Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   114,265
Positions
    21,289     18,701      1,547     29,985      8,300        458     16,693     42,810      5,773      4,284      4,188      1,867     32,369     30,621
 
Changes from:       December 6, 2016                                 Total Change is:     6,976
    -7,513       -293      1,146      2,391     -2,377       -116      3,564      6,105      2,912       -265      1,225        -81      4,938     -1,545
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       16.4        1.4       26.2        7.3        0.4       14.6       37.5        5.1        3.7        3.7        1.6       28.3       26.8
 
Number of Traders in Each Category                                    Total Traders:        82 
         6          8          5          9          7          .         15         26         11          5          6          .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,633
Positions
    43,639        787        565      1,499      3,938          0      6,903     29,895      5,406        471          0          0      6,150     24,042
 
Changes from:       December 6, 2016                                 Total Change is:      -822
    -1,005        450         19       -107        293          0     -3,145     -4,276      4,269         25          0          0       -878     -1,577
 
Percent of Open Interest Represented by Each Category of Trader
      67.5        1.2        0.9        2.3        6.1        0.0       10.7       46.3        8.4        0.7        0.0        0.0        9.5       37.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         7          .          4          .          4          0          8         21         11          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   237,797
Positions
   147,674     18,182      4,465      8,625     74,065      4,115     31,181     71,808     16,614      2,359     14,287        263     22,501     33,998
 
Changes from:       December 6, 2016                                 Total Change is:    -5,874
    -4,196      1,268        570         47      1,447     -1,562     -1,404     -9,308      2,464     -1,434        510       -194       -165     -1,069
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        7.6        1.9        3.6       31.1        1.7       13.1       30.2        7.0        1.0        6.0        0.1        9.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       124 
        10          6          6          6         22          8         21         46         26          4          8          .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   285,274
Positions
   152,321      7,796     24,257     21,117     45,675     11,104     36,590     87,104     12,301      1,332     46,785      7,547     18,705     42,705
 
Changes from:       December 6, 2016                                 Total Change is:    49,359
    21,870       -116     21,661     -1,147    -14,105      5,175    -13,673     16,165      8,794       -624      3,638      7,481       -178        666
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        2.7        8.5        7.4       16.0        3.9       12.8       30.5        4.3        0.5       16.4        2.6        6.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       133 
        13          8          4          9         24          9         22         43         15          .         11          .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   447,679
Positions
   105,422     26,405     53,145    139,102     93,977     13,904     37,839    155,164      7,502     30,320     25,349      6,696     53,749     65,537
 
Changes from:       December 6, 2016                                 Total Change is:    14,442
   -23,748       -342     35,607      1,505     -8,613     -1,411     -7,067    -16,206     -1,516      3,918         41      5,276      1,878      1,606
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        5.9       11.9       31.1       21.0        3.1        8.5       34.7        1.7        6.8        5.7        1.5       12.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       241 
        18         11         15         44         34         31         20         63         20         27         23         11
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Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    87,770
Positions
    13,078     23,288      5,349     12,208     11,723          0     25,803     15,987      4,153      3,213      5,656          0     23,966     21,614
 
Changes from:       December 6, 2016                                 Total Change is:     2,870
       398        982      4,267      1,610     -1,088          0     -1,228     -3,594      1,455     -5,200      2,700          0      1,568     -1,852
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       26.5        6.1       13.9       13.4        0.0       29.4       18.2        4.7        3.7        6.4        0.0       27.3       24.6
 
Number of Traders in Each Category                                    Total Traders:        78 
         8          7          .          4          8          0         25         16         14          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,952
Positions
     3,702     28,803      3,526      6,044          0          0     20,388      1,427      4,843        706      1,650          0      1,743        703
 
Changes from:       December 6, 2016                                 Total Change is:     6,453
       537       -611      3,526        881          0          0     -1,934        680      2,826        112          0          0        505         32
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       70.3        8.6       14.8        0.0        0.0       49.8        3.5       11.8        1.7        4.0        0.0        4.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          6          4          .          0          0         10          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   155,718
Positions
    59,513     43,225      4,408     49,833      5,544        811     16,634     73,354     15,977      2,279      5,360         15      6,248      7,024
 
