Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   143,591
Positions
     7,047     58,867      5,540     49,495      8,932      4,452     19,948     17,134     14,249      5,961      6,696      2,383     34,515     25,337
 
Changes from:       August 30, 2016                                  Total Change is:      -131
       421     -5,283      1,356     -5,154        198      1,731     -1,454     -3,196      3,705        429        168        663     -1,828        527
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       41.0        3.9       34.5        6.2        3.1       13.9       11.9        9.9        4.2        4.7        1.7       24.0       17.6
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          8          8          8          9          6         23         17         18          8          8          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,822
Positions
    24,165      2,539        838      1,524      1,781         71     11,295     22,504      1,714          0          0          0      8,215     18,374
 
Changes from:       August 30, 2016                                  Total Change is:     3,334
     3,964       -548        -57         -4        -67          0     -1,519      5,846        113          0          0          0        836     -1,953
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        5.3        1.8        3.2        3.7        0.1       23.6       47.1        3.6        0.0        0.0        0.0       17.2       38.4
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          4          5          .          .          .         11         17         11          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   294,748
Positions
   161,493      7,594     14,777     12,814     73,222      8,477     27,914     95,837     34,059      3,168     12,204      6,099     25,947     42,479
 
Changes from:       August 30, 2016                                  Total Change is:    14,456
   -10,749      1,634      3,455      1,043      1,048      2,440       -420     -2,952     10,189      1,253     -2,611      1,382      5,863       -130
 
Percent of Open Interest Represented by Each Category of Trader
      54.8        2.6        5.0        4.3       24.8        2.9        9.5       32.5       11.6        1.1        4.1        2.1        8.8       14.4
 
Number of Traders in Each Category                                    Total Traders:       137 
        11          8         14          4         28         10         21         51         25          6          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   206,408
Positions
    10,512      9,607     14,048     27,404     37,523      8,387     73,853     25,193     31,438        433     33,319      9,048     31,284     37,844
 
Changes from:       August 30, 2016                                  Total Change is:    -4,962
       181     -6,327     -3,273        -58      2,062     -1,028     -9,610       -889      4,135       -312     -3,073      2,196      2,805      1,234
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.7        6.8       13.3       18.2        4.1       35.8       12.2       15.2        0.2       16.1        4.4       15.2       18.3
 
Number of Traders in Each Category                                    Total Traders:       115 
         5          7         10         10         23         11         29         33         21          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   443,910
Positions
   129,573     16,486     27,994    126,367    104,231     18,558     25,452    121,145     44,860     15,617     33,732      6,211     49,277     70,692
 
Changes from:       August 30, 2016                                  Total Change is:     4,905
     8,921     -2,392      5,058     -4,172      2,262        -58     -6,200     -3,249      4,629     -1,316     -1,966     -1,233       -723      1,855
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        3.7        6.3       28.5       23.5        4.2        5.7       27.3       10.1        3.5        7.6        1.4       11.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       227 
        21          8         17         40         36         34         21         55         31         21         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   128,669
Positions
     2,505     39,686      4,619     18,938     11,368      2,418     51,987     17,230     13,315        838     10,281      2,789     31,259     26,961
 
Changes from:       August 30, 2016                                  Total Change is:    -2,581
     1,077     -3,450        258     -2,271        284       -787        278     -3,202       -408     -2,988      1,795        -15      2,274      2,943
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       30.8        3.6       14.7        8.8        1.9       40.4       13.4       10.3        0.7        8.0        2.2       24.3       21.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          7          7          7          9          8         33         14         12          .         11          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,093
Positions
    10,528     35,716        360      4,150          0          0     21,766      1,856        398        570        230          0      1,321        533
 
Changes from:       August 30, 2016                                  Total Change is:        18
         0        595          0       -300          0          0         42       -874        322       -140          0          0         94        -25
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       91.4        0.9       10.6        0.0        0.0       55.7        4.7        1.0        1.5        0.6        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          .          .          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   163,134
Positions
    32,241     45,636     13,729     68,424      5,213        637     16,617     62,235     24,409      2,233      5,479        157      4,688      5,640
 
