MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       22,120
COMMITMENTS
   3,560    5,464      640   17,540   15,636   21,740   21,740      380      380

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        412)
     520      340     -120       12      192      412      412        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.7      2.9     79.3     70.7     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        3        6        8       12       16                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,420
COMMITMENTS
   1,497    1,156      433    2,700    2,970    4,630    4,559      790      861

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        313)
     156     -100      112        2      265      270      277       43       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.3      8.0     49.8     54.8     85.4     84.1     14.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        9        8       17       20       28       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,563
COMMITMENTS
  22,150    8,391    1,579    7,395   16,654   31,124   26,624    2,439    6,939

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      1,509)
     685    1,070      258      493      341    1,436    1,669       73     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     25.0      4.7     22.0     49.6     92.7     79.3      7.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       26       19       15       25       43       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,378
COMMITMENTS
   1,481      779      619    4,605    5,425    6,705    6,823      673      555

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        188)
      96       72     -132      245      199      209      139      -21       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     10.6      8.4     62.4     73.5     90.9     92.5      9.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        4        8       22       21       36       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,584
COMMITMENTS
  74,621   44,329   38,396   81,286   99,905  194,303  182,630   22,281   33,954

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:          3)
    -723     -596    1,437     -414      418      300    1,259     -297   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     20.5     17.7     37.5     46.1     89.7     84.3     10.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      90       70      111       60       76      213      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      349,874
COMMITMENTS
 135,968   42,580   62,263  119,060  192,769  317,291  297,612   32,583   52,262

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     11,017)
   4,202      956    5,613     -275    3,281    9,540    9,850    1,477    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     12.2     17.8     34.0     55.1     90.7     85.1      9.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     139       81      133      108      156      319      330                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,957
COMMITMENTS
   2,719    1,257      449      456    2,245    3,624    3,951    1,333    1,006

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -769)
    -644      -16       45      -23     -509     -622     -480     -147     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     25.4      9.1      9.2     45.3     73.1     79.7     26.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      27        9        8       13       17       45       32                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,791
COMMITMENTS
  19,999   11,447    8,142   14,867   12,956   43,008   32,545    6,783   17,246

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -217)
   1,382   -1,329      337   -1,280      -36      439   -1,028     -656      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     23.0     16.4     29.9     26.0     86.4     65.4     13.6     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      57       53       54       45       67      140      146                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,369
COMMITMENTS
     471    5,582      126    4,535      321    5,132    6,029    1,237      340

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:         53)
      27      176      -10      -38     -119      -21       47       74        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     87.6      2.0     71.2      5.0     80.6     94.7     19.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        4       11        3       18       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,476
COMMITMENTS
   7,864   20,915      285   20,863    6,809   29,012   28,009      464    1,467

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      1,050)
     261      683       17      808      201    1,086      901      -36      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     71.0      1.0     70.8     23.1     98.4     95.0      1.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       10        5       23       20       41       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,946
COMMITMENTS
  18,169      750      101   13,733   32,274   32,003   33,125    1,943      821

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      1,219)
     534     -163       77    2,610    3,456    3,221    3,370   -2,002   -2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5      2.2      0.3     40.5     95.1     94.3     97.6      5.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        1        8        9       20       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      176,379
COMMITMENTS
  74,620   53,162    2,118   73,482   86,268  150,220  141,548   26,159   34,831

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     28,778)
   9,004   16,766   -5,552   29,476   13,803   32,928   25,017   -4,150    3,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     30.1      1.2     41.7     48.9     85.2     80.3     14.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      30       29       13       26       31       60       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,623
COMMITMENTS
  12,950   21,947      687   25,176    3,608   38,813   26,242    6,810   19,381

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -10,885)
     232     -787     -407  -10,186   -8,999  -10,361  -10,193     -524     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     48.1      1.5     55.2      7.9     85.1     57.5     14.9     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       17        6       10        5       25       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      169,900
COMMITMENTS
  51,271   56,738      921  110,820  108,674  163,012  166,333    6,888    3,567

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -39,554)
  12,564  -24,727  -10,978  -40,111   -2,787  -38,525  -38,492   -1,029   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     33.4      0.5     65.2     64.0     95.9     97.9      4.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      55       43        9       17       26       77       73                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      259,945
COMMITMENTS
  42,367  149,484    3,547  187,680   65,561  233,594  218,592   26,351   41,353

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -2,567)
 -19,480    6,200     -794   20,246   -9,536      -28   -4,130   -2,539    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     57.5      1.4     72.2     25.2     89.9     84.1     10.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      27       48       14       24       38       59       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      202,647
COMMITMENTS
  35,563  106,860    2,546  148,132   48,390  186,241  157,796   16,406   44,851

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -15,335)
  -3,640   12,957   -4,089   -7,943  -22,838  -15,672  -13,970      337   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     52.7      1.3     73.1     23.9     91.9     77.9      8.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      29       48       10       27       34       62       86                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      381,474
COMMITMENTS
 148,272  189,299    9,409  166,321  128,708  324,002  327,416   57,472   54,058

