MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       17,796
COMMITMENTS
   2,360    3,960      520   14,756   13,156   17,636   17,636      160      160

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        -80)
       0      200     -120       40     -160      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     22.3      2.9     82.9     73.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1       10        2        6        8        9       19                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,914
COMMITMENTS
     749    1,534    1,882    7,069    6,369    9,701    9,785    1,213    1,128

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        139)
     -40     -245      251      -93       81      117       86       22       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     14.1     17.2     64.8     58.4     88.9     89.7     11.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       10       10       22       20       32       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,857
COMMITMENTS
  13,359    6,280   14,321   15,837   15,472   43,516   36,073    4,341   11,784

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,009)
     175      641      568       59      327      801    1,536      208     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     13.1     29.9     33.1     32.3     90.9     75.4      9.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       22       24       33       28       68       61                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,394
COMMITMENTS
     872      576    2,754    8,005    8,032   11,631   11,362      764    1,033

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,149)
      20       27      430      662      684    1,112    1,142       37        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      4.6     22.2     64.6     64.8     93.8     91.7      6.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       10       11       26       21       39       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,333
COMMITMENTS
  66,467   42,834   78,579  104,078  110,458  249,124  231,871   22,209   39,462

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -18,863)
  -1,743    3,136  -13,553   -1,980   -5,755  -17,277  -16,171   -1,587   -2,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     15.8     29.0     38.4     40.7     91.8     85.5      8.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     104       78      125       87       96      258      250                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      427,145
COMMITMENTS
 154,513   31,000   95,889  146,355  240,572  396,757  367,460   30,388   59,684

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     10,188)
  10,156    2,502    2,637   -3,076    3,348    9,716    8,487      472    1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2      7.3     22.4     34.3     56.3     92.9     86.0      7.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     154       90      149      137      174      369      347                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,238
COMMITMENTS
   3,909    1,419    1,239    1,177    4,156    6,326    6,814    1,912    1,424

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -117)
     -97     -119      -64      -29        4     -190     -179       73       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     17.2     15.0     14.3     50.5     76.8     82.7     23.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35       11       11       20       25       61       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       67,879
COMMITMENTS
  24,993    9,811   18,668   14,930   17,437   58,590   45,916    9,289   21,963

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      2,323)
     883      477    1,302     -532     -529    1,654    1,251      669    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8     14.5     27.5     22.0     25.7     86.3     67.6     13.7     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      70       51       83       63       81      185      184                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,597
COMMITMENTS
     333    2,957      332    2,780      890    3,445    4,180    1,152      418

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -213)
     -21        5      -38     -153     -152     -211     -185       -1      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     64.3      7.2     60.5     19.4     74.9     90.9     25.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        7        5       13        6       21       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       44,108
COMMITMENTS
   2,275   11,687    7,971   32,715   19,264   42,961   38,922    1,146    5,186

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -235)
      61      -33      -80     -183       70     -203      -44      -33     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     26.5     18.1     74.2     43.7     97.4     88.2      2.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       20       15       28       34       50       61                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       49,016
COMMITMENTS
  17,568      142       11   29,842   47,940   47,421   48,093    1,595      923

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -406)
    -808     -444       11      442        5     -355     -428      -51       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8      0.3      0.0     60.9     97.8     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      16        1        1        6        7       22        9                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      164,753
COMMITMENTS
  49,890   25,520   15,401   59,242  103,852  124,533  144,773   40,220   19,981

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -10,303)
 -11,492   -3,298      147     -849   -6,821  -12,195   -9,972    1,892     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     15.5      9.3     36.0     63.0     75.6     87.9     24.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      32       21       21       29       26       73       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,611
COMMITMENTS
  17,063   32,851    1,233   37,746   22,287   56,042   56,371   13,570   13,240

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -5,490)
    -700   -4,837      143   -4,277   -1,060   -4,834   -5,754     -656      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     47.2      1.8     54.2     32.0     80.5     81.0     19.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       15        3       11       13       23       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      197,048
COMMITMENTS
 127,065   32,215      787   62,212  159,892  190,064  192,894    6,983    4,153