Changes from:       August 30, 2016                                  Total Change is:    48,358
    -2,686      7,700     11,411     36,640        -58          0     -2,619     22,925      6,020       -563        527        155          0       -322
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       28.0        8.4       41.9        3.2        0.4       10.2       38.1       15.0        1.4        3.4        0.1        2.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       133 
         5         10          6         11         10          .         24         51         19          9          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,330
Positions
       744     17,370         22      6,034          0          0     16,520      6,923      1,116      1,053      1,085          0      1,841        814
 
Changes from:       August 30, 2016                                  Total Change is:    -6,159
       100        705     -8,199       -291          0          0      1,814      1,177        -16        395        485          0         38       -311
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       63.6        0.1       22.1        0.0        0.0       60.4       25.3        4.1        3.9        4.0        0.0        6.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          5          0          0          9         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    51,939
Positions
     2,154     18,577        308      2,999     17,232         34     38,312      8,050        930      1,058      2,447          0      6,144      4,361
 
Changes from:       August 30, 2016                                  Total Change is:     5,443
      -117      3,508        112        866       -435        -22      4,003      1,767       -172        294        348          0        479        337
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       35.8        0.6        5.8       33.2        0.1       73.8       15.5        1.8        2.0        4.7        0.0       11.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          6          4          8          6          .         48         12          6          .          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    74,936
Positions
    10,577     48,393      1,279      7,497        877        274     43,770      8,529      1,271        950      3,630        420      8,899     10,264
 
Changes from:       August 30, 2016                                  Total Change is:     1,128
       184        676         34        367       -378        -18        -99        681         56         -1        246        -26        632       -142
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       64.6        1.7       10.0        1.2        0.4       58.4       11.4        1.7        1.3        4.8        0.6       11.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       122 
        11         23          8          8          .          4         42         15         10          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   149,872
Positions
    21,153     96,786      2,558     14,993      1,753        548     87,541     17,059      2,542      1,899      7,260        839     17,799     20,528
 
Changes from:       August 30, 2016                                  Total Change is:     2,256
       368      1,352         67        734       -756        -36       -199      1,362        112         -2        492        -53      1,264       -284
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       64.6        1.7       10.0        1.2        0.4       58.4       11.4        1.7        1.3        4.8        0.6       11.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       122 
        11         23          8          8          .          4         42         15         10          5         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   975,590
Positions
    62,642     83,613     86,695    299,335    197,743     80,378     88,357    147,151    180,208     28,219     41,374     50,817     98,940    107,611
 
Changes from:       August 30, 2016                                  Total Change is:    26,479
     4,470     -1,091     12,231      3,357       -681      3,708     -3,577      4,885      7,521        222        593     -3,112      1,659      2,425
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        8.6        8.9       30.7       20.3        8.2        9.1       15.1       18.5        2.9        4.2        5.2       10.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       670 
        41         33         51        127         82        102         89        145        123         66         85         76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   207,076
Positions
    23,606     39,293     22,825     20,523     19,340     19,975     17,223     24,638     44,205      6,387      2,518     11,375     40,957     22,907
 
Changes from:       August 30, 2016                                  Total Change is:     9,342
     2,788      1,678      1,564      1,537       -412      3,386     -3,355        126      1,942      1,195        205       -185        471      1,038
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       19.0       11.0        9.9        9.3        9.6        8.3       11.9       21.3        3.1        1.2        5.5       19.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        84 
         9         10          9         11          .          5         17         15         29         10          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,842,572
Positions
   286,747    313,166    227,786  1,394,064    892,016    302,013    471,031    727,927    564,652    135,155    220,277    171,212    289,912    423,524
 
Changes from:       August 30, 2016                                  Total Change is:    85,684
    13,872     -8,383     47,872      9,103     -1,344      1,612     -8,327     16,580     35,107     -1,411      5,391    -18,087      5,942      6,934
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        8.1        5.9       36.3       23.2        7.9       12.3       18.9       14.7        3.5        5.7        4.5        7.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       648 
        41         33         47        124         79         98         84        145        115         62         79         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    84,792
Positions
     1,162     32,777        524     39,956     41,560      2,724     27,325      3,131        210          0        250          0     12,891      3,616
 
