Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   154,839
Positions
     9,234     41,321     15,347     40,641     10,650      2,465     40,893     36,421     10,744      6,916      7,056      1,291     27,308     29,546
 
Changes from:       September 13, 2016                               Total Change is:    15,032
     2,653     -8,729      7,928     -8,339       -192        472     13,810     13,111      1,601        429        385        117     -3,640        339
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       26.7        9.9       26.2        6.9        1.6       26.4       23.5        6.9        4.5        4.6        0.8       17.6       19.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          6          9          9         10          5         17         25         14          9          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,435
Positions
    10,525        774        304      1,511      1,739         71     23,194     19,647      1,053          0          0          0      5,776     18,846
 
Changes from:       September 13, 2016                               Total Change is:    -3,891
   -12,893       -833       -775        -13        500          0     13,633        -40     -2,189          0          0          0     -1,654       -554
 
Percent of Open Interest Represented by Each Category of Trader
      24.8        1.8        0.7        3.6        4.1        0.2       54.7       46.3        2.5        0.0        0.0        0.0       13.6       44.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          .          .          .         12         14          7          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   268,439
Positions
   132,924      8,084      8,433     12,821     76,971      3,487     58,763     91,522     26,029      3,035     11,282      2,881     20,065     39,749
 
Changes from:       September 13, 2016                               Total Change is:    -9,862
   -24,335         16     -3,336        534      3,997     -1,806     27,895       -293     -6,030      1,764        763     -2,853     -1,694       -319
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        3.0        3.1        4.8       28.7        1.3       21.9       34.1        9.7        1.1        4.2        1.1        7.5       14.8
 
Number of Traders in Each Category                                    Total Traders:       128 
        10          6          7          5         26          8         25         45         26          5          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   170,106
Positions
     4,654     13,668      6,749     30,239     37,776      7,284     75,557     25,085     15,022        472     27,772      4,117     26,012     32,634
 
Changes from:       September 13, 2016                               Total Change is:   -26,641
    -5,283      1,841     -5,852      3,896      1,564     -1,772     -3,870       -990    -10,218         49     -6,148     -1,936     -1,655     -3,129
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        8.0        4.0       17.8       22.2        4.3       44.4       14.7        8.8        0.3       16.3        2.4       15.3       19.2
 
Number of Traders in Each Category                                    Total Traders:       111 
         6          7         10         13         20         11         29         28         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   375,526
Positions
    93,496      7,551     14,790    125,827    101,635     16,671     21,781    110,100     31,666     18,368     24,658      5,572     47,355     62,883
 
Changes from:       September 13, 2016                               Total Change is:   -53,068
   -26,030    -15,653     -6,614       -713      6,190     -1,983     -2,084     -2,064    -14,768      2,662     -7,228     -2,592       -946     -8,357
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        2.0        3.9       33.5       27.1        4.4        5.8       29.3        8.4        4.9        6.6        1.5       12.6       16.7
 
Number of Traders in Each Category                                    Total Traders:       224 
        19          8         16         38         38         36         21         52         26         25         21         14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    28,687
Positions
     1,093     18,504        163     16,344          0      1,137        531      5,729          0          0          0          0      9,419      3,154
 
Changes from:       September 13, 2016                               Total Change is:    -3,050
       283     -2,106        -42       -132          0       -113         14      1,697     -1,999          0          0          0     -1,061       -487
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       64.5        0.6       57.0        0.0        4.0        1.9       20.0        0.0        0.0        0.0        0.0       32.8       11.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .         10          0          5          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   106,432
Positions
     7,798     15,418      3,790     20,308     12,006      2,299     32,174     29,035     11,993        471      6,567      3,755     23,845     21,569
 
Changes from:       September 13, 2016                               Total Change is:   -25,515
     5,404    -15,397     -8,858      4,471        209       -514    -18,278      5,592     -5,142       -209      1,418        152     -2,542     -2,975
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       14.5        3.6       19.1       11.3        2.2       30.2       27.3       11.3        0.4        6.2        3.5       22.4       20.3
 
Number of Traders in Each Category                                    Total Traders:        90 
         5          6          8          7          8          7         27         26         14          .          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,091
Positions
     6,462     26,698        350      3,900          0          0     22,627      5,632          0        749      1,759          0      1,003        652
 
