MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE                                            Code-037642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    22,120:     3,560      5,464        640     17,540     15,636     21,740     21,740:       380        380
Old  :    22,120:     3,560      5,464        640     17,540     15,636     21,740     21,740:       380        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       412:       520        340       -120         12        192        412        412:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.7        2.9       79.3       70.7       98.3       98.3:       1.7        1.7
Old  :     100.0:      16.1       24.7        2.9       79.3       70.7       98.3       98.3:       1.7        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          5          3          6          8         12         16:
Old  :        22:         4          5          3          6          8         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.4       55.6       96.1       86.9       84.0       53.9       85.6       78.1
Old  :                 85.4       55.6       96.1       86.9       84.0       53.9       85.6       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     7,095:     1,854      1,561      1,023      3,325      3,564      6,202      6,148:       893        948
Old  :     7,095:     1,854      1,561      1,023      3,325      3,564      6,202      6,148:       893        948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       333:       176       -125        119          4        302        299        296:        34         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       22.0       14.4       46.9       50.2       87.4       86.6:      12.6       13.4
Old  :     100.0:      26.1       22.0       14.4       46.9       50.2       87.4       86.6:      12.6       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4         11          8         18         20         29         32:
Old  :        38:         4         11          8         18         20         29         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       29.7       64.7       45.7       44.3       28.9       57.2       41.9
Old  :                 45.8       29.7       64.7       45.7       44.3       28.9       57.2       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    61,038:    24,545      3,464     18,721     13,075     23,551     56,342     45,736:     4,696     15,302
Old  :    61,038:    24,545      3,464     18,721     13,075     23,551     56,342     45,736:     4,696     15,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     3,502:     1,265        618      1,272        629      1,069      3,165      2,959:       337        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        5.7       30.7       21.4       38.6       92.3       74.9:       7.7       25.1
Old  :     100.0:      40.2        5.7       30.7       21.4       38.6       92.3       74.9:       7.7       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        25         21         33         28         32         67         72:
Old  :        83:        25         21         33         28         32         67         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       23.6       53.1       35.7       35.3       22.0       45.0       28.0
Old  :                 36.3       23.6       53.1       35.7       35.3       22.0       45.0       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    13,095:     1,230        795      3,211      7,564      8,403     12,005     12,409:     1,090        686
Old  :    13,095:     1,230        795      3,211      7,564      8,403     12,005     12,409:     1,090        686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       537:        31         77         -8        524        416        547        484:       -10         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        6.1       24.5       57.8       64.2       91.7       94.8:       8.3        5.2
Old  :     100.0:       9.4        6.1       24.5       57.8       64.2       91.7       94.8:       8.3        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         9          8         11         26         22         41         35:
Old  :        45:         9          8         11         26         22         41         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       35.9       50.3       57.8       24.3       21.2       34.1       35.8
Old  :                 31.1       35.9       50.3       57.8       24.3       21.2       34.1       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   266,963:    73,725     26,521     79,300     88,019    121,729    241,044    227,549:    25,918     39,413
Old  :   243,870:    66,912     29,587     70,292     83,472    107,622    220,675    207,501:    23,194     36,369
Other:    23,093:    12,605      2,726      3,216      4,548     14,107     20,369     20,049:     2,724      3,044
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,236:    -1,418        192      2,759         10       -386      1,351      2,564:      -116     -1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        9.9       29.7       33.0       45.6       90.3       85.2:       9.7       14.8
Old  :     100.0:      27.4       12.1       28.8       34.2       44.1       90.5       85.1:       9.5       14.9
Other:     100.0:      54.6       11.8       13.9       19.7       61.1       88.2       86.8:      11.8       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       105         67        122         79         83        245        225:
Old  :       283:       105         72        117         79         83        240        223:
Other:        97:        31         13         24         30         41         72         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       20.3       23.8       28.6       14.1       18.8       22.9       26.4
