MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       19,956
COMMITMENTS
   1,860    3,480      440   17,656   16,036   19,956   19,956        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        188)
    -800      -80       80      920      188      200      188      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     17.4      2.2     88.5     80.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        8        5        9        9       15       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,606
COMMITMENTS
   1,302      991    1,889    7,682    8,081   10,873   10,961      732      644

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,042)
     104      276      213      783      542    1,100    1,031      -58       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      8.5     16.3     66.2     69.6     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       12       14       25       24       40       42                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,174
COMMITMENTS
  13,987    2,814   16,690   16,647   19,475   47,324   38,979    4,850   13,195

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,901)
   1,063      135    2,507    1,903    1,774    5,473    4,416      428    1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      5.4     32.0     31.9     37.3     90.7     74.7      9.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       22       27       31       32       63       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,700
COMMITMENTS
     595      201    2,886    7,531    7,988   11,012   11,075      688      625

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        408)
    -122     -200      183      257      403      318      386       90       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.7     24.7     64.4     68.3     94.1     94.7      5.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        6       11       29       23       40       36                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,584
COMMITMENTS
  62,982   66,725   79,401  111,562   90,982  253,945  237,107   19,639   36,476

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,408)
   1,303    3,858   -1,732    4,535    2,141    4,106    4,267      302      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     24.4     29.0     40.8     33.3     92.8     86.7      7.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      91       94      117       75       80      234      231                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      383,474
COMMITMENTS
 105,615   74,940   98,917  145,431  163,083  349,962  336,939   33,512   46,535

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,115)
    -976   -1,921    2,779    2,725    3,920    4,528    4,779      586      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     19.5     25.8     37.9     42.5     91.3     87.9      8.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     128      107      153      129      132      336      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,837
COMMITMENTS
   2,593    1,594      755    1,960    3,208    5,308    5,557    1,529    1,280

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -458)
    -445      179     -175      220     -327     -399     -323      -59     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     23.3     11.0     28.7     46.9     77.6     81.3     22.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       13       13       16       20       46       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,196
COMMITMENTS
  13,173   12,173   16,038   18,463   12,625   47,674   40,836    7,522   14,360

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,412)
    -314      208      387    1,263      764    1,336    1,359       76       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     22.1     29.1     33.4     22.9     86.4     74.0     13.6     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      55       57       62       62       61      152      153                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,828
COMMITMENTS
       0    3,203      191    3,576      893    3,767    4,287    1,061      541

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        246)
       0      165       -5      227       37      222      197       24       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     66.3      4.0     74.1     18.5     78.0     88.8     22.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        8        4       14        5       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       39,003
COMMITMENTS
   1,994   12,636    6,378   29,694   16,165   38,066   35,179      938    3,824

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,508)
     273    1,045      944    2,365      995    3,582    2,984      -74      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     32.4     16.4     76.1     41.4     97.6     90.2      2.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8       20       15       30       38       50       61                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,772
COMMITMENTS
   9,085    2,379       12    8,871   15,763   17,968   18,154    1,804    1,618

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,721)
  -1,333    1,810        6    2,879       17    1,552    1,833      169     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     12.0      0.1     44.9     79.7     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        7        2        3        7       14       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      188,119
COMMITMENTS
  36,293   69,720   24,373   96,696   55,761  157,362  149,854   30,757   38,265

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -29,603)
  -4,537   14,603     -248    1,374  -46,275   -3,411  -31,920  -26,192    2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     37.1     13.0     51.4     29.6     83.7     79.7     16.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      18       45       17       34       28       63       79                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       94,969
COMMITMENTS
  13,242   51,640    1,571   74,309   13,156   89,122   66,367    5,847   28,603

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -990)
  -5,595      319       -7    4,270     -907   -1,332     -596      342     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     54.4      1.7     78.2     13.9     93.8     69.9      6.2     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9       23        3       13       14       23       39                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      151,458
COMMITMENTS
  61,833   74,487    4,390   81,198   64,832  147,421  143,709    4,037    7,750

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -6,109)
   1,497    2,671     -738   -7,243   -8,054   -6,484   -6,122      375       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8     49.2      2.9     53.6     42.8     97.3     94.9      2.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      42       80        9       15       25       62      109                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      209,055
COMMITMENTS
  37,856   62,397   30,776  114,145   75,689  182,776  168,861   26,278   40,193

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -2,889)
  -5,620   -3,190      209    3,808      845   -1,602   -2,136   -1,287     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     29.8     14.7     54.6     36.2     87.4     80.8     12.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       33       27       31       40       75       89                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      182,051
COMMITMENTS
  42,053   78,798   22,649   91,224   42,116  155,926  143,563   26,126   38,489

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        200)
  -1,391   -2,977    1,140    1,456      -60    1,205   -1,898   -1,005    2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     43.3     12.4     50.1     23.1     85.6     78.9     14.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      35       42       30       39       35       87       94                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      577,795
COMMITMENTS
 185,248  158,853   64,849  254,073  288,976  504,170  512,678   73,624   65,117

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,219)
  -2,268     -880    1,218    2,895    2,494    1,846    2,832      373     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     27.5     11.2     44.0     50.0     87.3     88.7     12.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     105       81       71       86       81      214      210                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,268
COMMITMENTS
  11,456    4,195      293    8,996   24,815   20,745   29,303   12,523    3,965

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -171)
     -22      472        4     -217        3     -235      479       64     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4     12.6      0.9     27.0     74.6     62.4     88.1     37.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        7        3        9       10       20       18                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       49,686
COMMITMENTS
   8,793   37,590      187   39,029    9,567   48,009   47,344    1,677    2,342

