Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   125,891
Positions
    16,181     16,427      4,440     43,473      9,747      2,032     11,287     38,729     13,810      5,882      5,760      2,314     26,472     32,632
 
Changes from:       September 27, 2016                               Total Change is:      -181
     2,080       -795         39      3,503       -615       -546     -6,539        381      1,349        115      1,242        196       -378     -1,430
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       13.0        3.5       34.5        7.7        1.6        9.0       30.8       11.0        4.7        4.6        1.8       21.0       25.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          6          8          9          8          5         12         30         17         10          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,142
Positions
    23,126      1,542        310      1,521      1,288         71     15,197     21,331      1,217          0          0          0      6,700     22,383
 
Changes from:       September 27, 2016                               Total Change is:     7,595
     1,491        946        -84       -768          0          0      7,362      1,299         88          0          0          0       -494      5,346
 
Percent of Open Interest Represented by Each Category of Trader
      48.0        3.2        0.6        3.2        2.7        0.1       31.6       44.3        2.5        0.0        0.0        0.0       13.9       46.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         7          .          .          .          .          .         12         15          6          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   305,374
Positions
   160,265      5,175     12,724     15,821     74,540      5,042     38,317    115,671     35,697      4,108     11,734      3,401     30,000     41,391
 
Changes from:       September 27, 2016                               Total Change is:    34,772
     8,406      2,786      3,120      2,818     -2,787      1,945        874     16,423      9,757        534       -343        617      6,700      3,253
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        1.7        4.2        5.2       24.4        1.7       12.5       37.9       11.7        1.3        3.8        1.1        9.8       13.6
 
Number of Traders in Each Category                                    Total Traders:       138 
        13          6          9          7         26         10         25         52         29          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   197,086
Positions
     4,675     15,475     11,469     29,296     38,439      9,188     90,496     29,208     21,353      1,308     30,075      4,766     24,535     37,113
 
Changes from:       September 27, 2016                               Total Change is:     8,165
      -327     -5,190      2,656      1,114     -2,392      3,141      1,637      4,529      4,041        160      1,213       -102     -4,156        269
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.9        5.8       14.9       19.5        4.7       45.9       14.8       10.8        0.7       15.3        2.4       12.4       18.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         6          8         10         12         23         11         34         35         23          .         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   408,599
Positions
    85,860      8,462     25,342    142,915    101,177     15,120     23,507    118,928     41,329     16,444     24,501      8,404     49,678     65,336
 
Changes from:       September 27, 2016                               Total Change is:    26,190
     3,590     -2,636      6,469      7,628        199        297      2,056     11,529      4,854     -3,216     -2,574      2,580      1,933      5,472
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        2.1        6.2       35.0       24.8        3.7        5.8       29.1       10.1        4.0        6.0        2.1       12.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       228 
        18         10         15         40         36         34         26         48         31         27         21         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,348
Positions
       784     24,400          0     18,307        617      1,013      1,577      1,440          0          0          0          0      9,667      3,878
 
Changes from:       September 27, 2016                               Total Change is:     1,718
         0      2,284          0      1,832        617       -305        394     -1,000          0       -344          0       -133        274        255
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       77.8        0.0       58.4        2.0        3.2        5.0        4.6        0.0        0.0        0.0        0.0       30.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0         11          .          7          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   132,594
Positions
     1,704     38,591      4,087     24,217      9,145      2,487     53,129     25,409     14,163      1,402     11,205      4,088     27,317     23,420
 
Changes from:       September 27, 2016                               Total Change is:    13,740
      -407     17,415        496       -366     -2,551        324      8,844     -4,964      1,589        527        -89      1,173      1,559        346
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       29.1        3.1       18.3        6.9        1.9       40.1       19.2       10.7        1.1        8.5        3.1       20.6       17.7
 
Number of Traders in Each Category                                    Total Traders:       101 
         .         11         10          9          8          8         35         19         16          .         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    44,449
Positions
     7,309     37,879        350      3,910          0          0     31,057      3,723          0        775      1,889          0      1,048        608
 