Changes from:       August 30, 2016                                  Total Change is:    -1,154
       -22        -57          9       -716       -463        -82     -1,230       -202         89          0       -410          0        798        -38
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       38.7        0.6       47.1       49.0        3.2       32.2        3.7        0.2        0.0        0.3        0.0       15.2        4.3
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         10          .         38         12         14         18          7          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    66,424
Positions
     4,420     30,696      1,178     17,716      5,408        874     29,137     14,726      4,106      2,227      2,773        746      6,021      5,917
 
Changes from:       August 30, 2016                                  Total Change is:       897
       231        696        256       -112         26        -35        315     -1,084        343        -75        228         55        -81        412
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       46.2        1.8       26.7        8.1        1.3       43.9       22.2        6.2        3.4        4.2        1.1        9.1        8.9
 
Number of Traders in Each Category                                    Total Traders:       274 
        12         29         14         49         16         12         73         54         26         18         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   332,121
Positions
    22,099    153,481      5,888     88,579     27,040      4,371    145,683     73,632     20,532     11,135     13,863      3,730     30,104     29,585
 
Changes from:       August 30, 2016                                  Total Change is:     4,486
     1,153      3,479      1,281       -559        132       -174      1,574     -5,419      1,713       -377      1,139        277       -403      2,058
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       46.2        1.8       26.7        8.1        1.3       43.9       22.2        6.2        3.4        4.2        1.1        9.1        8.9
 
Number of Traders in Each Category                                    Total Traders:       274 
        12         29         14         49         16         12         73         54         26         18         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   339,360
Positions
    77,208     40,723      1,932    113,745    152,265     23,502     88,880     87,337      4,923      7,452     10,166        894     20,824     17,618
 
Changes from:       August 30, 2016                                  Total Change is:     2,851
      -192       -577      1,372     -3,981     -2,286      4,568        769     -1,453        508       -265        626     -1,006      1,078      1,099
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       12.0        0.6       33.5       44.9        6.9       26.2       25.7        1.5        2.2        3.0        0.3        6.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       267 
        20         18          8         59         43         27         50         47         19         13         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    49,765
Positions
     3,468     16,452     10,777     17,197        804        526      3,013      2,458        190      4,670     11,527          0      9,924      7,031
 
Changes from:       August 30, 2016                                  Total Change is:    12,969
        -6        -19     10,730       -314       -462        459        354        339        190       -440        326          0      1,996      1,406
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       33.1       21.7       34.6        1.6        1.1        6.1        4.9        0.4        9.4       23.2        0.0       19.9       14.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          5          .         15          .          .          7          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    78,225
Positions
    17,711     15,023      5,176     13,640      9,247        796     21,558      8,325      2,560      2,176      1,118        703     13,905     35,277
 
Changes from:       August 30, 2016                                  Total Change is:    11,637
    -1,351      1,376      3,598     -1,510        279        610      2,527     -1,700      2,117        134        915        404      5,108      4,038
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       19.2        6.6       17.4       11.8        1.0       27.6       10.6        3.3        2.8        1.4        0.9       17.8       45.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        12         15         10         13          7          5         29         14         12          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   229,097
Positions
    17,011    140,351        825    145,747     47,054     17,044     34,264     16,991      1,947      3,832      1,426        150      8,277      3,309
 
Changes from:       August 30, 2016                                  Total Change is:    -2,542
       213        482        -37     -2,356     -2,971        239         33        796     -1,112         30        -27        150        298        -62
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       61.3        0.4       63.6       20.5        7.4       15.0        7.4        0.8        1.7        0.6        0.1        3.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       123 
         8         10          .         44         21         20         17         13          7          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   945,639
Positions
    45,634    610,070     93,914    441,282     75,947     66,569    202,946     39,981     14,818     50,709     20,449      1,195     28,572     22,696
 
