MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       16,210
COMMITMENTS
   2,320    4,360      360   13,410   11,370   16,090   16,090      120      120

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,786)
     -40      160     -160   -1,546   -1,746   -1,746   -1,746      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     26.9      2.2     82.7     70.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       10        1        6        8        8       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,121
COMMITMENTS
     480    1,230      352    5,311    4,576    6,143    6,158      978      963

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -986)
     -49     -315        9     -892     -716     -932   -1,022      -54       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     17.3      4.9     74.6     64.3     86.3     86.5     13.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       12        8       18       16       27       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,300
COMMITMENTS
  10,626    8,390      570    9,062    9,227   20,258   18,187    2,042    4,113

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,737)
  -1,005   -1,422     -169   -1,381     -607   -2,555   -2,198     -182     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     37.6      2.6     40.6     41.4     90.8     81.6      9.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       21       13       19       21       41       46                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,746
COMMITMENTS
     748    1,803      406    5,918    4,566    7,072    6,775      674      971

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -226)
      39     -395       12     -219      134     -168     -249      -58       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     23.3      5.2     76.4     58.9     91.3     87.5      8.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       10        8       19       17       29       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      223,728
COMMITMENTS
  65,019   49,808   47,520   90,407   91,398  202,946  188,726   20,782   35,002

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,976)
    -194    2,378   -3,378   -4,289   -4,755   -7,861   -5,755      885   -1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     22.3     21.2     40.4     40.9     90.7     84.4      9.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      95       82      108       57       86      212      234                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      372,271
COMMITMENTS
 142,483   46,268   55,139  146,567  222,616  344,189  324,023   28,082   48,248

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,641)
 -10,729   -2,205    1,212    4,366   -2,992   -5,151   -3,985      510     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     12.4     14.8     39.4     59.8     92.5     87.0      7.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     131       92      123      105      165      305      332                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,413
COMMITMENTS
   3,584    1,606      148      971    3,286    4,703    5,040    1,710    1,373

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -787)
    -369     -258      -75     -333     -441     -777     -774      -10      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     25.0      2.3     15.1     51.2     73.3     78.6     26.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       11        5       13       18       45       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,157
COMMITMENTS
  20,904   13,182   10,023   16,449   15,124   47,376   38,329    8,781   17,828

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,803)
  -1,914     -166     -500    1,126     -149   -1,288     -815     -515     -988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     23.5     17.8     29.3     26.9     84.4     68.3     15.6     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      61       55       65       47       69      149      163                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,484
COMMITMENTS
      71    2,693       46    2,352      506    2,469    3,245    1,015      239

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -420)
     -81     -326      -21     -308      -34     -410     -381      -10      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     77.3      1.3     67.5     14.5     70.9     93.1     29.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        3       11        4       15       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       25,428
COMMITMENTS
   1,739   13,237      379   22,886   10,476   25,004   24,092      424    1,336

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,996)
    -257   -1,277     -167   -2,403   -1,362   -2,827   -2,806     -169     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     52.1      1.5     90.0     41.2     98.3     94.7      1.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9       18       11       18       26       37       46                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,805
COMMITMENTS
  19,576    1,663        0   18,070   37,080   37,646   38,743    2,159    1,062

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,168)
     985      152        0  -12,294  -11,168  -11,309  -11,016      141     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      4.2      0.0     45.4     93.2     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        6        0        5        8       20       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      139,318
COMMITMENTS
  54,233   34,668    6,625   46,346   68,976  107,204  110,269   32,114   29,049

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,033)
     -46    2,609    1,654   -2,275  -17,778     -667  -13,515   -5,366    7,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     24.9      4.8     33.3     49.5     76.9     79.1     23.1     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       32       19       27       27       61       67                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,349
COMMITMENTS
  17,945   26,422    1,253   28,810   21,514   48,008   49,189   14,341   13,160

