MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       17,398
COMMITMENTS
   2,320    4,480      360   14,598   12,438   17,278   17,278      120      120

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        900)
    -240      240        0    1,140      660      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     25.8      2.1     83.9     71.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       10        1        5        8        7       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,552
COMMITMENTS
     549    1,447      288    5,758    4,834    6,595    6,569      957      983

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        270)
      42       56      -12      158      145      188      189       82       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     19.2      3.8     76.2     64.0     87.3     87.0     12.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       13        9       19       17       30       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,322
COMMITMENTS
  11,509    8,568      736    9,014    9,897   21,259   19,201    2,063    4,121

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        805)
     714       21       79      -19      659      774      759       31       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3     36.7      3.2     38.7     42.4     91.2     82.3      8.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17       21       18       20       22       48       50                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,228
COMMITMENTS
     833    1,716      542    6,152    4,879    7,527    7,137      701    1,091

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        230)
      31      -45       58       83       77      172       90       58      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     20.9      6.6     74.8     59.3     91.5     86.7      8.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       11        8       20       18       30       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      234,265
COMMITMENTS
  66,836   58,481   53,180   94,519   85,778  214,535  197,439   19,730   36,826

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      3,759)
   2,738    3,781    3,619   -1,667   -4,001    4,690    3,399     -931      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     25.0     22.7     40.3     36.6     91.6     84.3      8.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      98      101      117       65       83      228      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      356,462
COMMITMENTS
 123,150   49,868   60,384  143,441  199,166  326,975  309,418   29,487   47,044

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -5,655)
  -9,317    5,561    4,010      -36  -12,464   -5,343   -2,893     -312   -2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     14.0     16.9     40.2     55.9     91.7     86.8      8.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     126      105      140      108      156      313      342                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,418
COMMITMENTS
   3,624    1,691      232    1,071    3,213    4,927    5,136    1,491    1,282

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        218)
     107      107       41      201      123      349      271     -131      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     26.3      3.6     16.7     50.1     76.8     80.0     23.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      28       14        6       12       19       46       36                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,567
COMMITMENTS
  18,890   14,815    8,979   14,849   12,136   42,718   35,930    9,849   16,637

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        642)
     282    1,935      207      277     -447      766    1,695     -124   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     28.2     17.1     28.2     23.1     81.3     68.4     18.7     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      55       62       68       45       66      147      164                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,604
COMMITMENTS
     120    2,841       28    2,411      532    2,559    3,401    1,045      203

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         55)
      -2       59       -4       55        0       49       55        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     78.8      0.8     66.9     14.8     71.0     94.4     29.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        3       12        4       17       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,687
COMMITMENTS
   1,915   14,059      414   23,847   10,850   26,176   25,323      511    1,364

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        525)
      25      290        2      450      204      477      496       48       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     52.7      1.6     89.4     40.7     98.1     94.9      1.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       17        9       20       26       37       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       28,873
COMMITMENTS
  18,823      256       48    8,079   27,690   26,950   27,994    1,923      879

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -18,524)
  -3,470        0       -8  -14,700  -18,256  -18,178  -18,264     -346     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2      0.9      0.2     28.0     95.9     93.3     97.0      6.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        2        1        4        5       18        8                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      180,240
COMMITMENTS
  78,744   54,184    6,263   64,019   85,763  149,026  146,210   31,214   34,030

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     25,762)
  18,825   13,685   -3,141   13,595   12,187   29,279   22,731   -3,517    3,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     30.1      3.5     35.5     47.6     82.7     81.1     17.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21       35       17       28       28       60       69                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,305
COMMITMENTS
  17,431   25,677      145   15,432    4,555   33,008   30,377   11,297   13,928

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -18,916)
     241    1,915   -2,673  -13,797  -17,453  -16,229  -18,211   -2,687     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     58.0      0.3     34.8     10.3     74.5     68.6     25.5     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       14        2       11        8       25       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      182,537
COMMITMENTS
 105,870   39,025    1,389   68,369  138,135  175,628  178,549    6,909    3,988

