MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       24,356
COMMITMENTS
   2,420    5,504      680   20,376   17,732   23,476   23,916      880      440

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        404)
    -120     -672      320      444      996      644      644     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     22.6      2.8     83.7     72.8     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        3        7        8       14       16                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,291
COMMITMENTS
   1,846    1,957      935    3,574    3,430    6,355    6,323      936      968

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        260)
      78     -140      119       94      203      291      182      -31       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     26.8     12.8     49.0     47.0     87.2     86.7     12.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       10       10       18       18       30       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,444
COMMITMENTS
  21,741    3,358   16,076   13,612   23,346   51,429   42,780    5,015   13,665

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      2,985)
   1,548     -851    1,530       85    1,101    3,163    1,780     -178    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      5.9     28.5     24.1     41.4     91.1     75.8      8.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      25       23       33       30       30       71       70                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,006
COMMITMENTS
   1,092    1,026    3,084    6,935    7,259   11,111   11,369      895      637

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        745)
     120      195       71      480      433      670      699       75       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      8.5     25.7     57.8     60.5     92.5     94.7      7.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9       12       24       22       39       36                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,661
COMMITMENTS
  82,861   20,630   76,123   91,391  140,468  250,376  237,220   27,285   40,440

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -31,301)
  -1,585      202  -27,220     -646   -4,362  -29,451  -31,380   -1,850       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8      7.4     27.4     32.9     50.6     90.2     85.4      9.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     114       64      120       87       89      265      228                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      381,025
COMMITMENTS
 128,317   18,378   92,984  128,477  206,373  349,777  317,734   31,247   63,291

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        817)
  -1,588      318    2,275      504   -2,687    1,191      -94     -373      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7      4.8     24.4     33.7     54.2     91.8     83.4      8.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     148       81      150      135      155      363      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,671
COMMITMENTS
   2,703    1,180      730      531    2,637    3,965    4,548    1,707    1,123

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        193)
     437       77      103     -270       75      270      255      -76      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7     20.8     12.9      9.4     46.5     69.9     80.2     30.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      25       12       11       20       26       54       43                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,827
COMMITMENTS
  19,956    8,673   17,009   14,709   13,672   51,674   39,354    8,153   20,473

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -479)
    -161     -285     -810      454      815     -517     -280       38     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     14.5     28.4     24.6     22.9     86.4     65.8     13.6     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      54       60       73       71       82      175      178                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,205
COMMITMENTS
     232    4,853      258    4,448      549    4,938    5,660    1,267      544

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        337)
     -53      271        2      327       33      276      306       61       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     78.2      4.2     71.7      8.9     79.6     91.2     20.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        5       11        4       17       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,199
COMMITMENTS
   1,331   19,309    6,632   26,447    7,961   34,411   33,902      789    1,297

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      2,226)
    -126    1,739      347    2,030       75    2,252    2,162      -26       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     54.9     18.8     75.1     22.6     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       9       16       12       26       19       44       38                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,979
COMMITMENTS
  19,175    1,515        0    8,925   27,514   28,100   29,029    1,879      950

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -438)
    -464       78        0        1     -593     -463     -515       25       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0      5.1      0.0     29.8     91.8     93.7     96.8      6.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        0        7        9       19       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,445
COMMITMENTS
  58,884   33,411    7,439   48,419   82,129  114,742  122,979   34,703   26,466

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      5,470)
   5,752     -153      -14     -831    4,337    4,907    4,170      563    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     22.4      5.0     32.4     55.0     76.8     82.3     23.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      33       22       18       25       27       67       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,791
COMMITMENTS
   6,948   15,791    1,183   34,567   16,418   42,698   33,391    8,093   17,400

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,218)
     439   -2,257      101      277    1,684      817     -472      401    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     31.1      2.3     68.1     32.3     84.1     65.7     15.9     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       16       11       12       10       27       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      194,808
COMMITMENTS
  35,234   91,477   13,444  139,137   84,036  187,815  188,957    6,993    5,851

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      3,432)
   4,871    1,178    2,991   -5,030      -50    2,832    4,119      601     -686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     47.0      6.9     71.4     43.1     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      54       53       14       21       27       85       86                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      245,226
COMMITMENTS
  38,724  102,719   19,631  159,035   85,971  217,390  208,321   27,836   36,905

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,435)
    -795      459     -295    2,306      351    1,216      515      219      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     41.9      8.0     64.9     35.1     88.6     85.0     11.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      28       49       31       29       46       76      107                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      258,046
COMMITMENTS
  28,781   75,438   27,007  182,920  111,641  238,709  214,086   19,338   43,961

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -1,890)
   1,651    1,258   -1,279   -1,395     -415   -1,023     -436     -868   -1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     29.2     10.5     70.9     43.3     92.5     83.0      7.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      31       43       22       34       39       75       94                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      502,900
COMMITMENTS
 132,216  183,011   48,382  261,110  204,418  441,707  435,811   61,193   67,089

