MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       24,432
COMMITMENTS
   3,580    6,868      600   20,052   16,784   24,232   24,252      200      180

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,160)
       0      760     -120    1,160      400    1,040    1,040      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     28.1      2.5     82.1     68.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        8        4        8        8       14       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,173
COMMITMENTS
     315    1,189      463    4,458    3,574    5,236    5,226      937      947

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        239)
  -1,359        8       31    1,518      155      190      194       49       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     19.3      7.5     72.2     57.9     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9        8       19       21       29       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,937
COMMITMENTS
  23,601   10,537    1,459    8,311   17,139   33,371   29,135    2,566    6,802

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        723)
     463      522       83      394      166      940      771     -217      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7     29.3      4.1     23.1     47.7     92.9     81.1      7.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      15       30       23       17       27       47       65                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,479
COMMITMENTS
   1,246      920      664    4,833    5,284    6,743    6,868      736      611

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         -4)
    -168       51       29       72      -76      -67        4       63       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     12.3      8.9     64.6     70.7     90.2     91.8      9.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10        7        8       24       20       37       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      205,451
COMMITMENTS
  70,780   42,246   34,700   81,950   95,316  187,430  172,262   18,021   33,189

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:    -11,835)
  -4,934      755   -2,826     -171   -8,252   -7,931  -10,323   -3,904   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     20.6     16.9     39.9     46.4     91.2     83.8      8.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      94       73      106       64       68      218      205                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      388,405
COMMITMENTS
 158,463   46,448   69,489  127,038  215,406  354,990  331,343   33,415   57,062

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     20,638)
  12,480    3,641    2,072    3,937   12,042   18,489   17,755    2,149    2,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     12.0     17.9     32.7     55.5     91.4     85.3      8.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     144       99      140      119      171      345      353                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,374
COMMITMENTS
   2,713    1,326      598      652    2,262    3,963    4,186    1,411    1,188

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        337)
     166       49       96       71       37      333      182        4      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     24.7     11.1     12.1     42.1     73.7     77.9     26.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      26       12        9       12       21       45       39                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,771
COMMITMENTS
  26,409   11,037    9,142   15,817   17,540   51,368   37,719    6,403   20,052

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,583)
   3,196      149     -293     -121    2,270    2,782    2,126     -199      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     19.1     15.8     27.4     30.4     88.9     65.3     11.1     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      67       63       66       47       83      166      173                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,707
COMMITMENTS
     555    5,918      117    4,625      408    5,297    6,443    1,410      264

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        130)
      -1       88       16        6       48       21      152      109      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     88.2      1.7     69.0      6.1     79.0     96.1     21.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        3       10        3       17       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,475
COMMITMENTS
   7,965   22,617      343   22,728    6,977   31,036   29,937      439    1,538

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        736)
     -21      491       31      709      162      719      684       17       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     71.9      1.1     72.2     22.2     98.6     95.1      1.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       10        5       23       20       41       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,405
COMMITMENTS
  20,805    1,429        0    7,215   27,201   28,020   28,630    1,385      775

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,142)
   1,005      272        0       79      835    1,084    1,107       58       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8      4.9      0.0     24.5     92.5     95.3     97.4      4.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        7        0        7        9       18       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,699
COMMITMENTS
  30,419   58,636    3,045   63,563   27,122   97,027   88,803   24,672   32,896

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,576)
     126    3,940     -595    3,135     -842    2,666    2,503      -90       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     48.2      2.5     52.2     22.3     79.7     73.0     20.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       30       15       22       22       55       62                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,124
COMMITMENTS
   6,886   23,278      509   24,109    4,306   31,504   28,093   10,620   14,031

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -489)
  -2,203    2,210     -657     -513    1,041   -3,373    2,594    2,884   -3,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     55.3      1.2     57.2     10.2     74.8     66.7     25.2     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       18        5       10        6       20       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      191,438
COMMITMENTS
  72,728   77,465    1,285  108,002  109,813  182,015  188,563    9,423    2,875

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     14,674)
  14,998   16,454      -53   -1,413     -390   13,532   16,011    1,142   -1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     40.5      0.7     56.4     57.4     95.1     98.5      4.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      65       35        7       13       30       82       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      246,985
COMMITMENTS
  35,055  139,130    7,391  178,810   67,604  221,256  214,125   25,729   32,860

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -5,495)
   2,469   -1,300      276   -8,226      439   -5,481     -585      -14   -4,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     56.3      3.0     72.4     27.4     89.6     86.7     10.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      21       46       19       28       39       61       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      197,542
COMMITMENTS
  42,886   96,067    2,878  128,200   57,371  173,964  156,316   23,578   41,226

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      5,916)
   7,847   -5,959      225   -6,959   11,687    1,113    5,953    4,803      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     48.6      1.5     64.9     29.0     88.1     79.1     11.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      38       39       12       28       34       70       81                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      408,853
COMMITMENTS
 163,648  171,571    9,239  177,046  171,114  349,933  351,924   58,920   56,929

