MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:        7,901
COMMITMENTS
     596    1,639    1,055    5,227    4,186    6,879    6,880    1,022    1,021

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        270)
  -1,422       21       61    1,585      139      224      221       46       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     20.7     13.4     66.2     53.0     87.1     87.1     12.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       11        8       20       22       30       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       66,159
COMMITMENTS
  25,365    4,585   21,452   14,495   24,659   61,312   50,696    4,846   15,462

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,484)
     598      665      451      635      253    1,684    1,368     -200      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      6.9     32.4     21.9     37.3     92.7     76.6      7.3     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       24       34       31       34       69       79                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED 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:       13,236
COMMITMENTS
   1,127      933    3,195    7,780    8,362   12,102   12,490    1,134      746

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        103)
     -53       48        1       99       53       47      102       56        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      7.0     24.1     58.8     63.2     91.4     94.4      8.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        9       12       26       22       41       37                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      261,544
COMMITMENTS
  68,329   27,061   79,094   91,860  116,506  239,283  222,661   22,261   38,883

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -6,031)
  -5,931    2,108    1,488    1,506   -8,677   -2,937   -5,081   -3,094     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     10.3     30.2     35.1     44.5     91.5     85.1      8.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     103       74      119       84       76      250      220                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      462,310
COMMITMENTS
 160,969   18,731  131,011  133,133  242,311  425,113  392,053   37,197   70,257

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     26,598)
  14,346    3,380    6,819    3,429   12,785   24,593   22,984    2,005    3,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      4.1     28.3     28.8     52.4     92.0     84.8      8.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     170       90      167      150      185      401      376                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        5,688
COMMITMENTS
   2,726    1,212      825      693    2,433    4,244    4,470    1,444    1,218

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        349)
     179       38       98       76       60      353      196       -4      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.9     21.3     14.5     12.2     42.8     74.6     78.6     25.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      28       11       13       15       21       51       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       71,730
COMMITMENTS
  27,258    5,318   20,812   16,334   20,485   64,405   46,616    7,325   25,114

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      4,408)
   3,318     -563    1,310      -25    2,835    4,603    3,582     -195      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      7.4     29.0     22.8     28.6     89.8     65.0     10.2     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      75       67       78       63       99      194      199                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED 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:        7,201
COMMITMENTS
     544    5,907      340    4,800      623    5,685    6,871    1,516      330

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        101)
     -14       83       15       -2       12       -2      110      103       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     82.0      4.7     66.7      8.7     79.0     95.4     21.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        6       10        3       18       12                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       45,011
COMMITMENTS
   1,752   24,084    8,884   33,801    9,675   44,437   42,643      574    2,368

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,111)
      -1      724      135      963      146    1,098    1,005       14      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     53.5     19.7     75.1     21.5     98.7     94.7      1.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7       25       16       29       24       50       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      137,775
COMMITMENTS
  28,921   58,298    9,316   73,108   36,034  111,344  103,648   26,431   34,126

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,420)
    -382    3,476     -164    3,177     -784    2,631    2,528     -211     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     42.3      6.8     53.1     26.2     80.8     75.2     19.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       34       21       22       26       57       73                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       43,833
COMMITMENTS
   6,907   23,116    1,020   25,096    5,472   33,023   29,608   10,810   14,225

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -480)
  -2,180    2,132     -602     -587    1,057   -3,369    2,588    2,889   -3,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     52.7      2.3     57.3     12.5     75.3     67.5     24.7     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       17        7       10        7       22       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      192,121
COMMITMENTS
  72,840   77,511    1,451  108,292  110,205  182,582  189,166    9,539    2,955

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     14,722)
  14,931   16,346       35   -1,424     -346   13,543   16,035    1,179   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     40.3      0.8     56.4     57.4     95.0     98.5      5.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      66       34        9       14       31       85       69                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      282,707
COMMITMENTS
  32,137  140,539   24,970  197,501   81,755  254,609  247,264   28,098   35,443

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -6,654)
   1,787   -3,084      215   -9,211    1,513   -7,210   -1,356      556   -5,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     49.7      8.8     69.9     28.9     90.1     87.5      9.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      21       49       23       30       45       65      103                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      243,728
COMMITMENTS
  36,997   95,705   26,681  154,509   77,627  218,187  200,012   25,541   43,716

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     12,203)
   5,992   -7,835    5,890   -4,976   14,026    6,906   12,082    5,297      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     39.3     10.9     63.4     31.8     89.5     82.1     10.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      36       45       25       31       36       80       93                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      478,273
COMMITMENTS
 160,453  167,608   44,216  209,418  203,346  414,087  415,170   64,185   63,103

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        638)
   1,807   -9,283    1,045   -1,118    8,867    1,733      628   -1,095       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     35.0      9.2     43.8     42.5     86.6     86.8     13.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      81       84       56       66       67      173      181                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:   21,882,202
COMMITMENTS
 591,060  3072711  9406868 11215635  8135926 21213563 20615505  668,639  1266697

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     83,975)
  -8,148    9,878  -14,340  106,939  105,474   84,451  101,012     -476  -17,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     14.0     43.0     51.3     37.2     96.9     94.2      3.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      41      134      140      122      140      270      318                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      823,685
COMMITMENTS
 114,744   84,177  135,916  477,325  515,147  727,985  735,240   95,700   88,445

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     17,236)
  10,095   -7,263    7,922   -1,417   18,381   16,600   19,040      636   -1,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     10.2     16.5     57.9     62.5     88.4     89.3     11.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     169      164      182      246      259      505      515                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      126,512
COMMITMENTS
  10,635   10,715   35,797   44,875   57,602   91,307  104,114   35,205   22,398

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     15,592)
   1,658   -1,648    5,774    4,011   12,262   11,444   16,388    4,148     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      8.5     28.3     35.5     45.5     72.2     82.3     27.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       10       21       27       28       55       49                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,485,864
COMMITMENTS
 574,893  421,659  446,248  2162251  2287723  3183391  3155630  302,473  330,234

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      8,223)
  47,717  -22,545    5,207  -27,141   30,598   25,783   13,260  -17,560   -5,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     12.1     12.8     62.0     65.6     91.3     90.5      8.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      665)
     163      161      176      241      254      491      504                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       50,080
COMMITMENTS
  25,517    8,583    1,471   16,643   33,963   43,631   44,017    6,449    6,063

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -13)
   1,586     -187   -1,050     -344      772      191     -465     -204      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     17.1      2.9     33.2     67.8     87.1     87.9     12.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      75       55       30       60       76      152      144                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      250,402
COMMITMENTS
 127,587   42,915    7,353   83,216  169,817  218,156  220,085   32,246   30,317

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -64)
   7,930     -935   -5,252   -1,722    3,860      956   -2,327   -1,019    2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     17.1      2.9     33.2     67.8     87.1     87.9     12.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      75       55       30       60       76      152      144                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      154,140
COMMITMENTS
  90,057   37,568   10,909   22,640   80,196  123,607  128,673   30,534   25,468

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         64)
   4,922   -3,566   -1,393     -459    2,893    3,070   -2,066   -3,007    2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     24.4      7.1     14.7     52.0     80.2     83.5     19.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      37       26       18       25       24       71       59                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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