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      9,055)
   3,295    4,068     -312    5,855    5,519    8,838    9,275      217     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     75.7      0.4     78.6     19.3     96.6     95.3      3.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       16        4        6        9       20       27                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       45,026
COMMITMENTS
  14,898   32,460      288   27,617    5,563   42,803   38,311    2,223    6,715

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,718)
     242    1,864     -118    1,560     -163    1,684    1,583       34      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     72.1      0.6     61.3     12.4     95.1     85.1      4.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       45        8       14       10       38       58                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   25,201,357
COMMITMENTS
 839,603  3218453 10735613 12994111  9905976 24569327 23860042  632,029  1341314

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    185,777)
  11,380  -59,019  134,422   32,688  120,382  178,490  195,784    7,287  -10,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     12.8     42.6     51.6     39.3     97.5     94.7      2.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      55      117      134      119      127      266      296                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        2,687
COMMITMENTS
   1,708    2,131      140        0        0    1,848    2,271      839      416

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         54)
     -10       68       29        0        0       19       97       35      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.6     79.3      5.2      0.0      0.0     68.8     84.5     31.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13       22        6        0        0       18       23                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      751,322
COMMITMENTS
 115,631   75,133  119,291  426,095  472,315  661,017  666,739   90,305   84,583

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     30,580)
   6,753    6,696   16,488    2,260    4,713   25,500   27,897    5,080    2,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     10.0     15.9     56.7     62.9     88.0     88.7     12.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     186      128      162      249      256      492      490                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       77,141
COMMITMENTS
   5,838    3,614   10,893   41,313   34,619   58,044   49,126   19,096   28,014

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      9,448)
   1,233    1,309    1,506    6,994    3,318    9,732    6,134     -284    3,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      4.7     14.1     53.6     44.9     75.2     63.7     24.8     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       10       21       23       26       50       49                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| 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:       21,725
COMMITMENTS
   7,010        0        0   12,316   21,202   19,326   21,202    2,399      523

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,970)
     598        0        0    1,349    1,982    1,947    1,982       23      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      0.0      0.0     56.7     97.6     89.0     97.6     11.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        0        8       10       13       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,370,906
COMMITMENTS
 559,138  367,768  531,816  1923910  2188478  3014863  3088062  356,043  282,844

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    105,661)
  34,595   33,930   67,913  -23,669    6,973   78,840  108,817   26,821   -3,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     10.9     15.8     57.1     64.9     89.4     91.6     10.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     177      127      155      244      252      476      479                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| 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:       28,855
COMMITMENTS
   2,307        0        0   24,161   27,891   26,468   27,891    2,387      964

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        829)
    -525        0        0    1,342      567      817      567       12      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.0      0.0     83.7     96.7     91.7     96.7      8.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        0       12       10       17       10                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| 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:       11,694
COMMITMENTS
   2,922    1,417        0    6,791    9,558    9,713   10,975    1,981      719

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        422)
     145        0        0       56      258      201      258      221      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     12.1      0.0     58.1     81.7     83.1     93.9     16.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        0        8       11       12       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| 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:       25,401
COMMITMENTS
       0    1,351        0   24,332   23,025   24,332   24,376    1,069    1,025

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,149)
       0        0        0    1,002    1,029    1,002    1,029      147      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.3      0.0     95.8     90.6     95.8     96.0      4.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       14       10       14       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,711
COMMITMENTS
  20,648    3,571      993   52,336   78,364   73,977   82,928   12,734    3,783

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        542)
   1,294     -938      373   -2,318      676     -651      111    1,193      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      4.1      1.1     60.4     90.4     85.3     95.6     14.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15        6        5       45       35       61       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,391
COMMITMENTS
  15,768   13,033    2,365   24,335   26,807   42,468   42,205    7,923    8,186

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,492)
     425    2,280      177    1,018     -187    1,620    2,270      872      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     25.9      4.7     48.3     53.2     84.3     83.8     15.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      61       58       32       73       94      146      172                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      251,955
COMMITMENTS
  78,840   65,163   11,826  121,677  134,037  212,342  211,025   39,613   40,930

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     12,458)
   2,123   11,402      884    5,091     -936    8,098   11,350    4,359    1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     25.9      4.7     48.3     53.2     84.3     83.8     15.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      61       58       32       73       94      146      172                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      160,490
COMMITMENTS
  32,574   72,658   16,782   90,109   29,628  139,465  119,068   21,026   41,422

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,275)
   1,617   -1,664    1,447    2,831    1,816    5,895    1,599   -1,620    2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     45.3     10.5     56.1     18.5     86.9     74.2     13.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       36       21       26       24       59       73                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      557,028
COMMITMENTS
 163,087  101,314   17,142  350,327  420,733  530,557  539,190   26,471   17,838

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -7,141)
     210    5,743    1,530  -10,716  -13,898   -8,976   -6,625    1,835     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3     18.2      3.1     62.9     75.5     95.2     96.8      4.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      82       45       26      130      112      219      176                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,667
COMMITMENTS
   5,986   11,839      214   17,615   13,616   23,815   25,669    5,852    3,998

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -1,473)
      50      285       41   -1,072   -2,618     -981   -2,292     -492      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     39.9      0.7     59.4     45.9     80.3     86.5     19.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13       10        4       13       10       28       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,153
COMMITMENTS
  17,771    3,686      980   26,077   21,817   44,828   26,483    8,325   26,670

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -763)
     840     -558       11     -909    3,732      -58    3,185     -705   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      6.9      1.8     49.1     41.0     84.3     49.8     15.7     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       11        4       20       26       40       40                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| 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:      112,964
COMMITMENTS
  12,917    2,740      250   99,765  109,881  112,932  112,871       32       93

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -520)
     600     -200        0   -1,120     -320     -520     -520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      2.4      0.2     88.3     97.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        1        1       16       18       25       20                  



Updated June 29, 2018