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     16,355)
   4,953   16,556    2,554    7,161      134   14,669   19,244    1,687   -2,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     36.4      9.6     51.9     40.6     87.8     86.7     12.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      78       93       63       63       66      169      195                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,147
COMMITMENTS
  13,103    2,358      279    6,056   21,946   19,438   24,583    9,709    4,564

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        105)
       5       72        0      -30      211      -25      283      130     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0      8.1      1.0     20.8     75.3     66.7     84.3     33.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        3        6        8       15       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,953
COMMITMENTS
  27,381    2,908      594    7,794   33,831   35,769   37,333    2,184      620

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        819)
  -1,321      256      592    1,547       52      818      900        1      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.1      7.7      1.6     20.5     89.1     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13       11        2        4        6       18       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       55,082
COMMITMENTS
  35,252   32,094      227   14,632   19,503   50,111   51,824    4,971    3,258

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -1,232)
  -1,313   -1,595      -49      165      -22   -1,197   -1,666      -35      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0     58.3      0.4     26.6     35.4     91.0     94.1      9.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      34       20        4       14       10       50       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       30,041
COMMITMENTS
   7,415    1,262    6,785   14,302   21,455   28,502   29,502    1,539      539

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -1,461)
    -335     -650     -932     -377       21   -1,644   -1,561      183      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      4.2     22.6     47.6     71.4     94.9     98.2      5.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        3        1        7        7       20       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   23,676,194
COMMITMENTS
 675,713  2725550 11154194 11226008  8525835 23055915 22405578  620,279  1270616

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:  1,036,618)
  65,461  132,155  585,495  378,663  287,318  1029618  1004968    7,000   31,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     11.5     47.1     47.4     36.0     97.4     94.6      2.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      52      120      138      122      144      267      319                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      963,677
COMMITMENTS
 100,047  108,316  182,660  586,176  569,818  868,883  860,795   94,794  102,883

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -36,462)
  -1,427   -3,474   -5,537  -23,144  -19,218  -30,108  -28,229   -6,355   -8,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     11.2     19.0     60.8     59.1     90.2     89.3      9.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     163      177      174      250      256      504      518                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      209,678
COMMITMENTS
  11,489   26,205   61,033  103,394   93,542  175,915  180,780   33,763   28,898

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -33,307)
  -1,073   -5,738   -7,329  -22,191  -15,243  -30,593  -28,310   -2,714   -4,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     12.5     29.1     49.3     44.6     83.9     86.2     16.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       11       22       37       35       64       57                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,769,997
COMMITMENTS
 506,782  474,542  544,149  2413909  2381382  3464840  3400073  305,157  369,924

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -15,775)
   7,545   20,631     -351   -4,766  -19,875    2,428      406  -18,203  -16,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     12.6     14.4     64.0     63.2     91.9     90.2      8.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      660)
     157      171      162      244      249      484      499                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,472
COMMITMENTS
  23,041    4,193    1,404   61,143   88,457   85,588   94,054   11,884    3,418

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      2,743)
    -772    1,341      178    4,383    1,257    3,789    2,776   -1,046      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      4.3      1.4     62.7     90.8     87.8     96.5     12.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16        7        3       48       37       65       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,921
COMMITMENTS
  24,780    8,966    2,070   16,955   31,940   43,805   42,977    6,116    6,944

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,137)
     691    2,568      206      107   -1,810    1,004      964      133      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6     18.0      4.1     34.0     64.0     87.7     86.1     12.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      77       59       29       69       75      160      149                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      249,605
COMMITMENTS
 123,899   44,830   10,352   84,777  159,702  219,027  214,883   30,578   34,722

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      5,685)
   3,455   12,840    1,029      534   -9,050    5,018    4,819      667      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6     18.0      4.1     34.0     64.0     87.7     86.1     12.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      77       59       29       69       75      160      149                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      158,894
COMMITMENTS
  86,060   54,834   12,182   28,716   67,520  126,958  134,536   31,936   24,358

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     10,073)
   9,126      -19      842       83    9,008   10,051    9,831       21      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2     34.5      7.7     18.1     42.5     79.9     84.7     20.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      40       25       14       25       24       73       55                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,672
COMMITMENTS
   9,479    5,247        7   12,610   19,144   22,096   24,398    9,576    7,274

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -670)
    -886      465     -116       10      270     -992      619      322   -1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     16.6      0.0     39.8     60.4     69.8     77.0     30.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        7        1       15        9       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,155
COMMITMENTS
  13,143   18,322    2,322   32,062   19,315   47,527   39,959    9,628   17,196

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -4,367)
  -1,806   -4,810      209     -479     -519   -2,076   -5,120   -2,291      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     32.1      4.1     56.1     33.8     83.2     69.9     16.8     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       15        6       35       25       59       43                  



Updated February 24, 2017