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          4)
   4,303    6,239      -14   -4,792   -6,155     -503       70      507      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.5     16.3      0.4     31.6     81.1     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      64       43        4       13       21       79       66                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      244,990
COMMITMENTS
  57,986   47,875   36,486  111,959  135,836  206,431  220,197   38,559   24,793

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        168)
  -8,389       70    3,490    5,187   -4,834      288   -1,274     -120    1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     19.5     14.9     45.7     55.4     84.3     89.9     15.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      41       26       28       32       42       87       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      314,102
COMMITMENTS
  46,908  153,793   29,848  198,232  101,936  274,988  285,576   39,115   28,526

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     15,066)
   2,477   -4,544    5,426    4,510   14,059   12,413   14,941    2,653      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     49.0      9.5     63.1     32.5     87.5     90.9     12.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      40       35       31       41       38       97       88                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      661,807
COMMITMENTS
 228,853   99,496   59,768  279,114  449,264  567,735  608,529   94,072   53,279

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      9,086)
  -2,817   -1,845    2,064    5,546   -1,339    4,792   -1,121    4,294   10,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     15.0      9.0     42.2     67.9     85.8     91.9     14.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     120       56       72       80       69      218      180                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,425
COMMITMENTS
  12,559    6,648       48    8,037   24,548   20,644   31,244   14,781    4,181

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:         -4)
     699     -294       -2     -301      300      396        4     -400       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     18.8      0.1     22.7     69.3     58.3     88.2     41.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        6        3        9        9       20       16                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,257
COMMITMENTS
  12,636    4,928      741    5,315   16,149   18,692   21,818    7,565    4,439

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        -72)
   1,616   -1,805      358   -1,837    1,034      137     -413     -209      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     18.8      2.8     20.2     61.5     71.2     83.1     28.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        5        8        7       17       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       35,697
COMMITMENTS
  17,871   15,453      122   15,923   19,378   33,916   34,953    1,781      744

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      8,126)
     204    8,114       -9    7,564       73    7,759    8,178      367      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     43.3      0.3     44.6     54.3     95.0     97.9      5.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        6        4        5        5       21       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       54,483
COMMITMENTS
  29,422   28,478      319   19,901   21,246   49,642   50,043    4,841    4,440

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        744)
     774    2,050       86     -275   -1,636      585      500      159      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     52.3      0.6     36.5     39.0     91.1     91.9      8.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      39       19        5       10       13       51       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,661
COMMITMENTS
  10,022    1,978    2,911      203    8,975   13,136   13,864    1,525      797

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        309)
    -363     -294      666        0       74      303      446        6     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.4     13.5     19.9      1.4     61.2     89.6     94.6     10.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        6        2        1        6       14       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   32,602,658
COMMITMENTS
 769,074  3458937 16711215 14306335 10769524 31786624 30939677  816,034  1662981

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:  1,887,548)
 -96,555  -86,986  1250086  537,434  520,708  1690965  1683808  196,583  203,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     10.6     51.3     43.9     33.0     97.5     94.9      2.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      66      116      151      118      129      277      317                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      982,534
COMMITMENTS
 109,339   98,073  169,512  603,086  622,128  881,937  889,713  100,597   92,821

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:   -101,039)
  -7,677    2,624  -64,676  -17,548  -30,871  -89,902  -92,923  -11,138   -8,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     10.0     17.3     61.4     63.3     89.8     90.6     10.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      650)
     170      137      175      253      267      499      504                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      124,370
COMMITMENTS
   4,943   15,371   25,061   68,889   55,544   98,893   95,976   25,476   28,393

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -26,682)
  -1,388   -2,266  -13,858  -11,016   -2,234  -26,262  -18,358     -419   -8,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     12.4     20.2     55.4     44.7     79.5     77.2     20.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10       14       21       31       33       54       56                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:       22,637
COMMITMENTS
       0    1,523        0   21,015   20,445   21,015   21,968    1,622      669

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -1,820)
    -226      -97        0   -1,612   -1,857   -1,838   -1,954       18      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.0     92.8     90.3     92.8     97.0      7.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0        9       12        9       14                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:       14,388
COMMITMENTS
   2,017        0        0   10,046   13,786   12,063   13,786    2,325      602