Changes from:       December 6, 2016                                 Total Change is:     4,078
       208     -1,937        210      3,916       -389       -149       -141      6,787        358        -40       -548          0       -284       -254
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       27.8        2.8       32.0        3.6        0.5       10.7       47.1       10.3        1.5        3.4        0.0        4.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       129 
         6          8          .         13          8          4         24         48         14         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,065
Positions
       750     12,536          0      5,761          0          0     10,912      4,651      1,048        136      1,255          0      1,458        575
 
Changes from:       December 6, 2016                                 Total Change is:       140
        -4        -72          0         45          0          0        567        345        -25       -563         -5          0        120       -103
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       62.5        0.0       28.7        0.0        0.0       54.4       23.2        5.2        0.7        6.3        0.0        7.3        2.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          .          0          0          8         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    54,226
Positions
    17,177     11,389      1,356      1,213     25,033         59     25,354      7,923      4,341          0        979          0      4,726      3,146
 
Changes from:       December 6, 2016                                 Total Change is:     5,486
    -1,096       -130      1,050        814          0          0      1,701      1,760      2,530          0       -265          0        487        541
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       21.0        2.5        2.2       46.2        0.1       46.8       14.6        8.0        0.0        1.8        0.0        8.7        5.8
 
Number of Traders in Each Category                                    Total Traders:        79 
         9          .          4          6          5          .         31         19         12          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     8,270
Positions
     1,390        115        924        734      1,942          0      1,862      2,069      2,445          0          0          0        915        775
 
Changes from:       December 6, 2016                                 Total Change is:     2,531
       -48        115        924        228          6          0        -96          0      1,325          0          0          0        198        161
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        1.4       11.2        8.9       23.5        0.0       22.5       25.0       29.6        0.0        0.0        0.0       11.1        9.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          .          .          0          8          .          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    84,811
Positions
     9,277     36,627     19,665      9,349      1,334        430     32,652      7,291      2,491      1,179      4,809        284      9,485     11,881
 
Changes from:       December 6, 2016                                 Total Change is:    13,678
        84     -2,875     17,524        209        225        209     -6,739     -2,961      1,890        279       -625        129         94        162
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       43.2       23.2       11.0        1.6        0.5       38.5        8.6        2.9        1.4        5.7        0.3       11.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       124 
        15         26         15         13          .          5         33         17          9          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   169,621
Positions
    18,553     73,254     39,329     18,698      2,667        860     65,303     14,582      4,982      2,358      9,617        568     18,970     23,762
 
Changes from:       December 6, 2016                                 Total Change is:    27,355
       167     -5,749     35,048        417        450        418    -13,477     -5,922      3,780        557     -1,250        257        188        323
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       43.2       23.2       11.0        1.6        0.5       38.5        8.6        2.9        1.4        5.7        0.3       11.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       124 
        15         26         15         13          .          5         33         17          9          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   779,925
Positions
    73,172     80,673     48,920    279,709    209,210     89,632     88,884    137,589     45,156     26,267     38,455      6,845    121,341    123,446
 
Changes from:       December 6, 2016                                 Total Change is:    77,402
    -5,630     11,092      6,186     10,139     -8,862     26,507      5,895      8,368     14,809      3,045        427      1,987     14,464     16,888
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       10.3        6.3       35.9       26.8       11.5       11.4       17.6        5.8        3.4        4.9        0.9       15.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       588 
        35         36         50        127         79         94         82        122         92         51         54         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   102,029
Positions
    12,392     22,876      6,116     20,993     17,256      1,620     21,909      7,481      1,281      2,842         56        147     34,729     45,196
 
Changes from:       December 6, 2016                                 Total Change is:     9,891
    -7,753      7,820      3,461        761     -2,262       -174      8,765     -1,787        900        445       -351        147      3,339      2,137
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       22.4        6.0       20.6       16.9        1.6       21.5        7.3        1.3        2.8        0.1        0.1       34.0       44.3
 
Number of Traders in Each Category                                    Total Traders:        63 
         9         10          7          7          4          .         16          9         12          5          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,389,480
Positions
   389,537    374,619    128,383  1,301,283    967,475    432,357    437,870    753,534    116,380    118,775    193,644     31,837    433,058    391,251
 