Changes from:       September 13, 2016                               Total Change is:   -10,175
    -4,066     -9,047     -1,558       -150          0          0        514      3,385     -3,179          1      1,529     -1,420       -317        115
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       76.1        1.0       11.1        0.0        0.0       64.5       16.0        0.0        2.1        5.0        0.0        2.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          5          .          .          0          0          7          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   154,720
Positions
    53,026     22,436          1     71,133      5,552        775     19,862    110,729      1,839      3,552      5,438          2      4,531      7,949
 
Changes from:       September 13, 2016                               Total Change is:   -14,738
    19,867    -17,646    -20,369        841      1,153          0        120     36,972    -16,600        562        915       -115        956        953
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       14.5        0.0       46.0        3.6        0.5       12.8       71.6        1.2        2.3        3.5        0.0        2.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       153 
         7          5          .          9         11          .         25         70          8         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    25,424
Positions
       744     16,782         25      5,626          0          0     15,440      5,407      1,094        760      1,185          0      1,735        931
 
Changes from:       September 13, 2016                               Total Change is:    -1,154
         0       -581          3         96          0          0     -1,026       -652        -30          0         20          0       -197         86
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       66.0        0.1       22.1        0.0        0.0       60.7       21.3        4.3        3.0        4.7        0.0        6.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          0          0          9          9          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    49,526
Positions
     2,456     12,049          3      2,702     16,760         34     36,550     14,839        909      1,276      1,329          0      5,596      3,603
 
Changes from:       September 13, 2016                               Total Change is:   -12,415
       985     -5,963     -6,078        112       -342       -250        278      7,903     -6,877       -248       -815          0       -337          7
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       24.3        0.0        5.5       33.8        0.1       73.8       30.0        1.8        2.6        2.7        0.0       11.3        7.3
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          .          .          8          5          .         42         16          7          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,958
Positions
     9,052     38,180        959      5,634      1,601        233     32,747      6,174        655      1,405      3,005        401      7,873      7,750
 
Changes from:       September 13, 2016                               Total Change is:   -20,807
    -1,554     -2,395    -13,576       -556       -203         80     -3,069     -1,972       -867        236        468       -664       -838     -1,679
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       64.8        1.6        9.6        2.7        0.4       55.5       10.5        1.1        2.4        5.1        0.7       13.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          4          6          4          .         39         12          7          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   117,915
Positions
    18,103     76,360      1,917     11,268      3,202        465     65,493     12,348      1,311      2,810      6,010        802     15,745     15,500
 
Changes from:       September 13, 2016                               Total Change is:   -41,614
    -3,107     -4,790    -27,151     -1,112       -405        160     -6,138     -3,943     -1,735        473        937     -1,327     -1,677     -3,359
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       64.8        1.6        9.6        2.7        0.4       55.5       10.5        1.1        2.4        5.1        0.7       13.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          4          6          4          .         39         12          7          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   823,679
Positions
    79,518     80,025     18,084    291,071    204,404     72,308     65,562    142,509    135,911     26,401     30,875     38,984     95,839    100,580
 
Changes from:       September 13, 2016                               Total Change is:  -243,406
     7,613      2,388    -99,555      6,168       -328    -18,486     -9,204      2,854    -84,472     -2,596     -5,678    -17,614    -25,259    -22,514
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        9.7        2.2       35.3       24.8        8.8        8.0       17.3       16.5        3.2        3.7        4.7       11.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       649 
        40         31         31        121         93        107         80        144        110         74         66         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   113,030
Positions
     9,349      8,321      6,011     16,106     17,150      6,782      3,663      6,699     27,372      2,863      2,379      8,067     32,816     30,249
 
Changes from:       September 13, 2016                               Total Change is:   -83,935
   -25,187    -27,490     -6,143     -4,831       -309     -1,262    -15,688    -22,920    -15,088     -4,141        928     -2,897     -8,697     -8,754
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        7.4        5.3       14.2       15.2        6.0        3.2        5.9       24.2        2.5        2.1        7.1       29.0       26.8
 
