MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       22,108
COMMITMENTS
   3,020    6,212      400   18,668   15,436   22,088   22,048       20       60

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -160)
    -160     -200        0        0       40     -160     -160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     28.1      1.8     84.4     69.8     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        7        2        8        7       12       16                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,963
COMMITMENTS
     281    1,156      443    4,499    3,652    5,223    5,251      740      712

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -538)
     -44       32      -72     -188     -445     -304     -485     -234      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     19.4      7.4     75.4     61.2     87.6     88.1     12.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4       10        9       19       21       31       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,513
COMMITMENTS
  22,052   10,849      932    8,115   15,560   31,099   27,341    2,414    6,172

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,364)
  -1,996     -220     -592     -610   -1,836   -3,198   -2,648     -166     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     32.4      2.8     24.2     46.4     92.8     81.6      7.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10       31       16       20       23       43       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,802
COMMITMENTS
   1,224      962      460    4,347    4,740    6,031    6,162      771      640

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -767)
     -29      -39     -109     -714     -615     -852     -763       85       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     14.1      6.8     63.9     69.7     88.7     90.6     11.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        5        8       21       18       33       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      204,759
COMMITMENTS
  70,471   52,552   37,986   78,758   83,841  187,215  174,379   17,544   30,380

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        906)
     -84    5,661    2,610     -889   -4,765    1,637    3,506     -731   -2,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     25.7     18.6     38.5     40.9     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      75       84       97       69       67      206      202                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      394,324
COMMITMENTS
 163,709   41,672   64,273  133,569  229,948  361,551  335,893   32,773   58,431

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,538)
   3,080   -5,825   -1,140    2,129   10,360    4,069    3,395     -531      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     10.6     16.3     33.9     58.3     91.7     85.2      8.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     146       89      132      116      169      344      342                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,318
COMMITMENTS
   2,959    1,441      766      837    2,746    4,562    4,953    1,756    1,365

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        590)
     155       60       44      192      314      391      418      199      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     22.8     12.1     13.2     43.5     72.2     78.4     27.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      30       11       15       17       26       56       48                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,296
COMMITMENTS
  27,969   11,105   10,199   14,055   17,106   52,223   38,410    7,073   20,886

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,405)
     412      432    1,171   -1,080   -1,038      503      565      902      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     18.7     17.2     23.7     28.8     88.1     64.8     11.9     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      66       64       59       31       80      138      176                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,878
COMMITMENTS
   7,136   21,711      444   21,854    6,317   29,434   28,472      444    1,406

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,976)
    -646   -1,250        8   -1,309     -634   -1,947   -1,876      -29     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     72.7      1.5     73.1     21.1     98.5     95.3      1.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      18       13        6       22       15       42       32                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       45,157
COMMITMENTS
  27,233    7,170        0   16,393   37,276   43,626   44,446    1,531      711

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      4,602)
     672      741        0    3,850    3,913    4,522    4,654       80      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     15.9      0.0     36.3     82.5     96.6     98.4      3.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       10        0        8        9       20       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,412
COMMITMENTS
  31,432   63,766    2,420   65,672   27,077   99,524   93,263   26,888   33,149

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -7,276)
  -7,103   -4,994     -438     -970     -855   -8,511   -6,287    1,235     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     50.4      1.9     52.0     21.4     78.7     73.8     21.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       30       12       22       21       50       57                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,768
COMMITMENTS
  13,107   23,235      239   26,120    3,962   39,466   27,436    7,302   19,332

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      7,758)
   7,413    3,716       75      772      231    8,260    4,022     -502    3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     49.7      0.5     55.9      8.5     84.4     58.7     15.6     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       17        5        9        6       23       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      205,663
COMMITMENTS
  86,813   99,488      944  109,004  102,197  196,761  202,629    8,902    3,034

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      6,564)
   5,834    8,821      -32      443   -2,660    6,245    6,129      319      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     48.4      0.5     53.0     49.7     95.7     98.5      4.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      73       33        7       17       28       94       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      244,188
COMMITMENTS
  31,871  137,772    3,361  183,232   70,802  218,464  211,935   25,724   32,253

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      2,414)
   1,130    7,358   -4,061    4,449   -1,109    1,518    2,188      896      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     56.4      1.4     75.0     29.0     89.5     86.8     10.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      25       46       17       30       44       64       98                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      198,381
COMMITMENTS
  43,316   78,080    2,883  125,340   79,941  171,539  160,904   26,842   37,477

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      4,013)
   2,003   -9,033     -197     -728   14,079    1,078    4,849    2,935     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     39.4      1.5     63.2     40.3     86.5     81.1     13.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      34       39       12       29       34       72       76                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      420,332
COMMITMENTS
 173,594  192,550    8,449  179,203  163,127  361,246  364,126   59,086   56,206

