MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       23,952
COMMITMENTS
   2,540    6,176      360   19,932   16,736   22,832   23,272    1,120      680

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     25.8      1.5     83.2     69.9     95.3     97.2      4.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        1        6        8       10       15                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,114
COMMITMENTS
   1,384    1,710      182    2,682    2,435    4,248    4,327      866      787

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        246)
      67      -60       21      152      235      240      196        6       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     33.4      3.6     52.4     47.6     83.1     84.6     16.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        9        7       16       18       27       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,925
COMMITMENTS
  19,247    6,284    1,122    7,667   16,679   28,036   24,085    2,889    6,840

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,046)
     759      360      103      -15      308      847      771      199      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.2     20.3      3.6     24.8     53.9     90.7     77.9      9.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       23       22       15       25       50       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,351
COMMITMENTS
     933      687    1,379    4,559    4,774    6,871    6,840      480      511

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        329)
     154       26     -105      220      409      269      330       60       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      9.3     18.8     62.0     64.9     93.5     93.0      6.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        7       11       19       16       34       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      237,466
COMMITMENTS
  89,959   48,271   36,724   85,239  118,086  211,922  203,081   25,544   34,385

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      5,196)
   2,303      636    3,082     -464    2,911    4,921    6,629      275   -1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     20.3     15.5     35.9     49.7     89.2     85.5     10.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     124       67      112       69       84      252      227                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,514
COMMITMENTS
 129,921   38,903   48,104  121,470  189,885  299,495  276,892   28,019   50,622

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    -11,109)
  -7,460   -2,043   -1,397      835   -3,505   -8,022   -6,945   -3,087   -4,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     11.9     14.7     37.1     58.0     91.4     84.5      8.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     127       88      123       98      149      293      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,065
COMMITMENTS
   2,262    1,372      289      766    2,288    3,317    3,949    1,748    1,116

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        628)
     586      147       93     -382      330      297      570      331       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     27.1      5.7     15.1     45.2     65.5     78.0     34.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       12        5       16       22       44       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,212
COMMITMENTS
  20,049   12,851   10,558   13,556   11,725   44,163   35,134    7,049   16,078

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,516)
    -913      799    2,611      933     -997    2,631    2,413     -115      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     25.1     20.6     26.5     22.9     86.2     68.6     13.8     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      48       54       55       54       63      139      149                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,564
COMMITMENTS
     280    4,532      154    3,981      436    4,415    5,122    1,149      442

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        364)
      12      183       78      239       36      329      297       35       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     81.5      2.8     71.5      7.8     79.3     92.1     20.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        3        9        4       15       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,145
COMMITMENTS
   6,505   16,895      147   16,814    6,324   23,466   23,366      679      779

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,120)
     167      722       19      923      359    1,109    1,100       11       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     70.0      0.6     69.6     26.2     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        6        5       21       16       37       27                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,417
COMMITMENTS
  19,639    1,437        0    8,924   28,107   28,563   29,544    1,854      873

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -586)
    -292     -966        0        0      518     -292     -448     -294     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6      4.7      0.0     29.3     92.4     93.9     97.1      6.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        4        0        6        9       20       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,056
COMMITMENTS
  53,152   33,812    1,584   37,935   66,128   92,671  101,524   32,385   23,532

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      6,632)
   7,025   -3,765      300      420    9,675    7,745    6,210   -1,113      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     27.0      1.3     30.3     52.9     74.1     81.2     25.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      31       16        8       22       26       54       49                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,482
COMMITMENTS
   6,608   18,092      474   32,860   13,288   39,942   31,854    7,540   15,628

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,401)
    -451   -3,588     -246      138      829     -559   -3,005     -842    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     38.1      1.0     69.2     28.0     84.1     67.1     15.9     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       16        6       12        9       22       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      190,028
COMMITMENTS
  30,271   90,484    9,972  143,548   83,212  183,791  183,668    6,237    6,360

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        564)
    -958      767     -248    1,418      365      212      884      352     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     47.6      5.2     75.5     43.8     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      46       52       13       20       26       76       83                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      212,044
COMMITMENTS
  39,039  104,567    3,999  143,574   69,947  186,612  178,513   25,432   33,531

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,031)
     904    1,893     -936     -265    1,187     -297    2,144    1,328   -1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     49.3      1.9     67.7     33.0     88.0     84.2     12.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       52       16       23       43       61       98                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      204,277
COMMITMENTS
  27,701   78,985    3,095  155,557   80,051  186,353  162,131   17,924   42,146

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,645)
   1,827   -1,949      253     -679    2,837    1,401    1,141    1,244    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     38.7      1.5     76.2     39.2     91.2     79.4      8.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      25       44       11       31       33       62       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      406,350
COMMITMENTS
 125,333  172,097   10,485  216,770  159,331  352,588  341,913   53,762   64,437