Old  :                 13.6       20.4       23.6       28.0       13.6       19.1       22.8       25.9
Other:                 43.4       36.2       55.8       51.5       43.4       33.1       53.5       47.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   408,376:   136,557     16,601    111,009    124,786    216,596    372,352    344,206:    36,024     64,170
Old  :   408,376:   136,557     16,601    111,009    124,786    216,596    372,352    344,206:    36,024     64,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    13,072:     5,119     -1,309      7,698       -919      5,248     11,898     11,637:     1,174      1,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        4.1       27.2       30.6       53.0       91.2       84.3:       8.8       15.7
Old  :     100.0:      33.4        4.1       27.2       30.6       53.0       91.2       84.3:       8.8       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       163         75        165        141        169        382        354:
Old  :       454:       163         75        165        141        169        382        354:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       17.5       20.0       24.4       11.1       16.9       19.3       22.3
Old  :                 11.3       17.5       20.0       24.4       11.1       16.9       19.3       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     5,218:     2,704      1,178        642        482      2,356      3,828      4,175:     1,390      1,042
Old  :     5,218:     2,704      1,178        642        482      2,356      3,828      4,175:     1,390      1,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :      -737:      -653         17         48        -14       -516       -619       -451:      -118       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       22.6       12.3        9.2       45.1       73.4       80.0:      26.6       20.0
Old  :     100.0:      51.8       22.6       12.3        9.2       45.1       73.4       80.0:      26.6       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        25         11         12         15         18         50         34:
Old  :        59:        25         11         12         15         18         50         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       31.9       39.7       50.9       28.4       31.5       37.2       48.9
Old  :                 28.9       31.9       39.7       50.9       28.4       31.5       37.2       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    60,038:    20,417      7,197     16,582     15,325     14,777     52,324     38,556:     7,714     21,482
Old  :    60,038:    20,417      7,197     16,582     15,325     14,777     52,324     38,556:     7,714     21,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       327:     1,549     -1,707      1,137     -1,640        533      1,046        -37:      -719        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       12.0       27.6       25.5       24.6       87.2       64.2:      12.8       35.8
Old  :     100.0:      34.0       12.0       27.6       25.5       24.6       87.2       64.2:      12.8       35.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        65         56         66         62         81        169        171:
Old  :       229:        65         56         66         62         81        169        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2        8.6       32.6       15.8       19.0        5.9       27.6        9.8
Old  :                 21.2        8.6       32.6       15.8       19.0        5.9       27.6        9.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     6,834:       452      5,581        336      4,705        527      5,494      6,445:     1,340        389
Old  :     6,834:       452      5,581        336      4,705        527      5,494      6,445:     1,340        389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :        46:        18        176         -6        -42       -131        -31         39:        76          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       81.7        4.9       68.9        7.7       80.4       94.3:      19.6        5.7
Old  :     100.0:       6.6       81.7        4.9       68.9        7.7       80.4       94.3:      19.6        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          4          7         11          4         19         14:
Old  :        22:         7          4          7         11          4         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       81.7       67.0       91.3       52.1       81.7       66.7       85.6
Old  :                 52.1       81.7       67.0       91.3       52.1       81.7       66.7       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    42,398:     1,617     22,202      8,509     31,680      9,405     41,806     40,116:       592      2,282
Old  :    42,398:     1,617     22,202      8,509     31,680      9,405     41,806     40,116:       592      2,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     2,147:       112        782        510      1,547        496      2,170      1,788:       -23        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       52.4       20.1       74.7       22.2       98.6       94.6:       1.4        5.4
Old  :     100.0:       3.8       52.4       20.1       74.7       22.2       98.6       94.6:       1.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         6         25         16         29         24         50         50:
Old  :        68:         6         25         16         29         24         50         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       47.6       65.8       64.2       46.2       47.2       62.6       57.8