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -53,835)
  10,610   -7,864   -1,878  -62,014  -32,856  -53,282  -42,598     -553  -11,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     49.6      2.5     43.6     33.7     84.9     85.8     15.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      70       84       34       55       58      140      161                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,794
COMMITMENTS
  15,555    5,323      382    5,919   23,787   21,856   29,492   11,938    4,302

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -3,909)
   1,353    2,034       97     -546      875      904    3,006   -4,813   -6,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     15.8      1.1     17.5     70.4     64.7     87.3     35.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        5        2        8        8       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,865
COMMITMENTS
  19,629    3,784      231    6,968   24,178   26,828   28,193    2,037      672

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -2,378)
  -2,631     -540      211      148   -2,013   -2,272   -2,342     -106      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     13.1      0.8     24.1     83.8     92.9     97.7      7.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14       11        2        4        6       19       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,986
COMMITMENTS
  19,509   25,114       60   11,330    5,927   30,899   31,101    4,087    3,885

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -16,419)
  -7,698   -6,518   -1,164   -5,805   -8,956  -14,667  -16,638   -1,752      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     71.8      0.2     32.4     16.9     88.3     88.9     11.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20       23        3       10        9       31       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       26,628
COMMITMENTS
   5,656    1,487    4,418   15,304   19,763   25,378   25,668    1,250      960

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -2,188)
  -2,798      225   -1,353    1,927   -1,210   -2,224   -2,338       36      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      5.6     16.6     57.5     74.2     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        4        2        7        5       18       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,331,481
COMMITMENTS
 331,192  3311414  2300447  9125250  5495916 11756889 11107777  574,592  1223704

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,044,112)
 -82,756    7,041 -292,612 -626,526 -668,269 -1001894 -953,840  -42,218  -90,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     26.9     18.7     74.0     44.6     95.3     90.1      4.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      32      112      111      112      133      234      281                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      801,763
COMMITMENTS
 138,375   97,652   43,287  530,425  579,453  712,087  720,391   89,676   81,371

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     59,242)
   9,792    3,543    3,003   45,890   59,340   58,685   65,886      557   -6,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     12.2      5.4     66.2     72.3     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     124      149       90      247      262      419      457                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       93,286
COMMITMENTS
  19,037   10,687    1,039   44,570   60,811   64,646   72,537   28,640   20,749

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -2,949)
   3,125    1,721   -2,551   -6,870    1,383   -6,296      553    3,347   -3,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     11.5      1.1     47.8     65.2     69.3     77.8     30.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        4        6       23       27       35       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,542,383
COMMITMENTS
 649,218  487,353  158,709  2429276  2593209  3237203  3239271  305,180  303,112

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    310,956)
  33,700    9,472   27,409  263,798  289,783  324,907  326,664  -13,951  -15,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     13.8      4.5     68.6     73.2     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     121      150       85      242      259      408      453                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,751
COMMITMENTS
  21,525    3,078    1,146   66,195   95,391   88,866   99,615   13,885    3,136

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      7,065)
     233     -253     -946    6,910    8,508    6,197    7,309      868     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      3.0      1.1     64.4     92.8     86.5     96.9     13.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        5        6       49       35       65       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,922
COMMITMENTS
  24,038    9,215    1,696   27,608   42,829   53,342   53,740    7,579    7,181

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     14,066)
     -63       72      185   12,523   12,764   12,645   13,020    1,420    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     15.1      2.8     45.3     70.3     87.6     88.2     12.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      73       53       26       72       83      157      150                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      304,608
COMMITMENTS
 120,192   46,076    8,479  138,041  214,146  266,712  268,701   37,896   35,907

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     70,328)
    -315      358      925   62,616   63,819   63,226   65,102    7,102    5,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     15.1      2.8     45.3     70.3     87.6     88.2     12.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      73       53       26       72       83      157      150                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,008
COMMITMENTS
  73,553   30,288    2,877   11,853   57,341   88,283   90,506   25,725   23,502

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -39,357)
 -11,668   -3,955   -7,407  -17,127  -27,013  -36,202  -38,375   -3,155     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     26.6      2.5     10.4     50.3     77.4     79.4     22.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       26       11       16       20       56       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,999
COMMITMENTS
  12,624    6,868        0   13,033   18,179   25,657   25,047    8,342    8,952

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -16,130)
     364    1,239   -4,896  -10,191   -8,247  -14,723  -11,904   -1,407   -4,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     20.2      0.0     38.3     53.5     75.5     73.7     24.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        7        0       15        9       33       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,786
COMMITMENTS
  19,711    6,240    1,075   23,921   11,897   44,707   19,212   11,079   36,574

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -23,946)
   1,969  -21,851   -3,117  -11,678   -7,891  -12,826  -32,859  -11,120    8,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     11.2      1.9     42.9     21.3     80.1     34.4     19.9     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21        9        4       25       19       48       30                  



Updated March 17, 2017