26713355 25897125  542,139  1358369

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    382,958)
 -12,270    3,168  155,534  247,230  225,062  390,494  383,764   -7,536     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     12.4     46.7     47.6     35.9     98.0     95.0      2.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      59      131      155      130      141      291      334                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,146,709
COMMITMENTS
 112,411   91,374  200,102  712,315  733,178  1024828  1024654  121,881  122,055

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    115,347)
 -15,779     -874   29,277   92,715   72,712  106,212  101,115    9,135   14,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      8.0     17.5     62.1     63.9     89.4     89.4     10.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     191      167      229      257      282      551      575                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      204,815
COMMITMENTS
  16,267   11,850   41,366  111,449  106,987  169,082  160,203   35,733   44,612

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     39,095)
   4,344      544   10,151   23,794   20,736   38,289   31,431      807    7,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      5.8     20.2     54.4     52.2     82.6     78.2     17.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       15       27       30       35       60       63                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       32,081
COMMITMENTS
       0      268        0   30,216   31,053   30,216   31,321    1,865      760

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      9,646)
       0        0        0    9,567    9,537    9,567    9,537       79      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     94.2     96.8     94.2     97.6      5.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       13       14       14                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       15,183
COMMITMENTS
   1,688        0        0   11,948   14,536   13,636   14,536    1,547      647

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      2,468)
     -60        0        0    2,436    2,270    2,376    2,270       92      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.0      0.0     78.7     95.7     89.8     95.7     10.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       13       16       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,709,472
COMMITMENTS
 574,727  491,623  699,677  3004331  3130958  4278735  4322258  430,738  387,214

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    381,259)
 -74,406   19,123   69,418  344,606  259,881  339,617  348,422   41,642   32,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     10.4     14.9     63.8     66.5     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      690)
     184      164      222      252      277      536      563                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| 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:       45,198
COMMITMENTS
  14,851      303        0   27,148   44,530   41,999   44,833    3,199      365

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     12,820)
     236       32        0   13,018   12,855   13,254   12,887     -434      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9      0.7      0.0     60.1     98.5     92.9     99.2      7.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        1        0       12       12       22       13                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       14,514
COMMITMENTS
   3,575    1,236        0    9,795   12,866   13,370   14,102    1,144      412

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      8.5      0.0     67.5     88.6     92.1     97.2      7.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9       13       12       14                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| 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:       38,286
COMMITMENTS
     508      590        0   35,935   36,560   36,443   37,150    1,843    1,136

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     16,809)
    -173        0        0   17,012   16,609   16,839   16,609      -30      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.5      0.0     93.9     95.5     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       11       15       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,402
COMMITMENTS
  26,800    2,514      452   63,946   97,669   91,198  100,635   14,204    4,767

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     12,361)
  -2,057     -133     -123   14,369   10,762   12,189   10,506      172    1,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      2.4      0.4     60.7     92.7     86.5     95.5     13.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      19        5        6       45       44       65       54                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,875
COMMITMENTS
  18,369   16,716    4,845   44,097   45,781   67,311   67,342    8,564    8,533

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     10,467)
  -2,454   -2,682    1,123   12,038   11,471   10,706    9,911     -239      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     22.0      6.4     58.1     60.3     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      81       76       45       81      100      189      196                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      379,376
COMMITMENTS
  91,845   83,582   24,226  220,483  228,903  336,555  336,711   42,821   42,665

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     52,333)
 -12,272  -13,412    5,614   60,188   57,355   53,530   49,556   -1,197    2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     22.0      6.4     58.1     60.3     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      81       76       45       81      100      189      196                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      170,811
COMMITMENTS
  91,884   52,064   13,811   43,249   70,991  148,943  136,866   21,868   33,945

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      8,634)
  10,306    8,100   -3,076    5,156      489   12,386    5,513   -3,752    3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.8     30.5      8.1     25.3     41.6     87.2     80.1     12.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       28       25       23       29       64       77                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      684,853
COMMITMENTS
 179,260  135,604   19,255  449,892  500,952  648,407  655,812   36,445   29,041

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     87,033)
  -1,422   -2,928    4,025   71,368   70,641   73,972   71,739   13,062   15,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     19.8      2.8     65.7     73.1     94.7     95.8      5.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      78       41       42      130      122      228      186                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,181
COMMITMENTS
  16,807   10,514        0   13,698   23,685   30,505   34,199    7,676    3,982

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    -18,452)
    -540     -665   -7,191   -4,072   -6,435  -11,803  -14,291   -6,649   -4,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0     27.5      0.0     35.9     62.0     79.9     89.6     20.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        4        0       14       10       32       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,573
COMMITMENTS
  15,262    9,189      661   24,323   19,852   40,246   29,702    9,327   19,871

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:    -32,586)
   1,117  -13,307   -3,124  -12,170   -8,676  -14,177  -25,107  -18,409   -7,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     18.5      1.3     49.1     40.0     81.2     59.9     18.8     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19       14        3       21       24       42       39                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17          |
--------------------------------------------------------------| 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:      103,009
COMMITMENTS
  11,080    3,420   29,021   62,864   70,566  102,965  103,007       44        2

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:      3,225)
   1,040   -2,307    1,877    1,308    3,655    4,225    3,225   -1,000        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      3.3     28.2     61.0     68.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        2       14       16       22       18                  



Updated December 15, 2017