Changes from:       December 6, 2016                                 Total Change is:   337,554
    20,215     25,961      4,025     49,983    -29,907    130,308     24,388     89,515     30,805     14,653      5,543      7,550     55,627     73,754
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       11.1        3.8       38.4       28.5       12.8       12.9       22.2        3.4        3.5        5.7        0.9       12.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       579 
        35         37         44        126         76         92         81        122         86         47         54         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   108,843
Positions
     1,478     45,589     10,388     51,335     38,199      5,153     25,653      3,762        125        204      1,508         19     14,488      4,100
 
Changes from:       December 6, 2016                                 Total Change is:    20,741
      -330     10,771      9,863      9,042     -2,318      1,525     -1,775        345         11        204        428         19      2,182         97
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       41.9        9.5       47.2       35.1        4.7       23.6        3.5        0.1        0.2        1.4        0.0       13.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        88 
         4          9          7         33         13         18         18          6          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    59,800
Positions
     9,117     18,852      7,952      8,521      6,198      5,568     18,878     13,333      1,349      1,763      2,342         62      6,590      4,145
 
Changes from:       December 6, 2016                                 Total Change is:     8,963
    -2,883      1,668      7,325     -2,125       -846      4,707      2,430     -1,648       -375       -403        556        -40        326     -2,385
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       31.5       13.3       14.2       10.4        9.3       31.6       22.3        2.3        2.9        3.9        0.1       11.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        18         20         17         36         19         12         56         52         21         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   299,000
Positions
    45,584     94,260     39,758     42,607     30,989     27,842     94,389     66,663      6,743      8,816     11,708        310     32,951     20,727
 
Changes from:       December 6, 2016                                 Total Change is:    44,815
   -14,414      8,338     36,626    -10,626     -4,230     23,536     12,152     -8,239     -1,874     -2,014      2,781       -199      1,628    -11,924
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       31.5       13.3       14.2       10.4        9.3       31.6       22.3        2.3        2.9        3.9        0.1       11.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        18         20         17         36         19         12         56         52         21         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 $50)                      
CFTC Code #23977A                                                    Open Interest is   759,944
Positions
    55,484    223,324     25,862    359,748    151,522     33,211    184,634    229,070     27,303     23,601     22,051      1,711     48,390     45,890
 
Changes from:       December 6, 2016                                 Total Change is:    68,040
   -28,051      4,680     21,199     41,269     -9,322       -412       -182     16,071     12,763      3,990         30        777     16,687     22,254
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       29.4        3.4       47.3       19.9        4.4       24.3       30.1        3.6        3.1        2.9        0.2        6.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       361 
        17         25         22         85         46         37         75         65         30         23         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    30,333
Positions
     1,300     11,780          0     14,245        543        228      4,082      2,329          0      3,087      9,082          0      7,391      6,371
 
Changes from:       December 6, 2016                                 Total Change is:   -20,123
       172    -15,552     -5,108       -567          0        180     -1,478        533     -1,329     -1,210      7,755     -5,768     -5,015       -834
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       38.8        0.0       47.0        1.8        0.8       13.5        7.7        0.0       10.2       29.9        0.0       24.4       21.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          0         12          .          .          8          4          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    53,493
Positions
    13,294      2,893        330     15,715      6,930      3,640      9,996     17,728        393      2,250      2,598          0      7,875     18,981
 
Changes from:       December 6, 2016                                 Total Change is:   -34,868
    -8,427    -13,942     -3,701      2,306     -4,194        600     -3,623     -6,101     -4,941       -665        623     -1,238    -15,179     -1,974
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        5.4        0.6       29.4       13.0        6.8       18.7       33.1        0.7        4.2        4.9        0.0       14.7       35.5
 
Number of Traders in Each Category                                    Total Traders:        89 
        16          6          4         12         10          9         20         14          4          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   241,021
Positions
     8,375    132,921     11,878    151,572     56,003     16,346     36,280     11,913      3,722      3,541      1,613        600      8,707      6,025
 
Changes from:       December 6, 2016                                 Total Change is:    19,267
    -1,289      4,619      8,539      2,912     -4,487      3,346      2,504      4,823      1,477        514        -53        100      1,164        903
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       55.1        4.9       62.9       23.2        6.8       15.1        4.9        1.5        1.5        0.7        0.2        3.6        2.5
 
