Traders in Financial Futures - Futures Only Positions as of December 27, 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    93,212
Positions
     7,842      9,303          0     26,244     10,813        458     25,456     33,811      1,941      5,478      4,022        536     25,257     32,328
 
Changes from:       December 20, 2016                                Total Change is:   -12,868
   -11,628    -11,061     -4,094     -2,992      1,667         -5     11,018      2,260     -2,787        315     -1,036     -1,208     -1,487      3,396
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       10.0        0.0       28.2       11.6        0.5       27.3       36.3        2.1        5.9        4.3        0.6       27.1       34.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          5          0          7         10          .         22         26          9          7          4          .
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Traders in Financial Futures - Futures Only Positions as of December 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    54,605
Positions
    35,936      1,105          0      1,735      4,477          0     10,996     23,911        294          0          0          0      5,644     24,818
 
Changes from:       December 20, 2016                                Total Change is:      -580
    23,710          0          0          0       -196          0    -24,538     -1,333        -48          0          0          0        296        997
 
Percent of Open Interest Represented by Each Category of Trader
      65.8        2.0        0.0        3.2        8.2        0.0       20.1       43.8        0.5        0.0        0.0        0.0       10.3       45.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         7          .          0          .          4          0         12         17          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   212,492
Positions
   141,761      3,248        305      9,041     79,627      3,603     31,292     71,448      4,002      2,880     12,268          2     19,606     37,989
 
Changes from:       December 20, 2016                                Total Change is:     7,006
    10,816        425          0         65      1,703        -65     -3,957      4,680       -308        560       -564          0       -105      1,135
 
Percent of Open Interest Represented by Each Category of Trader
      66.7        1.5        0.1        4.3       37.5        1.7       14.7       33.6        1.9        1.4        5.8        0.0        9.2       17.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          5          .          6         23          6         22         49         13          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   219,343
Positions
   108,688      3,179          7     20,928     50,167      8,197     30,369     94,907      1,586     32,419     17,331        169     16,980     43,800
 
Changes from:       December 20, 2016                                Total Change is:    -1,092
    33,393        767          0        113      1,458     -1,735    -32,420     -2,568        -71        159     -1,458         32       -563      2,483
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        1.4        0.0        9.5       22.9        3.7       13.8       43.3        0.7       14.8        7.9        0.1        7.7       20.0
 
Number of Traders in Each Category                                    Total Traders:       131 
        12          6          .         10         25          8         21         41          8          4         12          .
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Traders in Financial Futures - Futures Only Positions as of December 27, 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   405,681
Positions
   119,877     47,960        903    138,677     99,968     13,726     40,745    145,933      6,674     30,014     25,904      2,905     52,160     61,708
 
Changes from:       December 20, 2016                                Total Change is:     6,092
     5,406         25         44     -1,632      3,626       -178      3,656      3,915       -756       -612        558        -66        230     -1,076
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       11.8        0.2       34.2       24.6        3.4       10.0       36.0        1.6        7.4        6.4        0.7       12.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       242 
        17         11          8         42         35         31         23         67         17         23         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    94,451
Positions
    32,580      2,071          0      7,377     19,211        109     30,684     35,735      2,238      1,306      7,202          1     20,156     27,884
 
Changes from:       December 20, 2016                                Total Change is:    17,535
    19,521          0        -41     -2,919      3,136          0      5,167     11,634        -36     -4,181      1,792          1         23      1,049
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        2.2        0.0        7.8       20.3        0.1       32.5       37.8        2.4        1.4        7.6        0.0       21.3       29.5
 
Number of Traders in Each Category                                    Total Traders:        80 
        10          .          0          5         11          .         20         21          4          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    26,908
Positions
     2,046     21,409          0      6,202          0          0     15,838      4,854          0        715          0          0      2,107        645
 
Changes from:       December 20, 2016                                Total Change is:       -92
         0        -25          0         10          0          0       -346        -93          0       -100          0          0        344         26
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       79.6        0.0       23.0        0.0        0.0       58.9       18.0        0.0        2.7        0.0        0.0        7.8        2.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          6          0          .          0          0          9          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   143,192
Positions
    63,567     37,844          0     53,054      6,926         96     16,936     83,509      1,601      2,269      6,281          0      5,669      6,935
 