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,669)
   2,057   -5,465      -45  -10,028   -1,191   -8,016   -6,701    1,347       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     42.4      2.0     46.2     34.5     77.0     78.9     23.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       15        5       11       13       26       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      192,062
COMMITMENTS
 114,143   30,848      750   70,383  156,911  185,276  188,509    6,786    3,553

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,840)
  -6,001    3,211       34    8,862      378    2,895    3,623      -55     -783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     16.1      0.4     36.6     81.7     96.5     98.2      3.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      81       36        6       14       24       97       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      197,439
COMMITMENTS
  61,368   56,104    6,721   93,464  112,586  161,553  175,411   35,886   22,028

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        526)
  -1,556    5,867     -385    3,600   -2,318    1,659    3,164   -1,133   -2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     28.4      3.4     47.3     57.0     81.8     88.8     18.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      41       27       18       32       35       86       67                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      277,327
COMMITMENTS
  50,057  136,902    5,252  184,721  107,840  240,030  249,994   37,297   27,333

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     14,261)
   5,518   -4,288      764    4,675   16,370   10,957   12,846    3,304    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     49.4      1.9     66.6     38.9     86.6     90.1     13.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      42       34       21       39       33       89       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      557,530
COMMITMENTS
 227,354   94,382   12,382  230,012  403,842  469,748  510,606   87,782   46,924

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -9,933)
 -10,933   -5,928   -1,020    2,427     -198   -9,526   -7,146     -407   -2,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     16.9      2.2     41.3     72.4     84.3     91.6     15.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     117       49       47       77       61      206      145                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       36,085
COMMITMENTS
  12,399    7,817       46    8,455   24,472   20,900   32,335   15,185    3,750

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        917)
      70      874        1      490      178      561    1,053      356     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     21.7      0.1     23.4     67.8     57.9     89.6     42.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        6        3        9        9       20       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,228
COMMITMENTS
   3,497   15,871      221   16,601    4,849   20,319   20,941    1,909    1,287

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -25,116)
 -15,957   -1,050      114   -9,386  -24,596  -25,229  -25,532      113      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     71.4      1.0     74.7     21.8     91.4     94.2      8.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        7        1        5        4       15       11                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       59,354
COMMITMENTS
  33,091   33,061      554   20,365   21,539   54,010   55,154    5,344    4,200

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        911)
     912     -109     -377     -174    1,297      361      811      550      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     55.7      0.9     34.3     36.3     91.0     92.9      9.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      45       20        4       11       13       58       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,040
COMMITMENTS
   9,545    1,749    2,745      203    8,693   12,493   13,187    1,547      853

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -604)
    -269     -145     -216       -4     -179     -489     -540     -115      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     12.5     19.6      1.4     61.9     89.0     93.9     11.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        7        3        1        5       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,072,293
COMMITMENTS
 993,698  4841267  3514797 11968152  7314714 16476647 15670778  595,646  1401515

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    189,110)
  32,023  -34,758   75,510  170,985  205,905  278,518  246,657  -89,408  -57,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     28.4     20.6     70.1     42.8     96.5     91.8      3.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      39      119      137      109      127      253      302                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      744,178
COMMITMENTS
 103,420   91,611   36,130  524,413  546,938  663,963  674,679   80,215   69,499

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,300)
  -5,250   -3,708    2,663   -5,117   -2,506   -7,704   -3,550      404   -3,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     12.3      4.9     70.5     73.5     89.2     90.7     10.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     140      118       86      241      253      419      421                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       80,010
COMMITMENTS
   4,414   18,380    1,035   57,446   38,949   62,895   58,364   17,115   21,646

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,219)
  -4,329    3,720     -249     -202   -8,899   -4,780   -5,428     -439      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     23.0      1.3     71.8     48.7     78.6     72.9     21.4     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       12        2       21       21       28       35                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| 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:       23,952
COMMITMENTS
       0    1,624        0   22,482   21,802   22,482   23,426    1,470      526