Number of Traders in Each Category                                    Total Traders:       118 
         9         11          7         42         22         21         15         10          9          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   906,923
Positions
    20,213    597,252     73,193    499,536     77,461     68,240    154,325     39,543     14,971     50,510      9,412        731     25,204     26,120
 
Changes from:       December 6, 2016                                 Total Change is:    71,938
    -8,180     -3,576     49,482     23,209    -14,088      4,232     -5,501     20,428      1,482      1,852     -1,295       -276      5,638     15,549
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       65.9        8.1       55.1        8.5        7.5       17.0        4.4        1.7        5.6        1.0        0.1        2.8        2.9
 
Number of Traders in Each Category                                    Total Traders:       301 
        20         23         20        103         30         52         48         26         21         36         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   591,367
Positions
    10,559     42,813      4,001    291,795    153,579     75,640     56,872    117,290     10,005      9,372     18,788      1,748    131,375    167,503
 
Changes from:       December 6, 2016                                 Total Change is:    15,419
       763      7,853     -4,461      7,308     10,967      2,368     15,584        942     -2,799      2,404       -716         17     -5,765      1,248
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.2        0.7       49.3       26.0       12.8        9.6       19.8        1.7        1.6        3.2        0.3       22.2       28.3
 
Number of Traders in Each Category                                    Total Traders:       157 
         6         13          5         37         29         32         21         38         17          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   679,621
Positions
     6,929    148,032        446    400,557     73,960     82,002     45,914    241,932     15,420     19,319      8,361        456    108,578    109,012
 
Changes from:       December 6, 2016                                 Total Change is:    18,453
    -1,383     25,220     -1,606     23,124     -8,500     -2,446      4,235      9,217     -5,447      3,821       -315          0     -1,845      2,330
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       21.8        0.1       58.9       10.9       12.1        6.8       35.6        2.3        2.8        1.2        0.1       16.0       16.0
 
Number of Traders in Each Category                                    Total Traders:       103 
         .         10          .         48          9         31         10         18         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,139,451
Positions
    49,553     79,592      4,142    365,090    252,780    146,203    302,334    167,794     86,518     83,429    250,298      4,429     97,753    147,695
 
Changes from:       December 6, 2016                                 Total Change is:   -22,880
     3,955     16,095     -5,958      5,723     -2,476     -7,957     -3,453    -12,198    -13,808      2,129      5,074       -101     -3,410     -1,551
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        7.0        0.4       32.0       22.2       12.8       26.5       14.7        7.6        7.3       22.0        0.4        8.6       13.0
 
Number of Traders in Each Category                                    Total Traders:       232 
        12         19         10         51         36         43         43         27         27         18         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,012,331
Positions
   120,140    227,456     29,211  1,077,290    939,360    440,689    478,329    573,146    130,332    402,746    165,534     19,248    314,346    487,355
 
Changes from:       December 6, 2016                                 Total Change is:    38,455
    10,772     -6,912     -9,701      6,760     15,282      9,852    -13,961     34,212     11,023     11,389      5,343       -141     12,462    -20,503
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        7.6        1.0       35.8       31.2       14.6       15.9       19.0        4.3       13.4        5.5        0.6       10.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       380 
        21         36         14         48         89         76         54         75         55         24         33         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   297,466
Positions
    10,461     21,799      3,703     92,503    130,363      8,351    100,832     18,018      5,497     11,892      6,629          0     64,227    103,106
 
Changes from:       December 6, 2016                                 Total Change is:   -14,283
    -1,005      7,401      1,327     28,465    -21,260      1,582    -33,371     -2,855     -2,576      2,265          0          0    -10,970      2,098
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.3        1.2       31.1       43.8        2.8       33.9        6.1        1.8        4.0        2.2        0.0       21.6       34.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          7          .          9         17         17         10          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,894,866
Positions
    80,620    235,268     44,133  1,785,965    490,605    255,651    179,740  1,207,256     98,788    209,183    194,081     12,168    228,618    356,916
 