Changes from:       December 20, 2016                                Total Change is:     4,026
         0     13,992          0      1,444        507         -4      1,877    -10,854        336         49        217          0        324       -168
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       26.4        0.0       37.1        4.8        0.1       11.8       58.3        1.1        1.6        4.4        0.0        4.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       125 
         4          7          0         12         11          4         20         49         10         10         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    41,949
Positions
       750     20,443      5,928      6,372          0          0     20,761      7,627        915        236      1,025      5,300      1,687        711
 
Changes from:       December 20, 2016                                Total Change is:    14,890
         0      2,056      5,928        233          0          0      3,627      1,865        -97        100         20      4,990        109        128
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       48.7       14.1       15.2        0.0        0.0       49.5       18.2        2.2        0.6        2.4       12.6        4.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          .          0          0         10         10          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    43,266
Positions
    11,093        851          0      1,103     27,489         38     25,446      7,471      2,015        675      1,775          0      2,896      3,627
 
Changes from:       December 20, 2016                                Total Change is:     1,460
     6,793       -365          0       -522        -70          0     -3,864        554        157       -440        699          0       -664        485
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        2.0        0.0        2.5       63.5        0.1       58.8       17.3        4.7        1.6        4.1        0.0        6.7        8.4
 
Number of Traders in Each Category                                    Total Traders:        73 
        11          .          0          5          6          .         25         17          5          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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     7,900
Positions
     1,957        397          0        881      1,999          0      4,141      4,829          1          0        100          0        920        574
 
Changes from:       December 20, 2016                                Total Change is:       162
         0          0          0        127         34          0         50        160          0          0          0          0        -15        -32
 
Percent of Open Interest Represented by Each Category of Trader
      24.8        5.0        0.0       11.2       25.3        0.0       52.4       61.1        0.0        0.0        1.3        0.0       11.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          .          0          8          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    64,692
Positions
     8,135     40,754      1,362     10,222        546        246     31,460      5,477      2,313      1,045      4,660          3      9,907      9,333
 
Changes from:       December 20, 2016                                Total Change is:       976
         4      1,040       -104         68         13         67        118     -1,401        145        -15        968          3        690        246
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       63.0        2.1       15.8        0.8        0.4       48.6        8.5        3.6        1.6        7.2        0.0       15.3       14.4
 
Number of Traders in Each Category                                    Total Traders:       109 
        13         23          .         14          .          6         32         13          6          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   129,383
Positions
    16,269     81,508      2,724     20,444      1,091        492     62,920     10,953      4,625      2,090      9,319          5     19,814     18,666
 
Changes from:       December 20, 2016                                Total Change is:     1,951
         8      2,079       -207        135         26        134        236     -2,802        289        -29      1,936          5      1,380        491
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       63.0        2.1       15.8        0.8        0.4       48.6        8.5        3.6        1.6        7.2        0.0       15.3       14.4
 
Number of Traders in Each Category                                    Total Traders:       109 
        13         23          .         14          .          6         32         13          6          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   609,421
Positions
    64,092     89,366      4,603    284,283    209,201     60,058     73,144    112,803     15,476     25,096     35,640      4,286     78,384     77,987
 
Changes from:       December 20, 2016                                Total Change is:     1,460
       477       -763       -840     -5,975      3,665       -239      5,156     -3,072       -788        910        864         84      2,675      2,547
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       14.7        0.8       46.6       34.3        9.9       12.0       18.5        2.5        4.1        5.8        0.7       12.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       576 
        36         29         17        128         79         86         81        119         68         45         59         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    58,585
Positions
     4,269     12,236      1,320     12,830     15,402      2,261      2,913      8,209        212      3,579         20        104     31,097     18,821
 
Changes from:       December 20, 2016                                Total Change is:     2,135
     1,597        487        200       -377        599       -117     -1,216        963          0        -41         12          4      2,085        -13
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       20.9        2.3       21.9       26.3        3.9        5.0       14.0        0.4        6.1        0.0        0.2       53.1       32.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         6          5          .          7          .          .          6         15          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 2,754,179
Positions
   300,113    386,652     15,414  1,357,263    968,995    288,986    361,717    533,532     65,759    107,600    178,116     20,894    236,433    295,831
 
