MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       21,708
COMMITMENTS
   3,040    5,124      760   17,528   15,444   21,328   21,328      380      380

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,480)
     120      -80        0   -1,640   -1,440   -1,520   -1,520       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     23.6      3.5     80.7     71.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        4        7        8       13       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,107
COMMITMENTS
   1,341    1,256      321    2,698    2,705    4,360    4,282      747      825

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -458)
    -159     -158      -58     -154     -161     -371     -377      -87      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     24.6      6.3     52.8     53.0     85.4     83.8     14.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        9        8       16       19       27       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,054
COMMITMENTS
  21,465    7,321    1,321    6,902   16,313   29,688   24,955    2,366    7,099

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,736)
  -1,411      418     -270     -823   -2,032   -2,504   -1,884     -232     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     22.8      4.1     21.5     50.9     92.6     77.9      7.4     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       24       19       16       25       45       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,190
COMMITMENTS
   1,385      707      751    4,360    5,226    6,496    6,684      694      506

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -625)
       5     -363     -179     -454       72     -628     -470        3     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      9.8     10.4     60.6     72.7     90.3     93.0      9.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        4        8       20       20       34       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,581
COMMITMENTS
  75,344   44,925   36,959   81,700   99,487  194,003  181,371   22,578   35,210

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -4,300)
  -3,605    3,010      119   -1,697   -8,225   -5,183   -5,096      883      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     20.7     17.1     37.7     45.9     89.6     83.7     10.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      92       75      115       60       77      220      217                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,857
COMMITMENTS
 131,766   41,624   56,650  119,335  189,488  307,751  287,762   31,106   51,095

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,782)
      69      118    1,797      257      650    2,123    2,565    1,659    1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     12.3     16.7     35.2     55.9     90.8     84.9      9.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     130       85      123      103      153      300      314                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,726
COMMITMENTS
   3,363    1,273      404      479    2,754    4,246    4,431    1,480    1,295

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -162)
     107      122     -101       12     -183       18     -162     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     22.2      7.1      8.4     48.1     74.2     77.4     25.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      28       11        5       14       20       46       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,008
COMMITMENTS
  18,617   12,776    7,805   16,147   12,992   42,569   33,573    7,439   16,435

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -950)
    -391      523   -1,151      294     -291   -1,248     -919      298      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     25.5     15.6     32.3     26.0     85.1     67.1     14.9     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      56       51       48       51       65      137      143                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,316
COMMITMENTS
     444    5,406      136    4,573      440    5,153    5,982    1,163      334

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -274)
      30     -175      -29     -192      -15     -191     -219      -83      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     85.6      2.2     72.4      7.0     81.6     94.7     18.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        3       13        4       19       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,426
COMMITMENTS
   7,603   20,232      268   20,055    6,608   27,926   27,108      500    1,318

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:         -1)
     180     -298      -17       -8     -166      155     -481     -156      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     71.2      0.9     70.6     23.2     98.2     95.4      1.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17        9        5       22       19       39       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       32,727
COMMITMENTS
  17,635      913       24   11,123   28,818   28,782   29,755    3,945    2,972

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,544)
    -675     -200       24    2,098    1,656    1,447    1,480    2,097    2,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      2.8      0.1     34.0     88.1     87.9     90.9     12.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        5        1        6        9       16       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      147,601
COMMITMENTS
  65,616   36,396    7,670   44,006   72,465  117,292  116,531   30,309   31,070

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     12,159)
   2,491    3,361    5,807    6,790   -2,376   15,088    6,792   -2,929    5,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     24.7      5.2     29.8     49.1     79.5     79.0     20.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       22       13       22       29       58       62                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,508
COMMITMENTS
  12,718   22,734    1,094   35,362   12,607   49,174   36,435    7,334   20,073

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      9,907)
   9,149    7,351      490    1,335     -914   10,974    6,927   -1,067    2,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     40.2      1.9     62.6     22.3     87.0     64.5     13.0     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       19        7       13       11       27       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      209,454
COMMITMENTS
  38,707   81,465   11,899  150,931  111,461  201,537  204,825    7,917    4,629

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     14,596)
    -350   -3,375     -201   14,444   18,529   13,893   14,953      703     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     38.9      5.7     72.1     53.2     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      60       39       12       20       28       89       72                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      262,512
COMMITMENTS
  61,847  143,284    4,341  167,434   75,097  233,622  222,722   28,890   39,790

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     35,630)
  18,518   29,284   -1,713   15,971    3,456   32,776   31,027    2,854    4,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     54.6      1.7     63.8     28.6     89.0     84.8     11.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      26       50       17       26       42       62       99                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      217,982
COMMITMENTS
  39,203   93,903    6,635  156,075   71,228  201,913  171,766   16,069   46,216

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     13,380)
  10,191   14,874      855    5,195   -6,392   16,241    9,337   -2,861    4,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     43.1      3.0     71.6     32.7     92.6     78.8      7.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      30       43       18       26       32       67       83                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      435,309
COMMITMENTS
 137,662  197,163   11,287  228,335  161,564  377,284  370,014   58,025   65,295