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,136)
   4,058   -7,681     -837      472   10,634    3,693    2,116   -1,557       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     42.0      2.3     43.3     41.9     85.6     86.1     14.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      80       75       37       61       62      154      161                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,416
COMMITMENTS
  16,860    5,658      346    6,237   24,879   23,443   30,883   11,973    4,533

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        691)
     557       88       32      237    1,044      826    1,164     -135     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     16.0      1.0     17.6     70.2     66.2     87.2     33.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        2        8        9       17       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,988
COMMITMENTS
  18,832    2,367      378    7,474   25,224   26,684   27,969    2,304    1,019

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        767)
    -187     -744       77      509    1,090      399      423      368      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0      8.2      1.3     25.8     87.0     92.1     96.5      7.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        7        1        4        6       18       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,949
COMMITMENTS
  16,216   28,845      454   18,032    4,663   34,702   33,962    3,247    3,987

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         51)
    -383     -364      219       90      221      -74       76      125      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     76.0      1.2     47.5     12.3     91.4     89.5      8.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22       27        6       12        9       36       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       27,047
COMMITMENTS
   5,832    2,116    4,487   15,573   19,425   25,892   26,028    1,155    1,019

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         30)
      -6      390       23       84     -540      101     -127      -71      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      7.8     16.6     57.6     71.8     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        6        2        7        6       18       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,448,958
COMMITMENTS
 417,957  3473838  2008244  9406050  5763296 11832251 11245378  616,707  1203580

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:    -43,551)
  21,379   68,178  -76,364   19,928   -4,844  -35,057  -13,030   -8,494  -30,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     27.9     16.1     75.6     46.3     95.0     90.3      5.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      27      122      113      108      129      229      286                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      634,041
COMMITMENTS
 127,545   83,021   20,603  406,277  459,010  554,426  562,634   79,615   71,407

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     11,256)
  11,042   -5,710    2,597   -5,448   15,688    8,191   12,575    3,066   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     13.1      3.2     64.1     72.4     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     126      138       76      223      246      384      426                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       57,078
COMMITMENTS
  16,146    3,776        0   14,049   38,130   30,195   41,906   26,883   15,172

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      7,887)
   2,163     -264        0      944    8,662    3,107    8,398    4,780     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      6.6      0.0     24.6     66.8     52.9     73.4     47.1     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        8        0       14       21       21       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,884,815
COMMITMENTS
 578,858  418,086   81,155  1961142  2104401  2621155  2603642  263,660  281,173

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     16,847)
  55,116  -16,508    2,263  -31,961   35,128   25,418   20,883   -8,571   -4,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     14.5      2.8     68.0     72.9     90.9     90.3      9.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     126      135       72      218      240      376      416                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,721
COMMITMENTS
  23,306    2,435      222   54,742   84,274   78,270   86,931   12,451    3,790

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -1,730)
     750     -269   -1,311   -1,366      -85   -1,927   -1,665      197      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      2.7      0.2     60.3     92.9     86.3     95.8     13.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14        3        3       46       33       60       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,894
COMMITMENTS
  25,538    8,479      374   15,668   33,197   41,580   42,050    6,313    5,843

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        166)
   1,704     -128   -1,022     -359      912      323     -238     -157      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     17.7      0.8     32.7     69.3     86.8     87.8     13.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      75       51       17       55       76      137      137                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      239,468
COMMITMENTS
 127,692   42,397    1,871   78,338  165,983  207,901  210,251   31,567   29,217

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        832)
   8,522     -641   -5,110   -1,796    4,562    1,616   -1,189     -784    2,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     17.7      0.8     32.7     69.3     86.8     87.8     13.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      75       51       17       55       76      137      137                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,422
COMMITMENTS
  90,838   37,700    1,763   12,750   70,972  105,351  110,435   29,071   23,987

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        418)
   5,441   -2,742   -1,726     -158    2,381    3,557   -2,087   -3,139    2,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     28.0      1.3      9.5     52.8     78.4     82.2     21.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       26       10       17       21       58       52                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,387
COMMITMENTS
  14,161    8,334        0   12,467   18,770   26,628   27,104    8,759    8,283

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,041)
   3,137    1,275        0     -529      586    2,608    1,861     -567      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     23.6      0.0     35.2     53.0     75.2     76.6     24.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       11        0       14       10       27       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,830
COMMITMENTS
  21,461    8,838    1,502   25,048   20,004   48,011   30,344   10,819   28,486

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,920)
  -2,019    1,650      305    3,129    1,561    1,415    3,516      505   -1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     15.0      2.6     42.6     34.0     81.6     51.6     18.4     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27        8        5       27       21       56       32                  

Updated June 6, 2017