Changes from:       December 20, 2016                                Total Change is:    -3,376
    -7,617     -8,265     -3,185    -27,992     15,332       -609     25,112    -26,923      2,809      4,756      4,262        401      2,949     12,802
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       14.0        0.6       49.3       35.2       10.5       13.1       19.4        2.4        3.9        6.5        0.8        8.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       569 
        36         29         16        128         77         85         79        119         62         44         57         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    96,015
Positions
     1,024     47,243        170     51,308     37,561      3,584     28,074      2,720        116          0      1,104          0     11,739      3,517
 
Changes from:       December 20, 2016                                Total Change is:    -1,313
        43       -836         -1       -912       -270        506        205       -245          0          0        -30          0     -1,154       -437
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       49.2        0.2       53.4       39.1        3.7       29.2        2.8        0.1        0.0        1.1        0.0       12.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          7          .         35         11         15         20          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    44,880
Positions
     2,944     19,859        139     12,292      4,872      1,070     20,640     12,515        618      1,279      1,822         27      5,871      3,957
 
Changes from:       December 20, 2016                                Total Change is:       489
       337      1,712        -52       -769       -149        174        894     -1,348        -24        -28        495        -17        -25       -301
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       44.2        0.3       27.4       10.9        2.4       46.0       27.9        1.4        2.8        4.1        0.1       13.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       222 
        14         21          4         34         16         12         56         51         14         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   224,401
Positions
    14,720     99,297        696     61,460     24,362      5,348    103,202     62,576      3,090      6,394      9,111        136     29,355     19,785
 
Changes from:       December 20, 2016                                Total Change is:     2,445
     1,683      8,559       -261     -3,846       -747        871      4,470     -6,738       -121       -138      2,474        -87       -126     -1,505
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       44.2        0.3       27.4       10.9        2.4       46.0       27.9        1.4        2.8        4.1        0.1       13.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       222 
        14         21          4         34         16         12         56         51         14         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   676,871
Positions
    48,997    209,274      3,818    330,638    153,062     29,924    198,206    230,552     13,246     20,841     17,949      1,182     30,019     17,864
 
Changes from:       December 20, 2016                                Total Change is:     3,919
     5,383     -5,977        -26     -5,233      4,056        -89      2,324      7,132      1,522     -1,193       -863         55      1,176     -1,891
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       30.9        0.6       48.8       22.6        4.4       29.3       34.1        2.0        3.1        2.7        0.2        4.4        2.6
 
Number of Traders in Each Category                                    Total Traders:       343 
        17         24          4         83         45         36         66         65         22         19         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S.   (RUSSELL 1000 INDEX X $50)                       
CFTC Code #23977C                                                    Open Interest is    15,751
Positions
     1,574     11,406          0      6,235      1,509          0      6,908      2,515          0          0          0          0      1,034        321
 
Changes from:       December 20, 2016                                Total Change is:      -331
         0          6          0       -399         -5          0         13       -132          0          0          0          0         55       -200
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       72.4        0.0       39.6        9.6        0.0       43.9       16.0        0.0        0.0        0.0        0.0        6.6        2.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          5          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    28,503
Positions
       935     10,322          0     13,707        543        225      3,969      2,261          0      2,241      8,855          0      7,426      6,297
 
Changes from:       December 20, 2016                                Total Change is:      -496
       -37        -50          0       -160          0          6       -229        201          0          0        -88          0        -76       -565
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       36.2        0.0       48.1        1.9        0.8       13.9        7.9        0.0        7.9       31.1        0.0       26.1       22.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0         12          .          .          7          5          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    55,684
Positions
    12,600      5,902      1,377     15,761      7,561      2,572     11,656     18,362        246      2,794      3,654          0      8,678     16,010
 
Changes from:       December 20, 2016                                Total Change is:       719
       133       -367          6       -322        806       -765      2,661       -177       -297        124        115          0       -821      1,398
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       10.6        2.5       28.3       13.6        4.6       20.9       33.0        0.4        5.0        6.6        0.0       15.6       28.8
 
Number of Traders in Each Category                                    Total Traders:        86 
        15          8          .         11          9          7         19         12          5          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   216,150
Positions
     3,258    117,376      1,024    146,773     67,503     13,197     37,377      9,349      2,244      4,842      1,152          0      7,435      4,305
 