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     22,738)
  18,126   25,677   -1,089    5,514   -3,465   22,551   21,123      187    1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     45.8      2.0     42.6     38.8     85.9     86.6     14.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      76       82       33       62       62      149      166                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,716
COMMITMENTS
  15,789    4,690      300    5,570   24,590   21,659   29,580   12,057    4,136

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -351)
      57     -480      -60     -529      425     -532     -115      181     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     13.9      0.9     16.5     72.9     64.2     87.7     35.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        7        8       16       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,607
COMMITMENTS
  17,923    3,664      120    6,843   22,104   24,886   25,888    1,721      719

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -771)
    -995      180      -13      393   -1,021     -615     -854     -156       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     13.8      0.5     25.7     83.1     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        9        1        2        6       18       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,375
COMMITMENTS
  19,008   34,161      360   20,290    4,320   39,658   38,841    3,717    4,534

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      2,471)
   1,999    2,428        6      376     -182    2,381    2,252       90      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     78.8      0.8     46.8     10.0     91.4     89.5      8.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       24        3       11        9       35       35                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       23,769
COMMITMENTS
   5,055    1,599    3,170   14,619   18,139   22,844   22,908      925      861

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        -46)
     -98      280     -143      319       -4       78      133     -124     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      6.7     13.3     61.5     76.3     96.1     96.4      3.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        5        1        8        5       17       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,362,312
COMMITMENTS
 462,705  3674491  2398351  9892624  6111203 12753680 12184045  608,632  1178267

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    516,577)
  23,634  106,075  192,907  318,837  233,746  535,378  532,728  -18,801  -16,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     27.5     17.9     74.0     45.7     95.4     91.2      4.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      35      117      118      111      139      235      299                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      631,099
COMMITMENTS
 119,186   90,423   21,774  411,503  445,153  552,463  557,350   78,636   73,749

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      5,211)
   1,235    3,996    5,341      372     -877    6,948    8,460   -1,738   -3,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     14.3      3.5     65.2     70.5     87.5     88.3     12.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     122      139       75      224      242      386      416                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       53,898
COMMITMENTS
  10,047    5,480      212   17,692   31,875   27,951   37,567   25,947   16,331

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,337)
    -581    2,234      212    1,470   -3,206    1,101     -760   -2,438     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     10.2      0.4     32.8     59.1     51.9     69.7     48.1     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        7        1       17       17       23       24                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,886,007
COMMITMENTS
 559,605  438,624   93,901  1969055  2066390  2622561  2598915  263,446  287,092

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     32,738)
  21,464   21,193   13,261   -5,488   11,647   29,237   46,101    3,501  -13,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     15.2      3.3     68.2     71.6     90.9     90.1      9.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     121      138       74      219      238      378      412                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,102
COMMITMENTS
  23,769    3,703      178   61,695   90,170   85,642   94,051   12,460    4,051

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      4,379)
     667      996     -654    3,509    3,656    3,522    3,998      857      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      3.8      0.2     62.9     91.9     87.3     95.9     12.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15        6        3       46       33       61       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,774
COMMITMENTS
  27,066    7,517      534   16,014   35,455   43,614   43,505    6,160    6,269

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,347)
     765       22     -360      838    1,672    1,243    1,334      104       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     15.1      1.1     32.2     71.2     87.6     87.4     12.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       53       18       59       77      142      141                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      248,870
COMMITMENTS
 135,331   37,583    2,669   80,068  177,274  218,068  217,526   30,802   31,344

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      6,733)
   3,823      109   -1,798    4,190    8,358    6,215    6,669      518       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     15.1      1.1     32.2     71.2     87.6     87.4     12.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       53       18       59       77      142      141                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      123,144
COMMITMENTS
  76,747   31,596    1,745   16,850   65,296   95,342   98,637   27,802   24,507

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -14,028)
 -13,468   -9,026       75     -232   -7,046  -13,625  -15,997     -403    1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     25.7      1.4     13.7     53.0     77.4     80.1     22.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      33       24       12       19       21       57       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,877
COMMITMENTS
  17,749   13,456       13   14,203   22,126   31,965   35,595    8,912    5,282

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,019)
   1,281    3,501       13    1,331    2,103    2,625    5,617      394   -2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     32.9      0.0     34.7     54.1     78.2     87.1     21.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       11        1       16       10       34       22                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       72,136
COMMITMENTS
  30,191   14,574    1,658   30,165   20,293   62,014   36,525   10,122   35,611

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      8,398)
   5,119    3,920      175    4,031      468    9,325    4,563     -927    3,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     20.2      2.3     41.8     28.1     86.0     50.6     14.0     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      31       14        6       27       18       60       36                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,072
COMMITMENTS
   8,025    6,144        1    6,108    8,587   14,134   14,732      938      340

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -499)
    -386     -585        1     -292        0     -677     -584      178       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     40.8      0.0     40.5     57.0     93.8     97.7      6.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        1        8        2       15        7                  



Updated April 14, 2017