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,674)
  -5,922    2,415      301    7,397     -850    1,776    1,866    1,898    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     45.3      2.6     52.5     37.1     86.7     85.0     13.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      68       85       39       64       64      150      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       37,703
COMMITMENTS
  14,202    3,289      285    6,465   22,912   20,952   26,486   16,751   11,217

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      6,755)
   1,500      462     -458     -203      711      839      715    5,916    6,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      8.7      0.8     17.1     60.8     55.6     70.2     44.4     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        3        8        8       18       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,243
COMMITMENTS
  22,260    4,324       20    6,820   26,191   29,100   30,535    2,143      708

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        219)
    -416      240        0      670     -115      254      125      -35       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     13.8      0.1     21.8     83.8     93.1     97.7      6.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11       12        1        4        6       16       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       51,405
COMMITMENTS
  27,207   31,632    1,224   17,135   14,883   45,566   47,739    5,839    3,666

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,697)
  -9,991   -2,629    1,004    2,599   -4,994   -6,388   -6,619      691      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     61.5      2.4     33.3     29.0     88.6     92.9     11.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      26       22        7       14       14       44       41                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       28,816
COMMITMENTS
   8,454    1,262    5,771   13,377   20,973   27,602   28,006    1,214      810

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      1,177)
     827        0      365      349      580    1,541      945     -364      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      4.4     20.0     46.4     72.8     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        3        5        9        9       23       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,375,593
COMMITMENTS
 413,948  3304373  2593059  9751776  6164185 12758783 12061617  616,810  1313976

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    656,314)
  20,367  230,913  232,759  347,907   90,680  601,033  554,352   55,281  101,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     24.7     19.4     72.9     46.1     95.4     90.2      4.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      35      111      114      121      135      243      288                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      742,520
COMMITMENTS
 128,582   94,109   40,283  484,536  520,113  653,401  654,505   89,119   88,015

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     24,898)
  12,556   -1,618   -1,227   10,880   30,886   22,209   28,041    2,689   -3,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     12.7      5.4     65.3     70.0     88.0     88.1     12.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     132      151       89      240      250      415      450                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       96,235
COMMITMENTS
  15,912    8,966    3,590   51,440   59,428   70,942   71,984   25,293   24,251

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      2,123)
   4,809      835   -4,442    2,904    9,916    3,271    6,309   -1,148   -4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      9.3      3.7     53.5     61.8     73.7     74.8     26.3     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13        3        7       24       28       39       37                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,231,427
COMMITMENTS
 615,518  477,881  131,300  2165478  2303426  2912296  2912607  319,131  318,820

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    113,876)
  36,907  -14,096   17,904   39,881  104,851   94,692  108,659   19,184    5,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     14.8      4.1     67.0     71.3     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      615)
     129      152       81      232      244      400      440                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,686
COMMITMENTS
  21,292    3,331    2,092   59,285   86,883   82,669   92,306   13,017    3,380

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -597)
    -786     -153       73     -624     -462   -1,337     -542      740      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      3.5      2.2     62.0     90.8     86.4     96.5     13.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15        5        6       48       34       64       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,856
COMMITMENTS
  24,101    9,144    1,511   15,085   30,065   40,697   40,720    6,159    6,136

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -996)
  -1,613      187      363      252   -1,495     -997     -945        2      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     19.5      3.2     32.2     64.2     86.9     86.9     13.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      73       56       23       70       73      157      138                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      234,280
COMMITMENTS
 120,507   45,718    7,554   75,425  150,327  203,486  203,599   30,794   30,681

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -4,979)
  -8,063      935    1,817    1,259   -7,477   -4,987   -4,725        8     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     19.5      3.2     32.2     64.2     86.9     86.9     13.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      73       56       23       70       73      157      138                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      153,365
COMMITMENTS
  85,221   34,243   10,284   28,980   84,354  124,485  128,881   28,880   24,484

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     11,451)
 -10,475   -9,538    7,732   14,931   12,244   12,188   10,438     -737    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     22.3      6.7     18.9     55.0     81.2     84.0     18.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39       24       15       24       24       70       57                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,129
COMMITMENTS
  12,260    5,629    4,896   23,224   26,426   40,380   36,951    9,749   13,178

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     18,086)
   1,988      -88    4,757   10,591    7,750   17,336   12,419      750    5,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     11.2      9.8     46.3     52.7     80.6     73.7     19.4     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        7        7       19       10       42       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       79,732
COMMITMENTS
  17,742   28,091    4,192   35,599   19,788   57,533   52,071   22,199   27,661

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     21,587)
     262   10,193    1,775    6,120      523    8,157   12,491   13,430    9,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     35.2      5.3     44.6     24.8     72.2     65.3     27.8     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       16       16       42       29       76       53                  



Updated March 10, 2017