Changes from:       December 6, 2016                                 Total Change is:    50,293
    11,564      1,139      6,654     69,707     69,994     -3,542      9,418     29,657    -38,834      4,665       -351       -631     -8,708    -13,793
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.1        1.5       61.7       16.9        8.8        6.2       41.7        3.4        7.2        6.7        0.4        7.9       12.3
 
Number of Traders in Each Category                                    Total Traders:       295 
        11         28         12         62         46         58         37         65         34         17         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   950,331
Positions
   319,299    125,280    277,601        350     11,925      9,046     95,165    304,650    128,060     68,136     22,735     23,982     28,692     47,052
 
Changes from:       December 6, 2016                                 Total Change is:    64,663
     8,150    -11,620     26,475          0     -1,965        -35      3,610     41,619      7,327     21,120      3,483       -689     -1,295         68
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       13.2       29.2        0.0        1.3        1.0       10.0       32.1       13.5        7.2        2.4        2.5        3.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       122 
        31         24         41          .          4          .         22         28         32          9          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 is12,914,111
Positions
 4,748,566    961,703  2,673,687     29,058  1,682,420    318,560    552,356  2,218,624  2,558,509    838,750    683,688    656,705    537,920  1,160,215
 
Changes from:       December 6, 2016                                 Total Change is:   165,556
   -28,268     49,117      6,962       -979    -71,895    -28,047    -25,755    -37,943    161,278     13,515    -14,548     50,965     15,885     49,667
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        7.4       20.7        0.2       13.0        2.5        4.3       17.2       19.8        6.5        5.3        5.1        4.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       278 
        38         41         73          7         26         24         24         91         93         12         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    35,603
Positions
     6,621      7,762      2,914        153     13,462        113     17,016      6,466          0      8,493      4,349        272         21        265
 
Changes from:       December 6, 2016                                 Total Change is:     3,355
       817        204      2,914          2       -259          0      1,646        590          0     -1,963        -74        -20        -41          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       21.8        8.2        0.4       37.8        0.3       47.8       18.2        0.0       23.9       12.2        0.8        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          9          .          .         12          .          4         10          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    56,836
Positions
     3,708     30,618      2,923        310      7,063        412     48,351      9,895          0        935      5,656        175         22         94
 
Changes from:       December 6, 2016                                 Total Change is:     4,098
    -1,215      1,415      2,923        -61         78         52      2,447       -347          0        -93        -46         39          6        -16
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       53.9        5.1        0.5       12.4        0.7       85.1       17.4        0.0        1.6       10.0        0.3        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          5          .          .          5          .          6          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    96,087
Positions
     1,136     51,373         31     22,272        200      1,594     33,373     31,993      5,435     21,086        828          0     11,160      4,633
 
Changes from:       December 6, 2016                                 Total Change is:     2,776
       294        495       -483      1,513          0         -5     -4,256      2,914        304      6,308         43       -215       -684       -277
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       53.5        0.0       23.2        0.2        1.7       34.7       33.3        5.7       21.9        0.9        0.0       11.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       156 
         4          .          .         16          .          .         54         18         18         52          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   445,922
Positions
   104,063     19,203     22,381    107,677     43,200     27,996     39,249    184,816     91,085      4,650      6,269     18,726     30,095     32,246
 
Changes from:       December 6, 2016                                 Total Change is:    14,295
      -846       -400      5,856      4,166      1,206      2,449    -10,599    -10,607     10,157     -3,556       -957      4,437      2,231      2,154
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        4.3        5.0       24.1        9.7        6.3        8.8       41.4       20.4        1.0        1.4        4.2        6.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       213 
        19          7         21         17         20         10         40         65         53         15         18         18
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Traders in Financial Futures - Futures Only Positions as of December 13, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    25,364
Positions
         0        206          0     17,270        668        805      2,876     22,106        661      2,798         40          0        954        878
 
Changes from:       December 6, 2016                                 Total Change is:     2,567
       -51     -2,316          0      3,256       -301        801     -2,398      3,220        292       -150         40          0        817        831
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.8        0.0       68.1        2.6        3.2       11.3       87.2        2.6       11.0        0.2        0.0        3.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          .          0         10          .          .          8          8          .          .          .          0
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Updated December 16, 2016