MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       23,272
COMMITMENTS
   3,580    6,108      720   18,892   16,384   23,192   23,212       80       60

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,152)
      20      644       80    1,352      748    1,452    1,472     -300     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     26.2      3.1     81.2     70.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        7        4        8        8       14       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,934
COMMITMENTS
   1,674    1,181      432    2,940    3,419    5,046    5,032      888      902

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        514)
     177       25       -1      240      449      416      473       98       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     19.9      7.3     49.5     57.6     85.0     84.8     15.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        8        8       18       20       29       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,214
COMMITMENTS
  23,138   10,015    1,376    7,917   16,973   32,431   28,364    2,783    6,850

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,651)
     988    1,624     -203      522      319    1,307    1,740      344      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7     28.4      3.9     22.5     48.2     92.1     80.5      7.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       29       21       16       27       45       64                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,483
COMMITMENTS
   1,414      869      635    4,761    5,360    6,810    6,864      673      619

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        105)
     -67       90       16      156      -65      105       41        0       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     11.6      8.5     63.6     71.6     91.0     91.7      9.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        5        8       23       21       37       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,286
COMMITMENTS
  75,714   41,491   37,526   82,121  103,568  195,361  182,585   21,925   34,701

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        702)
   1,093   -2,838     -870      835    3,663    1,058      -45     -356      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     19.1     17.3     37.8     47.7     89.9     84.0     10.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      96       62      104       65       78      220      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      367,767
COMMITMENTS
 145,983   42,807   67,417  123,101  203,364  336,501  313,588   31,266   54,179

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     17,893)
  10,015      227    5,154    4,041   10,595   19,210   15,976   -1,317    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     11.6     18.3     33.5     55.3     91.5     85.3      8.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     142       81      136      114      161      331      336                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,037
COMMITMENTS
   2,547    1,277      502      581    2,225    3,630    4,004    1,407    1,033

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         80)
    -172       20       53      125      -20        6       53       74       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     25.4     10.0     11.5     44.2     72.1     79.5     27.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24       11       10       13       20       45       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,188
COMMITMENTS
  23,213   10,888    9,435   15,938   15,270   48,586   35,593    6,602   19,595

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      5,397)
   3,214     -559    1,293    1,071    2,314    5,578    3,048     -181    2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     19.7     17.1     28.9     27.7     88.0     64.5     12.0     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      63       56       56       46       80      150      162                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,577
COMMITMENTS
     556    5,830      101    4,619      360    5,276    6,291    1,301      286

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        208)
      85      248      -25       84       39      144      262       64      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     88.6      1.5     70.2      5.5     80.2     95.7     19.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        3       11        3       18       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,739
COMMITMENTS
   7,986   22,126      312   22,019    6,815   30,317   29,253      422    1,486

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,263)
     122    1,211       27    1,156        6    1,305    1,244      -42       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     72.0      1.0     71.6     22.2     98.6     95.2      1.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      18       11        6       23       20       41       37                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,263
COMMITMENTS
  19,800    1,157        0    7,136   26,366   26,936   27,523    1,327      740

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -5,683)
   1,631      407     -101   -6,597   -5,908   -5,067   -5,602     -616      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1      4.1      0.0     25.2     93.3     95.3     97.4      4.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        6        0        7        9       18       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,123
COMMITMENTS
  30,293   54,696    3,640   60,428   27,964   94,361   86,300   24,762   32,823

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -57,256)
 -44,327    1,534    1,522  -13,054  -58,304  -55,859  -55,248   -1,397   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     45.9      3.1     50.7     23.5     79.2     72.4     20.8     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       30       15       21       22       53       62                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,613
COMMITMENTS
   9,089   21,068    1,166   24,622    3,265   34,877   25,499    7,736   17,114

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -3,010)
  -3,861     -879      479     -554     -343   -3,936     -743      926   -2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     49.4      2.7     57.8      7.7     81.8     59.8     18.2     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       16        9       10        5       26       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      176,764
COMMITMENTS
  57,730   61,011    1,338  109,415  110,203  168,483  172,552    8,281    4,212

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      6,864)
   6,459    4,273      417   -1,405    1,529    5,471    6,219    1,393      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     34.5      0.8     61.9     62.3     95.3     97.6      4.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      60       36        7       16       26       81       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      252,480
COMMITMENTS
  32,586  140,430    7,115  187,036   67,165  226,737  214,710   25,743   37,770

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -7,465)
  -9,781   -9,054    3,568     -644    1,604   -6,857   -3,882     -608   -3,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     55.6      2.8     74.1     26.6     89.8     85.0     10.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      25       50       20       27       39       65       96                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      191,626
COMMITMENTS
  35,039  102,026    2,653  135,159   45,684  172,851  150,363   18,775   41,263

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -11,021)
    -524   -4,834      107  -12,973   -2,706  -13,390   -7,433    2,369   -3,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     53.2      1.4     70.5     23.8     90.2     78.5      9.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      34       36       11       27       32       66       74                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      406,717
COMMITMENTS
 159,590  179,252   10,076  176,574  160,480  346,240  349,808   60,477   56,909

