MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       16,210
COMMITMENTS
   2,320    4,360      360   13,410   11,370   16,090   16,090      120      120

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,786)
     -40      160     -160   -1,546   -1,746   -1,746   -1,746      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     26.9      2.2     82.7     70.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       10        1        6        8        8       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,834
COMMITMENTS
     665    1,224    1,697    6,353    5,757    8,715    8,678    1,120    1,156

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,393)
     -99     -314     -264     -967     -832   -1,330   -1,411      -63       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     12.4     17.3     64.6     58.5     88.6     88.2     11.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       10       11       21       18       32       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,826
COMMITMENTS
  11,701    5,234   12,885   14,137   14,410   38,723   32,528    4,104   10,299

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,020)
  -1,424     -580   -2,188   -2,038   -1,491   -5,650   -4,259     -370   -1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     12.2     30.1     33.0     33.6     90.4     76.0      9.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       15       24       34       29       65       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,622
COMMITMENTS
     901      453    2,876    8,057    8,137   11,833   11,466      788    1,156

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -403)
      57        7     -167     -218     -191     -328     -351      -75      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      3.6     22.8     63.8     64.5     93.8     90.8      6.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8       11       23       19       36       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,817
COMMITMENTS
  65,671   43,748   79,280  100,693  108,023  245,644  231,051   25,173   39,766

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,136)
    -683    2,309     -670   -4,079   -4,785   -5,432   -3,145    1,296     -990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     16.2     29.3     37.2     39.9     90.7     85.3      9.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     121       68      123       81       89      251      244                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      427,681
COMMITMENTS
 142,842   29,519  100,105  152,906  238,378  395,852  368,002   31,829   59,680

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,279)
 -10,823   -2,573    3,486    4,075   -3,132   -3,262   -2,219      983      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      6.9     23.4     35.8     55.7     92.6     86.0      7.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     148       91      155      140      175      371      356                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,053
COMMITMENTS
   3,593    1,265      632    1,045    3,684    5,270    5,580    1,783    1,473

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,151)
    -357      -76     -387     -413     -618   -1,157   -1,082        6      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9     17.9      9.0     14.8     52.2     74.7     79.1     25.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      29       10        8       16       21       50       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       67,597
COMMITMENTS
  20,795   10,445   18,695   18,226   17,262   57,716   46,401    9,882   21,196

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,092)
  -1,879      325     -320    1,514     -307     -685     -301     -406     -790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     15.5     27.7     27.0     25.5     85.4     68.6     14.6     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      66       56       76       71       80      184      180                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,176
COMMITMENTS
     233    2,747      310    2,560      729    3,102    3,785    1,074      391

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -645)
    -109     -369      -80     -425     -164     -614     -613      -31      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     65.8      7.4     61.3     17.4     74.3     90.6     25.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        7        5       13        6       20       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       39,521
COMMITMENTS
   1,827   10,835    7,232   29,501   16,947   38,560   35,014      961    4,507

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,128)
    -336   -1,470     -953   -3,625   -2,273   -4,914   -4,697     -214     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     27.4     18.3     74.6     42.9     97.6     88.6      2.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      15       17       16       29       35       53       59                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,805
COMMITMENTS
  19,576    1,663        0   18,070   37,080   37,646   38,743    2,159    1,062

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,168)
     985      152        0  -12,294  -11,168  -11,309  -11,016      141     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.2      4.2      0.0     45.4     93.2     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        6        0        5        8       20       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      165,654
COMMITMENTS
  53,825   30,364   22,957   53,822   81,476  130,605  134,797   35,050   30,857

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,105)
    -796      313    5,257   -1,767  -15,462    2,694   -9,893   -4,799    7,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     18.3     13.9     32.5     49.2     78.8     81.4     21.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       32       30       29       28       73       72                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,940
COMMITMENTS
  17,945   26,422    1,253   28,887   21,691   48,085   49,366   14,855   13,574