Number of Traders in Each Category                                    Total Traders:        75 
         5          6          7         12          .          6         16         16         28          9          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,553,247
Positions
   357,502    365,173     53,708  1,386,748    948,196    315,705    336,444    706,000    515,746    121,198    145,982    151,080    315,115    351,657
 
Changes from:       September 13, 2016                               Total Change is:  -797,356
    63,098     48,484   -366,155     62,843      7,752    -93,964   -102,821     -6,370   -211,682    -15,664    -56,424    -50,196    -82,813    -68,800
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       10.3        1.5       39.0       26.7        8.9        9.5       19.9       14.5        3.4        4.1        4.3        8.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       630 
        39         32         29        119         91        102         77        141        105         69         62         69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    81,076
Positions
     1,718     29,438        442     39,464     42,836      3,305     23,654      1,906        134          0        459          0     12,359      2,556
 
Changes from:       September 13, 2016                               Total Change is:    -4,671
       260        516     -3,364     -1,141        616       -120      1,344        261     -1,849          0        209          0        199       -940
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       36.3        0.5       48.7       52.8        4.1       29.2        2.4        0.2        0.0        0.6        0.0       15.2        3.2
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          8          .         33         14         15         17          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    57,212
Positions
     4,794     26,683        234     16,197      5,383        892     24,956     14,815      1,616      2,318      1,737        491      5,714      5,361
 
Changes from:       September 13, 2016                               Total Change is:   -12,291
    -1,654      3,470     -6,508      3,009         20     -3,803      1,338        -34     -3,667         38     -1,240       -677       -367        148
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       46.6        0.4       28.3        9.4        1.6       43.6       25.9        2.8        4.1        3.0        0.9       10.0        9.4
 
Number of Traders in Each Category                                    Total Traders:       249 
        13         23          5         42         18         13         61         49         23         20         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   286,062
Positions
    23,972    133,415      1,168     80,986     26,913      4,460    124,778     74,076      8,082     11,589      8,687      2,456     28,570     26,804
 
Changes from:       September 13, 2016                               Total Change is:   -61,456
    -8,272     17,351    -32,541     15,044        100    -19,017      6,692       -170    -18,333        192     -6,200     -3,387     -1,834        740
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       46.6        0.4       28.3        9.4        1.6       43.6       25.9        2.8        4.1        3.0        0.9       10.0        9.4
 
Number of Traders in Each Category                                    Total Traders:       249 
        13         23          5         42         18         13         61         49         23         20         22          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   323,049
Positions
    69,966     38,343        929    111,401    148,291     23,986     81,217     82,757      8,810      6,330      6,317        215     20,195     13,401
 
Changes from:       September 13, 2016                               Total Change is:   -39,697
    -7,750      3,534    -20,039     -3,012     -3,159     -2,883     -1,560     -4,484     -2,773       -727     -2,854        -24       -929     -7,015
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       11.9        0.3       34.5       45.9        7.4       25.1       25.6        2.7        2.0        2.0        0.1        6.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       255 
        14         18          .         57         44         28         50         48         22         12         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    33,242
Positions
       728     23,945        117     17,072        588         72      2,571      1,328          0      6,020      2,256          0      6,662      4,936
 
Changes from:       September 13, 2016                               Total Change is:       441
         0        621          0        691          0         11         59       -422          0        107        726          0       -427       -495
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       72.0        0.4       51.4        1.8        0.2        7.7        4.0        0.0       18.1        6.8        0.0       20.0       14.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          .         14          .          .          5          4          0          4          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    45,054
Positions
    13,897      3,972      1,680     11,449     10,075        579      7,068      6,705        678        866      1,116          0      8,837     20,249
 
Changes from:       September 13, 2016                               Total Change is:    -5,662
     1,535       -317         -9      1,484        956        -29     -8,801        706         65          6       -306          0         87     -6,728
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        8.8        3.7       25.4       22.4        1.3       15.7       14.9        1.5        1.9        2.5        0.0       19.6       44.9
 
Number of Traders in Each Category                                    Total Traders:        66 
        17          7          4         10          6          4         11         11          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   209,171
Positions
    10,313    114,327        246    134,213     60,802     16,814     33,195      8,898      2,513      3,509      1,488          0      8,368      4,083
 