Old  :                 46.2       47.6       65.8       64.2       46.2       47.2       62.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    33,946:    18,169        750        101     13,733     32,274     32,003     33,125:     1,943        821
Old  :    33,946:    18,169        750        101     13,733     32,274     32,003     33,125:     1,943        821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,219:       534       -163         77      2,610      3,456      3,221      3,370:    -2,002     -2,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5        2.2        0.3       40.5       95.1       94.3       97.6:       5.7        2.4
Old  :     100.0:      53.5        2.2        0.3       40.5       95.1       94.3       97.6:       5.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          5          1          8          9         20         15:
Old  :        31:        12          5          1          8          9         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.2       81.8       84.2       94.2       65.2       68.0       71.4       77.4
Old  :                 73.2       81.8       84.2       94.2       65.2       68.0       71.4       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   192,867:    74,087     52,215      8,128     82,589     96,305    164,804    156,649:    28,063     36,218
Old  :   192,867:    74,087     52,215      8,128     82,589     96,305    164,804    156,649:    28,063     36,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    31,164:     8,665     16,578     -4,318     30,737     14,815     35,084     27,075:    -3,920      4,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       27.1        4.2       42.8       49.9       85.4       81.2:      14.6       18.8
Old  :     100.0:      38.4       27.1        4.2       42.8       49.9       85.4       81.2:      14.6       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        30         32         19         26         34         63         79:
Old  :       105:        30         32         19         26         34         63         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       33.8       52.6       42.8       29.0       18.8       36.6       26.7
Old  :                 33.7       33.8       52.6       42.8       29.0       18.8       36.6       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    47,358:    12,845     21,895      1,143     26,448      4,754     40,436     27,793:     6,922     19,566
Old  :    47,358:    12,845     21,895      1,143     26,448      4,754     40,436     27,793:     6,922     19,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -10,967:       251       -805       -418    -10,285     -9,036    -10,452    -10,259:      -515       -708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       46.2        2.4       55.8       10.0       85.4       58.7:      14.6       41.3
Old  :     100.0:      27.1       46.2        2.4       55.8       10.0       85.4       58.7:      14.6       41.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         18          8         10          7         26         27:
Old  :        42:        10         18          8         10          7         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       25.8       67.9       37.7       49.9       25.7       66.6       37.6
Old  :                 49.9       25.8       67.9       37.7       49.9       25.7       66.6       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   170,437:    51,402     56,777      1,024    111,054    109,008    163,481    166,809:     6,956      3,628
Old  :   170,437:    51,402     56,777      1,024    111,054    109,008    163,481    166,809:     6,956      3,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -39,584:    12,546    -24,768    -10,962    -40,146     -2,799    -38,562    -38,530:    -1,022     -1,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       33.3        0.6       65.2       64.0       95.9       97.9:       4.1        2.1
Old  :     100.0:      30.2       33.3        0.6       65.2       64.0       95.9       97.9:       4.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        56         43         10         18         27         80         74:
Old  :       135:        56         43         10         18         27         80         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       46.1       74.2       63.6       57.4       46.1       74.2       63.6
Old  :                 57.4       46.1       74.2       63.6       57.4       46.1       74.2       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   292,671:    40,770    147,463     20,671    202,702     81,377    264,142    249,512:    28,529     43,160
Old  :   292,671:    40,770    147,463     20,671    202,702     81,377    264,142    249,512:    28,529     43,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :      -401:   -19,432      7,627       -639     22,198     -8,726      2,126     -1,738:    -2,527      1,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       50.4        7.1       69.3       27.8       90.3       85.3:       9.7       14.7
Old  :     100.0:      13.9       50.4        7.1       69.3       27.8       90.3       85.3:       9.7       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        27         51         22         27         42         66        103:
Old  :       126:        27         51         22         27         42         66        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       30.5       66.2       41.4       57.5       29.8       62.9       40.2
Old  :                 59.8       30.5       66.2       41.4       57.5       29.8       62.9       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   236,325:    32,890    106,153     18,016    167,647     65,385    218,553    189,554:    17,771     46,771