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     25,243)
  11,318  -10,047      667   10,253   31,772   22,238   22,392    3,005    2,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     44.1      2.5     43.4     39.5     85.1     86.0     14.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      78       82       34       60       62      152      164                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,725
COMMITMENTS
  16,303    5,570      314    6,000   23,835   22,617   29,719   12,108    5,006

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        931)
     748      247      -68       81       48      761      227      170      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     16.0      0.9     17.3     68.6     65.1     85.6     34.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        2        8        8       17       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,221
COMMITMENTS
  19,019    3,111      301    6,965   24,134   26,285   27,546    1,936      675

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -644)
    -610     -673       70       -3      -44     -543     -647     -101        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     11.0      1.1     24.7     85.5     93.1     97.6      6.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13       11        2        4        6       18       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,898
COMMITMENTS
  16,599   29,209      235   17,942    4,442   34,776   33,886    3,122    4,012

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      2,912)
  -2,910    4,095      175    6,612   -1,485    3,877    2,785     -965      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     77.1      0.6     47.3     11.7     91.8     89.4      8.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       27        5       10        9       34       38                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       27,017
COMMITMENTS
   5,838    1,726    4,464   15,489   19,965   25,791   26,155    1,226      862

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        389)
     182      239       46      185      202      413      487      -24      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      6.4     16.5     57.3     73.9     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        6        2        7        6       20       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,492,509
COMMITMENTS
 396,578  3405660  2084608  9386122  5768140 11867308 11258408  625,201  1234101

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    161,028)
  65,386   94,246 -215,839  260,872  272,224  110,419  150,631   50,609   10,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     27.3     16.7     75.1     46.2     95.0     90.1      5.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      22      128      117      107      129      228      289                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      622,785
COMMITMENTS
 116,503   88,730   18,007  411,726  443,323  546,235  550,060   76,549   72,725

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:   -178,978)
 -21,872   -8,921  -25,280 -118,700 -136,130 -165,851 -170,331  -13,127   -8,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     14.2      2.9     66.1     71.2     87.7     88.3     12.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     127      141       67      221      240      377      419                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       49,191
COMMITMENTS
  13,983    4,040        0   13,105   29,468   27,088   33,508   22,103   15,683

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -44,095)
  -5,054   -6,647   -1,039  -31,465  -31,343  -37,558  -39,029   -6,537   -5,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      8.2      0.0     26.6     59.9     55.1     68.1     44.9     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        0       10       17       15       24                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,867,968
COMMITMENTS
 523,742  434,594   78,892  1993103  2069273  2595737  2582759  272,231  285,209

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:   -674,415)
-125,476  -52,759  -79,817 -436,173 -523,936 -641,466 -656,512  -32,949  -17,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     15.2      2.8     69.5     72.2     90.5     90.1      9.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      598)
     127      139       63      218      233      371      409                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,451
COMMITMENTS
  22,556    2,704    1,533   56,108   84,359   80,197   88,596   12,254    3,855

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -10,300)
   1,031     -374      387  -10,087  -11,032   -8,669  -11,019   -1,631      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      2.9      1.7     60.7     91.2     86.7     95.8     13.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        4        6       49       32       65       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,727
COMMITMENTS
  23,834    8,608    1,396   16,027   32,284   41,257   42,288    6,470    5,439

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -13,194)
    -204     -608     -300  -11,581  -10,545  -12,085  -11,452   -1,109   -1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     18.0      2.9     33.6     67.6     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      68       57       24       55       76      138      142                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      238,636
COMMITMENTS
 119,170   43,038    6,981   80,134  161,421  206,285  211,440   32,351   27,196

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -65,972)
  -1,022   -3,038   -1,498  -57,907  -52,725  -60,427  -57,261   -5,545   -8,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     18.0      2.9     33.6     67.6     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      68       57       24       55       76      138      142                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,004
COMMITMENTS
  85,397   40,442    3,489   12,908   68,591  101,794  112,522   32,210   21,482

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     19,996)
  11,844   10,154      612    1,055   11,250   13,511   22,016    6,485   -2,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     30.2      2.6      9.6     51.2     76.0     84.0     24.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       32       11       19       22       62       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,346
COMMITMENTS
  11,024    7,059        0   12,996   18,184   24,020   25,243    9,326    8,103

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -653)
  -1,600      191        0      -37        5   -1,637      196      984     -849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     21.2      0.0     39.0     54.5     72.0     75.7     28.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        9        0       15        9       28       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,910
COMMITMENTS
  23,480    7,188    1,197   21,919   18,443   46,596   26,828   10,314   30,082

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,124)
   3,769      948      122   -2,002    6,546    1,889    7,616     -765   -6,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     12.6      2.1     38.5     32.4     81.9     47.1     18.1     52.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       13        4       23       21       48       36                  



Updated March 24, 2017