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -13,686)
  -8,107   11,988   -3,091   -1,633  -22,496  -12,831  -13,599     -855      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     21.4      0.8     37.5     75.7     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      79       34        7       12       24       93       63                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      159,183
COMMITMENTS
  71,425   47,618    2,024   50,409   88,059  123,858  137,701   35,325   21,482

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -46,968)
   4,235  -11,545   -4,261  -45,546  -29,429  -45,572  -45,235   -1,396   -1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     29.9      1.3     31.7     55.3     77.8     86.5     22.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      49       21       13       27       40       81       69                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      160,250
COMMITMENTS
  47,902   69,901    4,218   75,371   57,968  127,491  132,087   32,759   28,163

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:   -119,421)
   3,606  -53,934     -824 -118,250  -64,907 -115,468 -119,665   -3,953      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     43.6      2.6     47.0     36.2     79.6     82.4     20.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       29       16       37       31       82       70                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      496,964
COMMITMENTS
 219,434   86,695   11,439  183,424  351,964  414,297  450,098   82,667   46,866

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -87,795)
 -20,019   -6,378  -13,491  -37,305  -46,828  -70,815  -66,697  -16,980  -21,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     17.4      2.3     36.9     70.8     83.4     90.6     16.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
     115       49       45       74       62      201      146                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,511
COMMITMENTS
  10,589    5,649       26    9,019   25,594   19,634   31,269   14,877    3,242

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -5,184)
  -1,707   -2,972     -713     -429      119   -2,849   -3,566   -2,335   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     16.4      0.1     26.1     74.2     56.9     90.6     43.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        3        9        9       19       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,821
COMMITMENTS
   4,635   17,130      233   15,675    4,440   20,543   21,803    2,278    1,018

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        171)
     790      -33      233     -837     -174      186       26      -15      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     75.1      1.0     68.7     19.5     90.0     95.5     10.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        6        1        5        4       17       11                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,482
COMMITMENTS
  31,078   11,452      429    7,641   28,418   39,148   40,299    5,334    4,183

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -22,390)
  -3,611  -26,053      140  -18,389    3,614  -21,860  -22,299     -530      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9     25.7      1.0     17.2     63.9     88.0     90.6     12.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      42       22        6        9       10       53       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,272
COMMITMENTS
   9,331    1,983      482        0    8,032    9,813   10,497    1,459      775

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:       -400)
    -108      158      -10     -203     -468     -321     -320      -79      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.8     17.6      4.3      0.0     71.3     87.1     93.1     12.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        8        1        0        4        9       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,484,962
COMMITMENTS
 878,130  4823015  3396401 11626698  6941021 15901229 15160437  583,733  1324525

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,236,992)
-288,615 -320,150 -220,919 -668,153 -635,030 -1177687 -1176099  -59,305  -60,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     29.3     20.6     70.5     42.1     96.5     92.0      3.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      37      125      143      117      134      267      314                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      584,448
COMMITMENTS
  95,478   76,949   17,128  397,729  428,359  510,335  522,437   74,113   62,011

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:   -256,945)
 -15,766  -20,378  -24,497 -201,857 -189,074 -242,121 -233,949  -14,824  -22,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.2      2.9     68.1     73.3     87.3     89.4     12.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     132      110       69      220      235      382      384                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       32,950
COMMITMENTS
   4,317    2,447        0   13,475   14,386   17,792   16,833   15,158   16,117

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -55,749)
  -1,576  -13,950   -1,501  -47,913  -35,028  -50,990  -50,479   -4,759   -5,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      7.4      0.0     40.9     43.7     54.0     51.1     46.0     48.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       10        0       11       16       15       26                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       25,085
COMMITMENTS
       0    1,624        0   23,804   22,962   23,804   24,586    1,281      499

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -7,987)
       0        0        0   -7,916   -7,951   -7,916   -7,951      -71      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.0     94.9     91.5     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       11        9       13                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       11,184
COMMITMENTS
   1,822        0        0    7,560   10,685    9,382   10,685    1,802      499