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        254)
     250        0        0       13      244      263      244       -9       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      0.0      0.0     69.8     95.8     83.8     95.8     16.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       11        9       15        9                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,290,823
COMMITMENTS
 575,575  467,105  668,658  2670987  2832920  3915220  3968682  375,603  322,140

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:   -371,789)
 -43,001   12,897 -242,535  -32,661 -143,186 -318,197 -372,824  -53,592    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     10.9     15.6     62.2     66.0     91.2     92.5      8.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      640)
     166      135      170      248      265      488      496                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:       29,745
COMMITMENTS
  13,236        0        0   13,375   29,285   26,611   29,285    3,134      460

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        298)
   1,183        0        0     -619      220      564      220     -266       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.5      0.0      0.0     45.0     98.5     89.5     98.5     10.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        0        0        9       12       19       12                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:       14,032
COMMITMENTS
   2,557    1,126        0   10,046   12,266   12,603   13,392    1,429      640

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      8.0      0.0     71.6     87.4     89.8     95.4     10.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0        9       11       12       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:       24,420
COMMITMENTS
       0    1,742        0   23,636   21,584   23,636   23,326      784    1,094

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -2,151)
       0     -300        0      -74   -2,098      -74   -2,398   -2,077      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      0.0     96.8     88.4     96.8     95.5      3.2      4.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       75,510
COMMITMENTS
  13,817    2,502      661   49,960   68,088   64,438   71,251   11,072    4,259

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -925)
  -1,589      720      209    1,177   -2,254     -203   -1,325     -722      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      3.3      0.9     66.2     90.2     85.3     94.4     14.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        5        4       46       30       57       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,961
COMMITMENTS
  12,843   14,364    2,483   28,271   25,516   43,597   42,363    6,364    7,598

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -845)
  -1,159   -1,484     -951    1,296      214     -814   -2,221      -32    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     28.8      5.0     56.6     51.1     87.3     84.8     12.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      64       65       30       78       81      155      163                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      249,805
COMMITMENTS
  64,216   71,820   12,414  141,354  127,579  217,985  211,813   31,820   37,992

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -4,227)
  -5,797   -7,422   -4,753    6,480    1,068   -4,069  -11,107     -159    6,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     28.8      5.0     56.6     51.1     87.3     84.8     12.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      64       65       30       78       81      155      163                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,963
COMMITMENTS
  48,292   35,379   15,224   42,694   60,849  106,210  111,451   30,753   25,512

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -3,729)
  -2,193   -4,681     -920     -410      260   -3,523   -5,342     -206    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     25.8     11.1     31.2     44.4     77.5     81.4     22.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      31       20       22       29       25       69       58                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      536,699
COMMITMENTS
 103,223  111,566   13,461  403,038  396,352  519,722  521,379   16,977   15,319

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -16,984)
  -5,602   -5,794   -3,223   -8,152   -8,553  -16,977  -17,570       -7      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     20.8      2.5     75.1     73.9     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      53       51       26      112      110      176      176                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       13,303
COMMITMENTS
   2,650      206        0    9,360   12,310   12,010   12,516    1,293      787

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      1.5      0.0     70.4     92.5     90.3     94.1      9.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        0        8        7       12        8                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,484
COMMITMENTS
  25,295   18,159       12   23,117   35,066   48,424   53,237    8,060    3,247

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,747)
   2,610      426      -61     -877    1,382    1,672    1,747       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     32.1      0.0     40.9     62.1     85.7     94.3     14.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        7        1       18        9       38       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       85,171
COMMITMENTS
  27,101   13,649    1,896   46,473   30,856   75,470   46,401    9,701   38,770

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      3,025)
   1,206    1,696     -265    2,901      675    3,842    2,106     -817      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     16.0      2.2     54.6     36.2     88.6     54.5     11.4     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       13        5       32       26       63       41                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18          |
--------------------------------------------------------------| 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:      105,341
COMMITMENTS
  23,373    2,940   24,066   57,647   78,114  105,086  105,120      255      221

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      2,837)
   2,277        0      188      357    2,629    2,822    2,817       15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      2.8     22.8     54.7     74.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        1        1       15       16       25       18                  



Updated February 23, 2018