Changes from:       September 13, 2016                               Total Change is:   -49,536
    -5,575    -20,691    -31,019     -3,212      9,673     -7,969        -19        644       -268       -513         32       -307       -654        369
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       54.7        0.1       64.2       29.1        8.0       15.9        4.3        1.2        1.7        0.7        0.0        4.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       116 
         7          9          .         42         22         20         17         10          7          5          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   814,269
Positions
    39,177    583,058      2,448    432,761     91,729     74,588    191,030     26,865      8,277     44,552     15,991      1,258     20,178     10,055
 
Changes from:       September 13, 2016                               Total Change is:  -132,245
   -14,488    -40,126    -86,303    -13,221     12,657     -1,524     -4,225     -1,603     -5,946         37     -5,979       -180     -6,395     -3,241
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       71.6        0.3       53.1       11.3        9.2       23.5        3.3        1.0        5.5        2.0        0.2        2.5        1.2
 
Number of Traders in Each Category                                    Total Traders:       309 
        22         22          6        104         36         46         51         22         14         37         15          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   693,140
Positions
    22,966     31,762     26,656    173,211    154,298    132,088     61,173     76,206     81,624      9,312     27,082     13,166    172,946    150,259
 
Changes from:       September 13, 2016                               Total Change is:    -6,087
     4,733     -3,333        174     -1,139      5,281     -1,515     -5,831      5,594    -10,189      2,230      3,344     -1,284      6,735     -4,159
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        4.6        3.8       25.0       22.3       19.1        8.8       11.0       11.8        1.3        3.9        1.9       25.0       21.7
 
Number of Traders in Each Category                                    Total Traders:       160 
        15          9         19         37         31         35         26         25         36         12          5          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   599,221
Positions
     3,253     66,533        886    300,686     95,696     93,601     38,317    229,971     21,481     15,207      3,875        508    125,282     86,670
 
Changes from:       September 13, 2016                               Total Change is:    -8,432
     3,253      1,421       -173     -1,240      3,050     -1,366     -5,100     -3,717     -3,799        152          0          0       -159     -3,848
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.1        0.1       50.2       16.0       15.6        6.4       38.4        3.6        2.5        0.6        0.1       20.9       14.5
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          9          .         41         12         29         11         16         12          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   999,159
Positions
    33,405     90,320     11,498    298,569    166,629    141,841    272,122    141,131     58,918     56,039    238,066      9,232    117,534    141,523
 
Changes from:       September 13, 2016                               Total Change is:       134
   -21,560      5,557        873    -25,730    -10,642     18,875     15,095    -33,690      9,120      2,087     22,071        894        481    -12,923
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.0        1.2       29.9       16.7       14.2       27.2       14.1        5.9        5.6       23.8        0.9       11.8       14.2
 
Number of Traders in Each Category                                    Total Traders:       249 
        12         33         15         52         34         46         45         30         39         16         27         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,237,619
Positions
   122,416    186,629    173,340    836,159    908,614    504,000    528,588    542,877    248,209    383,084    143,357     77,837    363,987    452,757
 
Changes from:       September 13, 2016                               Total Change is:   -81,682
       545     23,529      5,975    -19,247    -20,873      6,106    -11,774    -28,419    -32,987    -28,007     -3,851     10,395    -12,688    -41,555
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.8        5.4       25.8       28.1       15.6       16.3       16.8        7.7       11.8        4.4        2.4       11.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       371 
        21         36         44         52         78         77         58         68         81         25         33         30
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   211,974
Positions
     5,226     18,110        147     53,234     84,940      6,131     85,250      7,751      1,382      3,703      4,129          0     56,902     89,384
 
Changes from:       September 13, 2016                               Total Change is:     2,133
      -605      6,769     -3,440     -6,382      2,250        153     16,034     -4,426         74          0      4,129          0     -3,701     -3,376
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.5        0.1       25.1       40.1        2.9       40.2        3.7        0.7        1.7        1.9        0.0       26.8       42.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          4         13          9          9          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,948,665
Positions
    44,347    273,182     77,570  1,536,469    499,510    336,028    301,615  1,005,696    195,604    198,230    202,568     22,173    236,629    336,334
 