Changes from:       December 20, 2016                                Total Change is:     4,367
        86      2,762         -1      2,364        515        464      1,773        711        392       -113        -29          0       -598       -447
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       54.3        0.5       67.9       31.2        6.1       17.3        4.3        1.0        2.2        0.5        0.0        3.4        2.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         5         11          .         43         24         21         16         10          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   801,621
Positions
    23,981    585,312      6,737    483,262     91,436     67,104    143,628     20,001     10,101     45,898     10,428        876     20,034      9,626
 
Changes from:       December 20, 2016                                Total Change is:   -10,585
     5,411    -18,339        724     -6,940      4,901        281     -8,819        104      1,174     -4,196        423         -1      1,781        148
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       73.0        0.8       60.3       11.4        8.4       17.9        2.5        1.3        5.7        1.3        0.1        2.5        1.2
 
Number of Traders in Each Category                                    Total Traders:       289 
        20         20         10         93         37         47         50         19         15         36         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   594,263
Positions
     6,981     36,764      4,598    286,807    135,092     96,861     49,344    132,217      7,656     13,391     13,371      2,401    126,224    165,303
 
Changes from:       December 20, 2016                                Total Change is:     1,321
    -3,089    -10,662      1,392     11,415    -11,368      8,758    -13,882     12,622      1,330        828     -6,556        309     -5,740      5,496
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        6.2        0.8       48.3       22.7       16.3        8.3       22.2        1.3        2.3        2.3        0.4       21.2       27.8
 
Number of Traders in Each Category                                    Total Traders:       147 
         5         12          4         38         26         34         16         37         14          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   687,331
Positions
     4,279    143,627        121    411,743     75,632     84,216     47,174    258,295      9,931     23,863     13,034        443    105,561    102,032
 
Changes from:       December 20, 2016                                Total Change is:     6,978
      -934     -3,333       -102      7,363      1,654        518      3,706      6,072         65        542      1,834          0     -4,180        270
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       20.9        0.0       59.9       11.0       12.3        6.9       37.6        1.4        3.5        1.9        0.1       15.4       14.8
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          9          .         49         10         29          9         21          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 1,136,039
Positions
    54,887     64,877      5,140    391,882    236,015    131,498    296,212    221,322     68,757     88,333    247,165      2,174     97,156    159,091
 
Changes from:       December 20, 2016                                Total Change is:    14,805
      -659     14,558     -1,018     -7,630      1,914       -640     25,801      6,169     -1,467        514     -1,881        445       -541     -3,275
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        5.7        0.5       34.5       20.8       11.6       26.1       19.5        6.1        7.8       21.8        0.2        8.6       14.0
 
Number of Traders in Each Category                                    Total Traders:       243 
        10         20          7         55         34         46         38         37         27         21         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 3,043,508
Positions
    93,436    195,811     27,543  1,237,564    947,223    429,173    422,678    613,501    101,354    400,692    192,881     22,059    309,009    513,963
 
Changes from:       December 20, 2016                                Total Change is:   -15,306
      -859    -23,752     -1,045     65,881    -32,446     13,734    -50,108     50,720    -25,552    -13,921    -12,557        436     -3,872     15,156
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        6.4        0.9       40.7       31.1       14.1       13.9       20.2        3.3       13.2        6.3        0.7       10.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       353 
        16         36          9         43         80         71         46         75         44         20         37         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   288,896
Positions
     7,138     24,707      1,110     92,819    123,783     12,986     81,209      5,901     10,021     13,217      8,979          0     70,396    101,409
 
Changes from:       December 20, 2016                                Total Change is:     2,392
    -4,612      2,583     -1,200      2,547     -1,315      2,031        880          9        336        514          0          0      1,896        -52
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.6        0.4       32.1       42.8        4.5       28.1        2.0        3.5        4.6        3.1        0.0       24.4       35.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          .         10         16         17          8          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 2,966,451
Positions
    72,291    283,475     26,386  1,882,380    534,594    256,388    195,139  1,202,280     87,797    210,772    198,206     12,170    223,128    365,155
 
Changes from:       December 20, 2016                                Total Change is:    28,872
     3,736      4,438     -6,505     11,408     19,296     18,814      4,774     -9,909        870     -3,875      1,967       -775        425        676
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.6        0.9       63.5       18.0        8.6        6.6       40.5        3.0        7.1        6.7        0.4        7.5       12.3
 