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        913)
       0        0        0    1,167      837    1,167      837     -254       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0     93.9     91.0     93.9     97.8      6.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       10       15       10       17                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| 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:       13,959
COMMITMENTS
   1,700        0        0    9,959   13,395   11,659   13,395    2,300      564

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -403)
    -531        0        0      -82     -339     -613     -339      210      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.0      0.0     71.3     96.0     83.5     96.0     16.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       11       10       15       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,320,841
COMMITMENTS
 559,230  430,356  111,276  2334834  2539943  3005340  3081575  315,501  239,266

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -10,405)
  -4,037  -36,572   13,995  -24,577   31,966  -14,619    9,389    4,214  -19,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     13.0      3.4     70.3     76.5     90.5     92.8      9.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     140      117       80      236      249      412      410                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| 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:       29,880
COMMITMENTS
  13,688        0        0   13,590   29,620   27,278   29,620    2,602      260

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -715)
    -458     -509        0      -53     -209     -511     -718     -204        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      0.0      0.0     45.5     99.1     91.3     99.1      8.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        0        0        8       11       18       11                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| 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:       15,663
COMMITMENTS
   2,494    1,108        0   11,727   14,040   14,221   15,148    1,442      515

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      1,560)
     -57      -18        0    1,679    1,686    1,622    1,668      -62     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      7.1      0.0     74.9     89.6     90.8     96.7      9.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       10       10       13       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       74,945
COMMITMENTS
  15,269    2,820      432   48,445   67,225   64,146   70,477   10,799    4,468

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        845)
   1,395      -60     -269      837      141    1,963     -188   -1,118    1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      3.8      0.6     64.6     89.7     85.6     94.0     14.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14        6        5       41       30       56       40                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,410
COMMITMENTS
  12,001   10,816    1,134   28,495   29,617   41,630   41,568    6,780    6,842

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,124)
     183     -435       53    1,335    2,875    1,571    2,493      552     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     22.3      2.3     58.9     61.2     86.0     85.9     14.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      59       59       24       75       83      144      157                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      242,052
COMMITMENTS
  60,004   54,082    5,672  142,474  148,087  208,150  207,841   33,902   34,211

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     10,618)
     915   -2,175      267    6,674   14,375    7,856   12,467    2,762   -1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     22.3      2.3     58.9     61.2     86.0     85.9     14.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      59       59       24       75       83      144      157                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      106,051
COMMITMENTS
  47,469   44,334    4,569   28,372   33,366   80,410   82,269   25,641   23,782

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,255)
     214    6,653    1,590   -4,105  -12,232   -2,301   -3,989   -2,954   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     41.8      4.3     26.8     31.5     75.8     77.6     24.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       23       15       23       21       57       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      516,293
COMMITMENTS
 105,759  111,653    6,548  386,576  383,851  498,883  502,052   17,410   14,241

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -8,241)
  -3,156   -2,082      863   -5,850   -6,070   -8,143   -7,289      -98     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     21.6      1.3     74.9     74.3     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      54       48       22      114      111      175      175                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       65,703
COMMITMENTS
  25,105   16,799    4,050   27,903   40,045   57,058   60,894    8,645    4,809

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      9,762)
    -540     -478    3,924    4,885    4,963    8,269    8,409    1,493    1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     25.6      6.2     42.5     60.9     86.8     92.7     13.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        6       11       19       11       47       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       90,073
COMMITMENTS
  24,398   14,418    6,048   45,003   43,709   75,449   64,175   14,624   25,898

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      7,519)
  -1,840    1,196    3,398    1,261   10,767    2,819   15,361    4,700   -7,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     16.0      6.7     50.0     48.5     83.8     71.2     16.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       21       16       31       30       63       57                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| 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:      107,809
COMMITMENTS
  25,380    2,940   24,754   57,635   80,094  107,769  107,788       40       21

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,070)
   1,991        0      290        4    1,980    2,285    2,270     -215     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      2.7     23.0     53.5     74.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        1        2       15       16       27       19                  



Updated March 9, 2018