Changes from:       September 13, 2016                               Total Change is:   -14,670
   -19,158     -7,742    -12,143    -16,160    -46,210     43,450      7,751     48,024    -19,060     24,309      8,517     -1,612    -22,047    -27,894
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        9.3        2.6       52.1       16.9       11.4       10.2       34.1        6.6        6.7        6.9        0.8        8.0       11.4
 
Number of Traders in Each Category                                    Total Traders:       306 
         6         36         21         59         46         50         47         60         64         17         35         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,140,203
Positions
   410,192    218,832    281,094     13,832     24,978     16,221     85,983    242,020    214,199     39,916     25,176     57,504     21,262     60,179
 
Changes from:       September 13, 2016                               Total Change is:    91,789
    30,129     30,467     16,367        155      8,203     -3,147     42,964     17,015     -3,053    -11,706      6,431     19,746        333       -241
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       19.2       24.7        1.2        2.2        1.4        7.5       21.2       18.8        3.5        2.2        5.0        1.9        5.3
 
Number of Traders in Each Category                                    Total Traders:       167 
        19         38         43          .          6          .         21         53         40          8         14         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,222,529
Positions
 3,756,328  1,141,540  3,404,792    330,421  1,764,332    601,360    512,582  1,096,057  7,165,599    631,800    858,165  1,027,721    791,927  1,162,963
 
Changes from:       September 13, 2016                               Total Change is:-1,619,877
    52,830   -354,612   -270,796    -38,880    -55,521    -47,455    -40,969     98,750   -904,763    -93,964    247,001   -265,948     -9,930    -66,534
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        6.3       18.7        1.8        9.7        3.3        2.8        6.0       39.3        3.5        4.7        5.6        4.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       306 
        31         48         76         11         28         30         33         96        115         14         33         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    25,182
Positions
     2,009      3,840          0         50     10,614        108     13,313      7,914          0      9,152      2,243        329        221        134
 
Changes from:       September 13, 2016                               Total Change is:    -1,804
    -2,943        596         -1          0        -50          0      1,237     -1,943        -27        314        -57       -236       -148        -86
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       15.2        0.0        0.2       42.1        0.4       52.9       31.4        0.0       36.3        8.9        1.3        0.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          7          0          .         11          .          7          7          0          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,059
Positions
     3,084      2,682          0        327      6,842        357     16,512      7,414          0      1,582      4,545        136         61         83
 
Changes from:       September 13, 2016                               Total Change is:   -16,939
    -4,125    -16,985          0          0        -32          0    -12,870        -64          0        -26         71         84         -2        -13
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       12.2        0.0        1.5       31.0        1.6       74.9       33.6        0.0        7.2       20.6        0.6        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          .          .          .         10          4          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    48,376
Positions
       257     18,131          4     13,207        761      1,751      7,293     21,207      3,829     14,853        301         89      7,093      2,303
 
Changes from:       September 13, 2016                               Total Change is:    -7,509
        63     -2,023        -94        292       -883          7     -4,540     -1,796     -2,760        239         52         -3       -713         -8
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       37.5        0.0       27.3        1.6        3.6       15.1       43.8        7.9       30.7        0.6        0.2       14.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       117 
         .          5          .          7          .          5         30         24         16         38          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   471,105
Positions
   120,294     15,039     42,214     65,402     33,516     49,113     53,886    181,839     87,856      6,479      7,446     19,021     26,840     35,061
 
Changes from:       September 13, 2016                               Total Change is:    -7,012
   -18,351        632      9,687    -14,719     -4,906      5,674     12,658    -14,576      3,908       -386     -4,904     -4,158     -1,325      1,631
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        3.2        9.0       13.9        7.1       10.4       11.4       38.6       18.6        1.4        1.6        4.0        5.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       203 
        18         12         25         10         18         13         34         72         58         18         12         16
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    21,937
Positions
       962      2,910          0     10,390        141          0      3,138     13,753      4,217      3,067        863          0        163         53
 
Changes from:       September 13, 2016                               Total Change is:       990
        52         36          0     -2,766        -55       -190        121     -1,273      3,827      1,250        -19          0     -1,304     -1,336
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       13.3        0.0       47.4        0.6        0.0       14.3       62.7       19.2       14.0        3.9        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          6          .          0          8          6          .          4          .          0
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Updated September 23, 2016