Number of Traders in Each Category                                    Total Traders:       305 
         8         38         11         61         53         60         31         72         30         15         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   979,571
Positions
   352,679    118,067    328,183        350     40,533      5,646     50,547    252,733    141,268     51,301     16,068     26,167     23,430     50,906
 
Changes from:       December 20, 2016                                Total Change is:   -20,260
   -11,043       -658      6,668          0     -1,255          0     -3,251    -13,437     -4,930     -1,805       -367     -3,910     -1,989     -2,371
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       12.1       33.5        0.0        4.1        0.6        5.2       25.8       14.4        5.2        1.6        2.7        2.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       119 
        25         26         40          .          5          .         13         35         29          7          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 is11,132,747
Positions
 4,349,151    809,872  2,235,527     25,958  1,658,873    349,843    498,212  2,120,712  1,796,897    794,396    466,566    546,729    536,034  1,147,728
 
Changes from:       December 20, 2016                                Total Change is:    39,238
   -90,826     36,093     41,723          0    -36,962     15,865    156,904     72,542   -100,471     11,641      3,056      1,347      3,055      6,045
 
Percent of Open Interest Represented by Each Category of Trader
      39.1        7.3       20.1        0.2       14.9        3.1        4.5       19.0       16.1        7.1        4.2        4.9        4.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       254 
        32         39         67          6         27         23         27         77         80         14         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    31,414
Positions
     4,280      3,435          0        153     13,459        113     20,031      9,084          0      6,394      4,662        433         10        228
 
Changes from:       December 20, 2016                                Total Change is:     1,962
     1,018        415          0          0        145          0        907      1,431          0         44        -23          0         -7         -6
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       10.9        0.0        0.5       42.8        0.4       63.8       28.9        0.0       20.4       14.8        1.4        0.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          6          0          .         11          .          4         10          0          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    28,439
Positions
     5,899      3,267          0        295      7,377        427     20,931     10,443          0        679      6,642        175         33        108
 
Changes from:       December 20, 2016                                Total Change is:       791
        17      1,077          0          0        144          0        753       -266          0          0       -168          0         21          4
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       11.5        0.0        1.0       25.9        1.5       73.6       36.7        0.0        2.4       23.4        0.6        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          5          0          .          5          .          5         10          0          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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    87,191
Positions
       784     59,233          0     22,263        350      1,497     30,479     20,923      1,254     20,139        551          0     10,775      3,383
 
Changes from:       December 20, 2016                                Total Change is:     2,958
       -76         69          0      1,087          0        -53      1,098      3,085        -69        263        -58        -31        739         15
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       67.9        0.0       25.5        0.4        1.7       35.0       24.0        1.4       23.1        0.6        0.0       12.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       161 
         .          .          0         15          .          .         58         16          5         60          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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   411,321
Positions
   102,475     19,954     13,883     92,319     44,376     26,658     60,768    187,847     72,072      5,848      5,346     12,349     24,949     28,836
 
Changes from:       December 20, 2016                                Total Change is:   -51,453
    -4,260     -1,481    -12,224     23,678      3,091    -16,859    -17,180     -4,396    -13,476     -7,643     -2,285     -1,112     -2,377     -2,711
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        4.9        3.4       22.4       10.8        6.5       14.8       45.7       17.5        1.4        1.3        3.0        6.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       200 
        20          5         19         16         20         12         39         63         45         11         16         16
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Traders in Financial Futures - Futures Only Positions as of December 27, 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    23,156
Positions
        33        222          0     17,093        534          0      2,885     21,931        369      2,692         87          0         84         13
 
Changes from:       December 20, 2016                                Total Change is:    -4,391
        -1         74          0       -436          0          0         37       -498     -3,066          0          0          0       -925       -901
 
Percent of Open Interest Represented by Each Category of Trader
       0.1        1.0        0.0       73.8        2.3        0.0       12.5       94.7        1.6       11.6        0.4        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0         11          .          0          8          6          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 27, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,315
Positions
     2,375      9,408          0     10,650          0         28        295      4,731          0        261          0          0        706        148
 
Changes from:       December 20, 2016                                Total Change is:      -168
         0          0          0       -101          0          0        -96       -122          0          0          0          0         29        -46
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       65.7        0.0       74.4        0.0        0.2        2.1       33.0        0.0        1.8        0.0        0.0        4.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0         10          0          .          .          5          0          .          0          0
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Updated December 30, 2016