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,548)
   2,057   -5,465      -45  -10,027   -1,187   -8,015   -6,697    1,467      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     42.0      2.0     45.9     34.5     76.4     78.4     23.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       15        5       11       14       26       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      192,896
COMMITMENTS
 114,143   30,830      946   70,980  157,457  186,069  189,233    6,827    3,663

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,907)
  -6,001    3,233       47    8,921      397    2,967    3,677      -61     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.2     16.0      0.5     36.8     81.6     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      81       37        7       15       26       99       67                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      252,828
COMMITMENTS
  63,369   54,357   34,649  117,192  139,518  215,210  228,524   37,618   24,304

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        183)
    -353    6,146     -882    3,010   -2,358    1,775    2,905   -1,592   -2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     21.5     13.7     46.4     55.2     85.1     90.4     14.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      45       25       27       34       43       93       81                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      322,547
COMMITMENTS
  50,131  137,319   32,400  200,483  122,917  283,014  292,637   39,533   29,910

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     18,330)
   4,306   -5,182    4,100    6,873   17,648   15,279   16,566    3,051    1,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     42.6     10.0     62.2     38.1     87.7     90.7     12.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      39       39       31       40       38       95       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      654,353
COMMITMENTS
 219,694   93,128   62,135  278,885  443,738  560,713  599,001   93,640   55,352

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -12,253)
 -18,216   -4,931      240    6,795   -5,561  -11,181  -10,251   -1,073   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     14.2      9.5     42.6     67.8     85.7     91.5     14.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     118       60       69       82       70      221      178                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       36,085
COMMITMENTS
  12,399    7,817       46    8,455   24,472   20,900   32,335   15,185    3,750

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        917)
      70      874        1      490      178      561    1,053      356     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4     21.7      0.1     23.4     67.8     57.9     89.6     42.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        6        3        9        9       20       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,228
COMMITMENTS
   3,497   15,871      221   16,601    4,849   20,319   20,941    1,909    1,287

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -25,116)
 -15,957   -1,050      114   -9,386  -24,596  -25,229  -25,532      113      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     71.4      1.0     74.7     21.8     91.4     94.2      8.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        7        1        5        4       15       11                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       59,354
COMMITMENTS
  33,091   33,061      554   20,365   21,539   54,010   55,154    5,344    4,200

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        911)
     912     -109     -377     -174    1,297      361      811      550      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8     55.7      0.9     34.3     36.3     91.0     92.9      9.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      45       20        4       11       13       58       36                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,040
COMMITMENTS
   9,545    1,749    2,745      203    8,693   12,493   13,187    1,547      853

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -604)
    -269     -145     -216       -4     -179     -489     -540     -115      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.0     12.5     19.6      1.4     61.9     89.0     93.9     11.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        7        3        1        5       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   34,195,004
COMMITMENTS
 743,088  3598747 17692220 15114677 11432011 33549985 32722979  645,018  1472025

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:   -129,193)
 -24,966    2,866 -153,917  196,208  166,236   17,326   15,185 -146,519 -144,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     10.5     51.7     44.2     33.4     98.1     95.7      1.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      48      138      157      117      131      284      322                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      951,042
COMMITMENTS
 104,214   94,615  153,144  598,721  617,640  856,078  865,398   94,964   85,644

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -20,134)
  -6,259   -2,925   -5,077   -8,677   -8,806  -20,013  -16,808     -120   -3,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      9.9     16.1     63.0     64.9     90.0     91.0     10.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      647)
     167      134      171      263      267      505      498                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      115,125
COMMITMENTS
   4,487   18,741   18,308   69,227   50,121   92,022   87,169   23,103   27,955

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,972)
  -3,953    4,091   -4,651   -2,981  -12,065  -11,585  -12,624     -387      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     16.3     15.9     60.1     43.5     79.9     75.7     20.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      12       19       25       30       30       58       59                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| 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:       23,952
COMMITMENTS
       0    1,624        0   22,482   21,802   22,482   23,426    1,470      526