Changes from:       August 30, 2016                                  Total Change is:    47,073
     1,180    -10,689     46,132    -13,164      9,599      2,938      1,432    -12,554      2,161      4,260        255        -48      2,182      9,279
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       64.5        9.9       46.7        8.0        7.0       21.5        4.2        1.6        5.4        2.2        0.1        3.0        2.4
 
Number of Traders in Each Category                                    Total Traders:       319 
        24         22         13        108         32         45         60         19         15         39         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   632,512
Positions
     9,203     17,508     13,456    182,654    174,156    111,883     80,853     60,822     55,719      7,918     37,486      7,582    163,246    153,901
 
Changes from:       August 30, 2016                                  Total Change is:   -11,567
    -4,107     -9,199     -5,112      1,250        266      2,756     -2,814     -7,254     -4,199      1,303      6,881       -300       -345      4,593
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        2.8        2.1       28.9       27.5       17.7       12.8        9.6        8.8        1.3        5.9        1.2       25.8       24.3
 
Number of Traders in Each Category                                    Total Traders:       139 
         5          9         11         34         31         31         31         17         33          6          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   616,949
Positions
     1,820     61,211      3,019    311,569    100,898     92,198     39,328    233,574     27,827     15,055      3,875        508    125,625     93,839
 
Changes from:       August 30, 2016                                  Total Change is:   -27,761
       241     -1,847       -428      7,162     -5,087      1,332     -6,038      3,827    -26,906      1,934     -1,285     -4,771       -288      7,405
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        9.9        0.5       50.5       16.4       14.9        6.4       37.9        4.5        2.4        0.6        0.1       20.4       15.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          7          .         44         11         32         12         15         16          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,070,604
Positions
    55,851    104,012     18,064    340,336    193,983    132,954    289,725    205,165     56,060     53,655    205,848      7,710    116,251    146,808
 
Changes from:       August 30, 2016                                  Total Change is:   -60,721
    19,080      4,300     -4,534     15,364     -5,202     -7,357      2,626     -1,670    -40,734    -42,859      1,232     -1,901       -405     -4,856
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        9.7        1.7       31.8       18.1       12.4       27.1       19.2        5.2        5.0       19.2        0.7       10.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       243 
        12         31         18         48         35         45         39         37         35         15         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,235,805
Positions
    96,942    225,071    158,041    840,126    989,090    453,314    598,152    456,879    289,368    367,237    153,256     60,066    372,559    450,719
 
Changes from:       August 30, 2016                                  Total Change is:    31,396
   -11,037     33,378     -7,432    -15,116    -16,534     21,089     41,307     -2,249     -9,713      3,759     27,541        240      8,298    -14,926
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.0        4.9       26.0       30.6       14.0       18.5       14.1        8.9       11.3        4.7        1.9       11.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       362 
        19         37         36         52         76         75         73         49         75         23         33         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   208,779
Positions
    16,823     11,122      1,118     52,404     82,207      4,684     59,985     10,104      9,101      3,703      2,185          0     60,960     88,258
 
Changes from:       August 30, 2016                                  Total Change is:       660
    -1,357      2,199     -6,982      9,765       -135       -197     -1,922      7,074     -3,970        350      2,185          0      4,972        486
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        5.3        0.5       25.1       39.4        2.2       28.7        4.8        4.4        1.8        1.0        0.0       29.2       42.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          4          4         11          6          8          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,970,442
Positions
    44,642    331,081     81,381  1,529,743    544,276    292,181    326,694    900,502    242,608    158,067    188,796     29,319    265,806    360,298
 
Changes from:       August 30, 2016                                  Total Change is:  -110,425
    -7,927    -19,717     -5,512      7,569    -22,931        143       -271     52,594   -110,891        448      4,170     -2,877      8,893     -5,404
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       11.1        2.7       51.5       18.3        9.8       11.0       30.3        8.2        5.3        6.4        1.0        8.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       292 
         8         36         21         48         50         51         46         57         61         16         31         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   994,875
Positions
   371,749    188,377    254,009      4,700     30,360     19,061     40,804    195,414    195,058     43,235     12,129     44,021     22,238     56,446
 
