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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        3        7        8       14       16                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,308
COMMITMENTS
   1,417    1,528      297    2,794    2,619    4,508    4,444      800      864

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        194)
      33     -182      115      112      184      260      117      -66       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     28.8      5.6     52.6     49.3     84.9     83.7     15.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        9        9       17       18       29       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,429
COMMITMENTS
  20,833    5,850    1,406    7,436   17,694   29,675   24,950    2,754    7,479

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,504)
   1,586     -434      284     -231    1,015    1,639      865     -135      639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     18.0      4.3     22.9     54.6     91.5     76.9      8.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       22       22       14       25       47       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,490
COMMITMENTS
   1,165      876    1,165    4,650    4,909    6,980    6,950      510      540

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        139)
     232      189     -214       91      135      109      110       30       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     11.7     15.6     62.1     65.5     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        6       11       20       17       34       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,629
COMMITMENTS
  82,996   41,711   36,974   85,620  115,959  205,590  194,644   24,039   34,985

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -7,837)
  -6,963   -6,560      250      381   -2,127   -6,332   -8,437   -1,505      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     18.2     16.1     37.3     50.5     89.5     84.8     10.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      99       70       99       65       81      222      213                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,967
COMMITMENTS
 128,504   40,135   48,956  121,894  186,335  299,354  275,426   27,613   51,541

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -547)
  -1,417    1,232      852      424   -3,550     -141   -1,466     -406      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     12.3     15.0     37.3     57.0     91.6     84.2      8.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     133       85      117       99      145      294      306                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,256
COMMITMENTS
   2,701    1,469      375      509    2,365    3,585    4,209    1,671    1,047

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        191)
     439       97       86     -257       77      268      260      -77      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     27.9      7.1      9.7     45.0     68.2     80.1     31.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       13        7       16       24       46       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,956
COMMITMENTS
  19,844   12,468    9,891   14,033   12,536   43,768   34,895    7,188   16,061

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -256)
    -205     -383     -667      477      811     -395     -239      139      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     24.5     19.4     27.5     24.6     85.9     68.5     14.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      46       56       53       55       70      140      153                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,887
COMMITMENTS
     216    4,811      157    4,309      451    4,682    5,419    1,205      468

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        323)
     -64      279        3      328       15      267      297       56       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     81.7      2.7     73.2      7.7     79.5     92.1     20.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        3       10        4       15       11                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       25,660
COMMITMENTS
   6,630   18,464      179   18,196    6,219   25,005   24,862      655      798

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,515)
     125    1,569       32    1,382     -105    1,539    1,496      -24       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     72.0      0.7     70.9     24.2     97.4     96.9      2.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        6        5       21       15       38       26                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,979
COMMITMENTS
  19,175    1,515        0    8,925   27,514   28,100   29,029    1,879      950

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        0        7        9       19       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,522
COMMITMENTS
  58,780   34,196    1,478   38,291   70,811   98,549  106,485   32,973   25,037

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      6,466)
   5,628      384     -106      356    4,683    5,878    4,961      588    1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     26.0      1.1     29.1     53.8     74.9     81.0     25.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       21        9       23       27       59       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,398
COMMITMENTS
   6,945   15,881      573   32,972   14,634   40,490   31,088    7,908   17,310

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        916)
     337   -2,211       99      112    1,346      548     -766      368    1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     32.8      1.2     68.1     30.2     83.7     64.2     16.3     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       16        9       12        9       26       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      193,415
COMMITMENTS
  35,125   91,606   13,033  138,447   83,138  186,605  187,777    6,810    5,638

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      3,387)
   4,854    1,122    3,061   -5,101      -74    2,814    4,109      573     -722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     47.4      6.7     71.6     43.0     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      54       52       13       19       26       82       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      213,713
COMMITMENTS
  38,253  104,605    4,573  144,966   70,114  187,792  179,292   25,921   34,421

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,669)
    -786       38      574    1,392      167    1,180      779      489      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     48.9      2.1     67.8     32.8     87.9     83.9     12.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      23       50       21       25       44       63      101                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      205,223
COMMITMENTS
  29,954   80,116    2,446  155,538   81,397  187,938  163,959   17,285   41,264

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        946)
   2,253    1,131     -649      -19    1,346    1,585    1,828     -639     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     39.0      1.2     75.8     39.7     91.6     79.9      8.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      28       44       12       31       35       65       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      417,129
COMMITMENTS
 130,981  189,232   10,493  220,218  155,969  361,692  355,694   55,437   61,435

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     10,779)
   5,648   17,135        8    3,448   -3,362    9,104   13,781    1,675   -3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     45.4      2.5     52.8     37.4     86.7     85.3     13.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      74       88       38       59       61      147      174                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,147
COMMITMENTS
  13,103    2,358      279    6,056   21,946   19,438   24,583    9,709    4,564

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        3        1        7        7       20       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,440,977
COMMITMENTS
 464,527  3051633  2332535  9066288  5856032 11863350 11240200  577,627  1200777

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    371,930)
  -5,467  144,076  105,360  263,949   87,431  363,842  336,867    8,088   35,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     24.5     18.7     72.9     47.1     95.4     90.3      4.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      36      103      108      118      136      233      284                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      693,015
COMMITMENTS
 102,160   93,720   35,416  476,981  482,236  614,557  611,372   78,457   81,643

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     17,725)
   2,000    6,404   11,038    7,350    4,237   20,388   21,679   -2,663   -3,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     13.5      5.1     68.8     69.6     88.7     88.2     11.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     124      152       76      234      235      397      425                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       81,724
COMMITMENTS
   9,923    7,638    5,175   40,158   49,674   55,256   62,487   26,468   19,237

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     10,081)
   5,199    4,203    3,586      681    6,489    9,466   14,278      615   -4,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.3      6.3     49.1     60.8     67.6     76.5     32.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13        3        4       24       26       38       33                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,056,454
COMMITMENTS
 508,312  477,537  104,078  2184117  2162810  2796507  2744425  259,947  312,029

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     38,219)
  21,373   48,371     -108   33,346  -11,260   54,611   37,003  -16,392    1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     15.6      3.4     71.5     70.8     91.5     89.8      8.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     120      151       70      227      224      382      410                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,472
COMMITMENTS
  23,041    4,193    1,404   61,143   88,457   85,588   94,054   11,884    3,418

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16        7        3       48       37       65       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,915
COMMITMENTS
  24,753    8,878      759   15,484   30,669   40,996   40,306    5,920    6,610

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,145)
     707    2,768       71      197   -1,886      974      952      171      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     18.9      1.6     33.0     65.4     87.4     85.9     12.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      75       58       17       65       72      148      139                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      234,577
COMMITMENTS
 123,764   44,388    3,794   77,420  153,346  204,978  201,528   29,599   33,049

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      5,725)
   3,534   13,839      353      983   -9,432    4,870    4,760      855      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     18.9      1.6     33.0     65.4     87.4     85.9     12.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      75       58       17       65       72      148      139                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,436
COMMITMENTS
  88,768   55,246    1,714   16,605   58,241  107,087  115,201   30,349   22,235

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      9,567)
   9,455      151      -20       69    9,198    9,504    9,329       63      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     40.2      1.2     12.1     42.4     77.9     83.8     22.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      39       25        9       19       21       63       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,672
COMMITMENTS
   9,479    5,247        7   12,610   19,144   22,096   24,398    9,576    7,274

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

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

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

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

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

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



Updated February 24, 2017