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -2,828)
  -1,375      438    2,157   -3,720  -12,304   -2,938   -9,709      110    6,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     42.4      2.6     53.3     39.2     86.8     84.1     13.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      68       81       31       60       62      139      164                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,042
COMMITMENTS
  13,098    2,286      279    6,086   21,735   19,463   24,300    9,579    4,742

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,784)
   1,058      443       14      -29      828    1,043    1,285      741      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      7.9      1.0     21.0     74.8     67.0     83.7     33.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        3        6        8       15       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,134
COMMITMENTS
  28,702    2,652        2    6,247   33,779   34,951   36,433    2,183      701

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        484)
     330      187        0      103      413      433      600       51     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3      7.1      0.0     16.8     91.0     94.1     98.1      5.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        9        1        3        6       16       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       56,314
COMMITMENTS
  36,565   33,689      276   14,467   19,525   51,308   53,490    5,006    2,824

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,241)
   1,705      674      265      377    1,774    2,347    2,713     -106     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     59.8      0.5     25.7     34.7     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      37       22        4       14       10       53       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       31,502
COMMITMENTS
   7,750    1,912    7,717   14,679   21,434   30,146   31,063    1,356      439

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -188)
     472      346     -193     -416     -201     -137      -48      -51     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      6.1     24.5     46.6     68.0     95.7     98.6      4.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      16        4        2        7        7       23       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,069,047
COMMITMENTS
 469,994  2907557  2227175  8802339  5768601 11499508 10903333  569,539  1165714

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     52,047)
  83,715  221,575  -96,369   69,841  -22,479   57,187  102,727   -5,140  -50,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     24.1     18.5     72.9     47.8     95.3     90.3      4.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      28      107      102      119      134      227      276                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      675,290
COMMITMENTS
 100,160   87,317   24,378  469,631  477,999  594,169  589,693   81,121   85,597

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     27,811)
   4,752    1,083    3,697   18,817   15,017   27,267   19,797      544    8,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     12.9      3.6     69.5     70.8     88.0     87.3     12.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      608)
     126      148       79      232      232      397      420                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       71,643
COMMITMENTS
   4,724    3,435    1,589   39,477   43,185   45,790   48,209   25,853   23,434

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,205)
      -3   -2,980    1,389    1,882      691    3,268     -900   -1,063    3,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.8      2.2     55.1     60.3     63.9     67.3     36.1     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12        5        2       22       25       35       31                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,018,235
COMMITMENTS
 486,939  429,166  104,186  2150771  2174070  2741896  2707422  276,339  310,813

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    128,031)
  10,396    6,933   24,922   84,677   71,631  119,995  103,486    8,036   24,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     14.2      3.5     71.3     72.0     90.8     89.7      9.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     121      149       76      227      220      385      408                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,729
COMMITMENTS
  23,813    2,852    1,226   56,760   87,200   81,799   91,278   12,930    3,451

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        267)
    -274      188     -424      109      794     -589      558      856     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      3.0      1.3     59.9     92.1     86.4     96.4     13.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        5        3       45       36       61       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,770
COMMITMENTS
  24,046    6,110      688   15,287   32,556   40,022   39,354    5,749    6,417

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -569)
    -497       50      139     -202   -1,334     -560   -1,145       -9      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     13.3      1.5     33.4     71.1     87.4     86.0     12.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      71       52       17       69       70      148      131                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      228,852
COMMITMENTS
 120,230   30,549    3,441   76,437  162,778  200,108  196,768   28,744   32,084

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -2,843)
  -2,485      251      697   -1,012   -6,672   -2,800   -5,724      -43    2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     13.3      1.5     33.4     71.1     87.4     86.0     12.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      71       52       17       69       70      148      131                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      127,869
COMMITMENTS
  79,313   55,095    1,734   16,536   49,043   97,583  105,872   30,286   21,997

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     13,764)
  12,768    5,298     -170     -642    6,430   11,956   11,558    1,808    2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     43.1      1.4     12.9     38.4     76.3     82.8     23.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      37       21        8       18       21       59       46                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,342
COMMITMENTS
  10,365    4,782      123   12,600   18,874   23,088   23,779    9,254    8,563

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,843)
   1,035      157      123      421      197    1,579      477    1,264    2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     14.8      0.4     39.0     58.4     71.4     73.5     28.6     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        6        1       15        8       31       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,522
COMMITMENTS
  14,949   23,132    2,113   32,541   19,834   49,603   45,079   11,919   16,443

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,316)
   3,028    6,073      313   -1,677      446    1,664    6,832    1,652   -3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     37.6      3.4     52.9     32.2     80.6     73.3     19.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       14        8       36       27       62       46                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,096
COMMITMENTS
   8,646    6,025      553    6,126    9,216   15,325   15,794      771      302

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7     37.4      3.4     38.1     57.3     95.2     98.1      4.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        3        9        2       17        7                  



Updated February 17, 2017