Old  :   236,325:    32,890    106,153     18,016    167,647     65,385    218,553    189,554:    17,771     46,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -14,020:    -3,888     12,001     -3,068     -7,213    -21,776    -14,169    -12,842:       150     -1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       44.9        7.6       70.9       27.7       92.5       80.2:       7.5       19.8
Old  :     100.0:      13.9       44.9        7.6       70.9       27.7       92.5       80.2:       7.5       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        27         52         25         31         38         74         99:
Old  :       128:        27         52         25         31         38         74         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       31.8       59.6       42.2       46.8       30.9       55.6       39.1
Old  :                 48.5       31.8       59.6       42.2       46.8       30.9       55.6       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   439,166:   148,509    187,216     35,289    193,900    158,348    377,697    380,853:    61,469     58,313
Old  :   439,166:   148,509    187,216     35,289    193,900    158,348    377,697    380,853:    61,469     58,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -52,599:    11,151     -8,908        520    -64,451    -33,116    -52,780    -41,504:       181    -11,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       42.6        8.0       44.2       36.1       86.0       86.7:      14.0       13.3
Old  :     100.0:      33.8       42.6        8.0       44.2       36.1       86.0       86.7:      14.0       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        75         87         52         63         65        162        180:
Old  :       246:        75         87         52         63         65        162        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       24.2       39.9       35.3       30.3       23.8       39.4       34.2
Old  :                 30.6       24.2       39.9       35.3       30.3       23.8       39.4       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    33,794:    15,555      5,323        382      5,919     23,787     21,856     29,492:    11,938      4,302
Old  :    33,794:    15,555      5,323        382      5,919     23,787     21,856     29,492:    11,938      4,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -3,909:     1,353      2,034         97       -546        875        904      3,006:    -4,813     -6,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       15.8        1.1       17.5       70.4       64.7       87.3:      35.3       12.7
Old  :     100.0:      46.0       15.8        1.1       17.5       70.4       64.7       87.3:      35.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          5          2          8          8         17         14:
Old  :        24:         8          5          2          8          8         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       76.8       53.1       84.6       41.9       76.8       52.2       83.9
Old  :                 42.5       76.8       53.1       84.6       41.9       76.8       52.2       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    28,865:    19,629      3,784        231      6,968     24,178     26,828     28,193:     2,037        672
Old  :    28,865:    19,629      3,784        231      6,968     24,178     26,828     28,193:     2,037        672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -2,378:    -2,631       -540        211        148     -2,013     -2,272     -2,342:      -106        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       13.1        0.8       24.1       83.8       92.9       97.7:       7.1        2.3
Old  :     100.0:      68.0       13.1        0.8       24.1       83.8       92.9       97.7:       7.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        14         11          2          4          6         19         18:
Old  :        32:        14         11          2          4          6         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.0       82.2       85.9       90.3       77.0       80.4       85.1       88.4
Old  :                 77.0       82.2       85.9       90.3       77.0       80.4       85.1       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    34,986:    19,509     25,114         60     11,330      5,927     30,899     31,101:     4,087      3,885
Old  :    34,986:    19,509     25,114         60     11,330      5,927     30,899     31,101:     4,087      3,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -16,419:    -7,698     -6,518     -1,164     -5,805     -8,956    -14,667    -16,638:    -1,752        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       71.8        0.2       32.4       16.9       88.3       88.9:      11.7       11.1
Old  :     100.0:      55.8       71.8        0.2       32.4       16.9       88.3       88.9:      11.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        20         23          3         10          9         31         34:
Old  :        59:        20         23          3         10          9         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       57.0       54.3       69.0       33.0       57.0       53.5       66.7
Old  :                 33.0       57.0       54.3       69.0       33.0       57.0       53.5       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    26,628:     5,656      1,487      4,418     15,304     19,763     25,378     25,668:     1,250        960
Old  :    26,628:     5,656      1,487      4,418     15,304     19,763     25,378     25,668:     1,250        960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -2,188:    -2,798        225     -1,353      1,927     -1,210     -2,224     -2,338:        36        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        5.6       16.6       57.5       74.2       95.3       96.4:       4.7        3.6