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -4,448)
     372        0        0   -4,373   -4,388   -4,001   -4,388     -447      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      0.0     67.6     95.5     83.9     95.5     16.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       10       10       13       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,757,489
COMMITMENTS
 464,335  381,042   77,111  1921269  2069866  2462715  2528019  294,774  229,470

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,005,980)
-118,084  -79,271  -67,849 -769,720 -770,228 -955,653 -917,348  -50,327  -88,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     13.8      2.8     69.7     75.1     89.3     91.7     10.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
     132      109       64      216      231      375      377                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       28,224
COMMITMENTS
  14,270        0        0   11,161   27,763   25,431   27,763    2,793      461

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -5,755)
     849        0        0   -6,202   -5,411   -5,353   -5,411     -402     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6      0.0      0.0     39.5     98.4     90.1     98.4      9.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        0        0        7       11       17       11                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       10,650
COMMITMENTS
   2,494    1,108        0    6,757    9,127    9,251   10,235    1,399      415

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -7,893)
     -18        0        0   -7,706   -7,020   -7,724   -7,020     -169     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.4      0.0     63.4     85.7     86.9     96.1     13.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        8       11       11       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       21,193
COMMITMENTS
       0    1,785        0   20,239   18,629   20,239   20,414      954      779

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -10,892)
       0        0        0   -6,667  -10,680   -6,667  -10,680   -4,225     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.0     95.5     87.9     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       10       10       10       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,891
COMMITMENTS
  16,389    3,108      928   51,609   71,565   68,926   75,601   10,965    4,290

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -9,925)
     216     -619       54   -9,521   -9,089   -9,251   -9,654     -674     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      3.9      1.2     64.6     89.6     86.3     94.6     13.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        7        3       43       33       57       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,328
COMMITMENTS
  14,080   11,648    1,232   23,851   26,843   39,163   39,723    7,165    6,604

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -12,492)
     163    1,558     -431  -11,748  -13,143  -12,017  -12,016     -476     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     25.1      2.7     51.5     57.9     84.5     85.7     15.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      68       56       22       73       80      147      152                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      231,638
COMMITMENTS
  70,401   58,242    6,159  119,254  134,216  195,814  198,617   35,824   33,021

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -62,462)
     813    7,790   -2,154  -58,742  -65,716  -60,083  -60,080   -2,379   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     25.1      2.7     51.5     57.9     84.5     85.7     15.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      68       56       22       73       80      147      152                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       97,255
COMMITMENTS
  53,750   35,825    3,754   18,312   32,262   75,816   71,841   21,439   25,414

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -9,218)
  15,384   -3,320   -2,824  -15,758   -4,959   -3,198  -11,103   -6,020    1,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     36.8      3.9     18.8     33.2     78.0     73.9     22.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       27       12       23       16       58       50                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      480,634
COMMITMENTS
 126,311  102,245    8,601  326,241  355,625  461,153  466,471   19,481   14,163

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:   -117,135)
   6,232  -14,175  -12,302  -97,962  -76,230 -104,032 -102,707  -13,103  -14,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     21.3      1.8     67.9     74.0     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      66       49       21      107      102      181      164                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,789
COMMITMENTS
  17,776    7,803       12   22,416   35,582   40,204   43,397    6,585    3,392

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -1,889)
  -1,718   -3,189     -410      461    2,407   -1,667   -1,192     -222     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     16.7      0.0     47.9     76.0     85.9     92.8     14.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16        7        1       18       12       34       20                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,396
COMMITMENTS
  16,847    5,296    1,155   41,623   31,617   59,625   38,068    8,771   30,328

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      3,344)
      81   -1,645       93    3,426    3,883    3,600    2,331     -256    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      7.7      1.7     60.9     46.2     87.2     55.7     12.8     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       10        4       28       17       51       28                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      107,871
COMMITMENTS
  26,202    2,940   24,593   57,033   80,245  107,828  107,778       43       93

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        833)
     375        0       78      378      731      831      809        2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      2.7     22.8     52.9     74.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        1        2       14       16       26       19                  



Updated March 23, 2018