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        913)
       0        0        0    1,167      837    1,167      837     -254       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.8      0.0     93.9     91.0     93.9     97.8      6.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       10       15       10       17                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| 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:       13,959
COMMITMENTS
   1,700        0        0    9,959   13,395   11,659   13,395    2,300      564

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -403)
    -531        0        0      -82     -339     -613     -339      210      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.0      0.0     71.3     96.0     83.5     96.0     16.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       11       10       15       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,179,588
COMMITMENTS
 569,584  450,322  603,225  2647469  2837598  3820278  3891145  359,310  288,443

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -40,808)
 -13,147  -36,696     -515  -28,481   16,294  -42,143  -20,918    1,335  -19,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     10.8     14.4     63.3     67.9     91.4     93.1      8.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      631)
     162      127      160      258      265      488      484                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| 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:       29,880
COMMITMENTS
  13,688        0        0   13,590   29,620   27,278   29,620    2,602      260

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -715)
    -458     -509        0      -53     -209     -511     -718     -204        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8      0.0      0.0     45.5     99.1     91.3     99.1      8.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        0        0        8       11       18       11                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| 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:       15,663
COMMITMENTS
   2,494    1,108        0   11,727   14,040   14,221   15,148    1,442      515

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      1,560)
     -57      -18        0    1,679    1,686    1,622    1,668      -62     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      7.1      0.0     74.9     89.6     90.8     96.7      9.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       10       10       13       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       74,945
COMMITMENTS
  15,269    2,820      432   48,445   67,225   64,146   70,477   10,799    4,468

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        845)
   1,395      -60     -269      837      141    1,963     -188   -1,118    1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      3.8      0.6     64.6     89.7     85.6     94.0     14.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14        6        5       41       30       56       40                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,504
COMMITMENTS
  12,135   10,896    3,318   29,924   30,880   45,376   45,094    7,128    7,410

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,448)
      92     -443      293    1,549    2,978    1,935    2,828      513     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     20.8      6.3     57.0     58.8     86.4     85.9     13.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      60       63       31       80       87      154      167                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      262,519
COMMITMENTS
  60,673   54,479   16,590  149,619  154,400  226,881  225,468   35,638   37,051

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     12,240)
     460   -2,215    1,466    7,747   14,891    9,673   14,142    2,567   -1,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     20.8      6.3     57.0     58.8     86.4     85.9     13.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      60       63       31       80       87      154      167                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,831
COMMITMENTS
  48,425   43,077   20,733   39,142   46,082  108,300  109,893   27,531   25,938

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,745)
  -1,551    4,740    3,829   -3,829  -12,166   -1,550   -3,596   -3,195   -1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     31.7     15.3     28.8     33.9     79.7     80.9     20.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       26       26       27       25       68       64                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      526,453
COMMITMENTS
 105,811  110,986   14,298  388,518  386,153  508,627  511,438   17,826   15,015

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,748)
  -4,168   -3,113    3,097   -5,547   -6,082   -6,618   -6,098     -130     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     21.1      2.7     73.8     73.4     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      54       48       27      115      113      179      179                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       65,703
COMMITMENTS
  25,105   16,799    4,050   27,903   40,045   57,058   60,894    8,645    4,809

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      9,762)
    -540     -478    3,924    4,885    4,963    8,269    8,409    1,493    1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     25.6      6.2     42.5     60.9     86.8     92.7     13.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        6       11       19       11       47       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       90,073
COMMITMENTS
  24,398   14,418    6,048   45,003   43,709   75,449   64,175   14,624   25,898

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      7,519)
  -1,840    1,196    3,398    1,261   10,767    2,819   15,361    4,700   -7,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     16.0      6.7     50.0     48.5     83.8     71.2     16.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       21       16       31       30       63       57                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| 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:      107,809
COMMITMENTS
  25,380    2,940   24,754   57,635   80,094  107,769  107,788       40       21

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,070)
   1,991        0      290        4    1,980    2,285    2,270     -215     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      2.7     23.0     53.5     74.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        1        2       15       16       27       19                  



Updated March 9, 2018