Changes from:       August 30, 2016                                  Total Change is:   -28,405
    40,397     60,448    -71,919     -7,148     11,583      4,791     -5,934        -87      6,432     16,831      3,639    -13,992      2,137    -29,301
 
Percent of Open Interest Represented by Each Category of Trader
      37.4       18.9       25.5        0.5        3.1        1.9        4.1       19.6       19.6        4.3        1.2        4.4        2.2        5.7
 
Number of Traders in Each Category                                    Total Traders:       135 
        20         30         38          .          9          .         20         38         36          6          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,380,553
Positions
 3,755,082  1,496,023  3,611,163    347,567  1,810,102    614,899    566,836  1,063,094  7,742,922    694,984    580,171  1,270,903    776,195  1,191,275
 
Changes from:       August 30, 2016                                  Total Change is:   -88,542
    19,821    -42,245    105,984    -40,366    -33,773    -33,335     -6,924    126,162   -192,267     42,789    -45,417     56,498    -40,742    -30,148
 
Percent of Open Interest Represented by Each Category of Trader
      19.4        7.7       18.6        1.8        9.3        3.2        2.9        5.5       40.0        3.6        3.0        6.6        4.0        6.1
 
Number of Traders in Each Category                                    Total Traders:       329 
        31         53         81         14         31         38         42         97        122         18         31         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    28,502
Positions
     5,030      4,805          0         59     10,536        108     14,096     10,190         33      8,396      2,177        539        241        114
 
Changes from:       August 30, 2016                                  Total Change is:       252
         0       -624         -1         41        112        -18        421        817         33       -372        -18          0        148        -49
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       16.9        0.0        0.2       37.0        0.4       49.5       35.8        0.1       29.5        7.6        1.9        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          6          0          .         12          .          6          7          .          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    38,956
Positions
     7,655     19,206          0        370      6,914        321     29,128      7,808          0      1,373      4,584          0        109        123
 
Changes from:       August 30, 2016                                  Total Change is:     1,859
    -1,510      1,885          0         63       -137        -93      3,348        152          0          7         60          0         44         -8
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       49.3        0.0        0.9       17.7        0.8       74.8       20.0        0.0        3.5       11.8        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          0          .          4          .          9          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    58,575
Positions
       191     20,051          9     13,150        543      1,759     10,408     23,747      9,247     14,856        222         71      8,883      2,925
 
Changes from:       August 30, 2016                                  Total Change is:     2,705
      -549      1,164       -200         22       -813         18      1,842      2,889       -835      1,387        -47         17      1,003        512
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       34.2        0.0       22.4        0.9        3.0       17.8       40.5       15.8       25.4        0.4        0.1       15.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       124 
         .          6          .          6          .          4         31         32         22         39          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   547,744
Positions
   157,851     21,635     26,690    113,215     50,361     31,557     56,283    251,769     98,046      9,542      7,937     27,084     27,476     32,665
 
Changes from:       August 30, 2016                                  Total Change is:    36,503
     8,337        826        885     -5,464      3,611        770      2,386      7,326     19,468      2,718       -410      5,639      1,764     -1,612
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        3.9        4.9       20.7        9.2        5.8       10.3       46.0       17.9        1.7        1.4        4.9        5.0        6.0
 
Number of Traders in Each Category                                    Total Traders:       244 
        19         12         23         13         20         14         46         74         62         18         23         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    19,501
Positions
       134      2,874          6     13,870        125        215      2,914     15,028        401      1,842        842          0        119         10
 
Changes from:       August 30, 2016                                  Total Change is:    -3,878
        50     -1,095          6     -3,245        125       -255       -718     -2,671         11        323          0          0        -50          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.7        0.0       71.1        0.6        1.1       14.9       77.1        2.1        9.4        4.3        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          8          .          .          7          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 9, 2016