Old  :     100.0:      21.2        5.6       16.6       57.5       74.2       95.3       96.4:       4.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          4          2          7          5         18         11:
Old  :        24:        11          4          2          7          5         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       87.9       87.0       95.5       40.5       54.0       48.4       56.2
Old  :                 78.1       87.9       87.0       95.5       40.5       54.0       48.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :23,108,576:   617,120  2,924,316 10,810,095 11,067,305  8,083,210 22,494,521 21,817,621:   614,055  1,290,955
Old  :23,108,576:   617,120  2,924,316 10,810,095 11,067,305  8,083,210 22,494,521 21,817,621:   614,055  1,290,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :-2,193,856:   -24,483    -69,042 -1,091,751 -1,029,303   -939,448 -2,145,536 -2,100,241:   -48,320    -93,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       12.7       46.8       47.9       35.0       97.3       94.4:       2.7        5.6
Old  :     100.0:       2.7       12.7       46.8       47.9       35.0       97.3       94.4:       2.7        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        49        122        138        122        142        268        317:
Old  :       326:        49        122        138        122        142        268        317:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       18.7       43.4       31.7       20.0        6.9       24.3        9.5
Old  :                 27.7       18.7       43.4       31.7       20.0        6.9       24.3        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,062,228:   115,515     96,917    204,514    633,258    658,683    953,286    960,114:   108,942    102,115
Old  : 1,062,228:   115,515     96,917    204,514    633,258    658,683    953,286    960,114:   108,942    102,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    73,275:      -321     -2,870     18,886     54,692     64,564     73,257     80,580:        18     -7,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        9.1       19.3       59.6       62.0       89.7       90.4:      10.3        9.6
Old  :     100.0:      10.9        9.1       19.3       59.6       62.0       89.7       90.4:      10.3        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       690:       170        174        195        261        273        528        548:
Old  :       690:       170        174        195        261        273        528        548:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       13.6       23.5       24.0        7.2        8.8       12.7       12.8
Old  :                 13.4       13.6       23.5       24.0        7.2        8.8       12.7       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   197,116:    15,775     28,799     48,984     93,379     89,114    158,138    166,898:    38,978     30,218
Old  :   197,116:    15,775     28,799     48,984     93,379     89,114    158,138    166,898:    38,978     30,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     3,576:      -262      1,429      2,949     -2,101      3,027        587      7,405:     2,989     -3,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       14.6       24.9       47.4       45.2       80.2       84.7:      19.8       15.3
Old  :     100.0:       8.0       14.6       24.9       47.4       45.2       80.2       84.7:      19.8       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        18          6         20         35         33         60         53:
Old  :        66:        18          6         20         35         33         60         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       38.3       44.9       49.7       17.4       23.4       22.7       31.4
Old  :                 32.0       38.3       44.9       49.7       17.4       23.4       22.7       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 4,325,563:   647,907    489,795    628,440  2,699,396  2,847,844  3,975,744  3,966,079:   349,819    359,484
Old  : 4,325,563:   647,907    489,795    628,440  2,699,396  2,847,844  3,975,744  3,966,079:   349,819    359,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   348,497:    32,179     10,981     47,209    283,964    307,687    363,352    365,877:   -14,855    -17,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       11.3       14.5       62.4       65.8       91.9       91.7:       8.1        8.3
Old  :     100.0:      15.0       11.3       14.5       62.4       65.8       91.9       91.7:       8.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       674:       161        173        187        254        269        510        536:
Old  :       674:       161        173        187        254        269        510        536:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       14.1       22.1       23.1        8.1       10.4       14.6       15.1
Old  :                 13.8       14.1       22.1       23.1        8.1       10.4       14.6       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   102,751:    21,525      3,078      1,146     66,195     95,391     88,866     99,615:    13,885      3,136
Old  :   102,751:    21,525      3,078      1,146     66,195     95,391     88,866     99,615:    13,885      3,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     7,065:       233       -253       -946      6,910      8,508      6,197      7,309:       868       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        3.0        1.1       64.4       92.8       86.5       96.9:      13.5        3.1
Old  :     100.0:      20.9        3.0        1.1       64.4       92.8       86.5       96.9:      13.5        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        13          5          6         49         35         65         44:
Old  :        82:        13          5          6         49         35         65         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       42.4       50.4       63.3       37.0       40.6       47.6       60.0
Old  :                 38.9       42.4       50.4       63.3       37.0       40.6       47.6       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    64,265:    24,139      9,703      2,955     29,363     44,115     56,457     56,774:     7,808      7,491
Old  :    64,265:    24,139      9,703      2,955     29,363     44,115     56,457     56,774:     7,808      7,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    14,265:       -94        109        254     12,664     12,841     12,825     13,204:     1,440      1,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       15.1        4.6       45.7       68.6       87.9       88.3:      12.1       11.7
Old  :     100.0:      37.6       15.1        4.6       45.7       68.6       87.9       88.3:      12.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        76         54         35         74         85        166        158:
Old  :       246:        76         54         35         74         85        166        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       31.1       37.6       42.1       17.9       18.6       24.8       27.2
Old  :                 25.9       31.1       37.6       42.1       17.9       18.6       24.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   321,324:   120,694     48,517     14,776    146,815    220,575    282,285    283,868:    39,039     37,456
Old  :   321,324:   120,694     48,517     14,776    146,815    220,575    282,285    283,868:    39,039     37,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    71,324:      -469        544      1,272     63,322     64,203     64,125     66,019:     7,198      5,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       15.1        4.6       45.7       68.6       87.9       88.3:      12.1       11.7
Old  :     100.0:      37.6       15.1        4.6       45.7       68.6       87.9       88.3:      12.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        76         54         35         74         85        166        158:
Old  :       246:        76         54         35         74         85        166        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       31.1       37.6       42.1       17.9       18.6       24.8       27.2
Old  :                 25.9       31.1       37.6       42.1       17.9       18.6       24.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   131,161:    73,272     29,088     10,867     19,930     66,110    104,069    106,065:    27,091     25,096
Old  :   131,161:    73,272     29,088     10,867     19,930     66,110    104,069    106,065:    27,091     25,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -37,379:   -12,571     -4,463     -5,556    -15,986    -26,637    -34,113    -36,656:    -3,265       -723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.9       22.2        8.3       15.2       50.4       79.3       80.9:      20.7       19.1
Old  :     100.0:      55.9       22.2        8.3       15.2       50.4       79.3       80.9:      20.7       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        35         25         19         23         24         69         57:
Old  :        91:        35         25         19         23         24         69         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       35.2       42.1       48.9       29.4       34.2       41.9       45.6
Old  :                 29.4       35.2       42.1       48.9       29.4       34.2       41.9       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    33,999:    12,624      6,868          0     13,033     18,179     25,657     25,047:     8,342      8,952
Old  :    33,999:    12,624      6,868          0     13,033     18,179     25,657     25,047:     8,342      8,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -16,130:       364      1,239     -4,896    -10,191     -8,247    -14,723    -11,904:    -1,407     -4,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       20.2        0.0       38.3       53.5       75.5       73.7:      24.5       26.3
Old  :     100.0:      37.1       20.2        0.0       38.3       53.5       75.5       73.7:      24.5       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        18          7          0         15          9         33         16:
Old  :        47:        18          7          0         15          9         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       55.5       48.5       67.8       37.1       55.5       48.5       67.8
Old  :                 37.1       55.5       48.5       67.8       37.1       55.5       48.5       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    55,786:    19,711      6,240      1,075     23,921     11,897     44,707     19,212:    11,079     36,574
Old  :    55,786:    19,711      6,240      1,075     23,921     11,897     44,707     19,212:    11,079     36,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :   -23,946:     1,969    -21,851     -3,117    -11,678     -7,891    -12,826    -32,859:   -11,120      8,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       11.2        1.9       42.9       21.3       80.1       34.4:      19.9       65.6
Old  :     100.0:      35.3       11.2        1.9       42.9       21.3       80.1       34.4:      19.9       65.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        21          9          4         25         19         48         30:
Old  :        67:        21          9          4         25         19         48         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       12.8       41.1       19.7       26.6       11.7       41.1       17.5
Old  :                 26.6       12.8       41.1       19.7       26.6       11.7       41.1       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 17, 2017