Changes from:       September 27, 2016                               Total Change is:     7,521
       559      6,729          0        -50          0          0      7,005        710          0        -27         47          0         34         35
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       85.2        0.8        8.8        0.0        0.0       69.9        8.4        0.0        1.7        4.2        0.0        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          0          0          8          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   159,746
Positions
    63,483     25,229          0     68,904      4,850      1,354     14,621    111,609      2,825      3,258      5,642        298      5,004      7,939
 
Changes from:       September 27, 2016                               Total Change is:    -2,166
     4,117        194         -1       -311       -504        135     -5,260     -2,354        557       -799        168       -187       -417       -175
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       15.8        0.0       43.1        3.0        0.8        9.2       69.9        1.8        2.0        3.5        0.2        3.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       153 
         8          5          0         12          9          4         23         66         10         15         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    28,894
Positions
       744     21,399          0      5,633         74         30     20,240      5,077        270        100        880        345      1,532        819
 
Changes from:       September 27, 2016                               Total Change is:       700
         0      4,138          0        211         74       -155      1,970     -2,531       -583       -560        -74        -30       -153       -139
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       74.1        0.0       19.5        0.3        0.1       70.0       17.6        0.9        0.3        3.0        1.2        5.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          .          .          .         11          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    49,242
Positions
     3,235     14,914          3      2,053     20,689         34     35,682      8,225        893      1,261      1,086          0      6,081      3,398
 
Changes from:       September 27, 2016                               Total Change is:      -174
       591        613          0       -118        257          0       -898     -1,105        -17       -280         74          0        548          4
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       30.3        0.0        4.2       42.0        0.1       72.5       16.7        1.8        2.6        2.2        0.0       12.3        6.9
 
Number of Traders in Each Category                                    Total Traders:        91 
         5          7          .          8          6          .         41         18          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    61,941
Positions
     9,294     38,396        996      7,637      1,593        228     33,375      8,041        781      1,299      3,302        451      7,881      8,154
 
Changes from:       September 27, 2016                               Total Change is:       373
       469       -479          5        913        373        -68     -1,025        402        193        -25       -129         24       -112         52
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       62.0        1.6       12.3        2.6        0.4       53.9       13.0        1.3        2.1        5.3        0.7       12.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         21          .          7          4          4         37         17          8          7         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   123,881
Positions
    18,587     76,791      1,992     15,274      3,185        455     66,750     16,083      1,561      2,598      6,604        902     15,762     16,308
 
Changes from:       September 27, 2016                               Total Change is:       745
       937       -958          9      1,826        746       -135     -2,051        803        386        -50       -258         48       -224        105
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       62.0        1.6       12.3        2.6        0.4       53.9       13.0        1.3        2.1        5.3        0.7       12.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         21          .          7          4          4         37         17          8          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   839,745
Positions
    90,279     70,380     21,775    280,100    200,796     69,206     69,516    157,357    137,355     26,850     28,623     40,380    104,283    113,872
 
Changes from:       September 27, 2016                               Total Change is:    18,671
    10,233     -4,666      1,679    -10,808     -1,560         22      2,025      8,520      4,526        817     -2,968      1,636      8,540     11,481
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        8.4        2.6       33.4       23.9        8.2        8.3       18.7       16.4        3.2        3.4        4.8       12.4       13.6
 
Number of Traders in Each Category                                    Total Traders:       665 
        39         30         34        116         93        107         83        152        123         85         67         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   126,524
Positions
    18,658      9,044      5,395     15,279     18,808      5,100      8,065      9,533     29,492      3,316      1,268      8,146     33,074     39,737
 
Changes from:       September 27, 2016                               Total Change is:     8,484
     9,431        -73     -2,448       -155       -903     -1,345      1,557      3,919      1,371        215     -1,134        -33       -109      9,130
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        7.1        4.3       12.1       14.9        4.0        6.4        7.5       23.3        2.6        1.0        6.4       26.1       31.4
 
Number of Traders in Each Category                                    Total Traders:        76 
         5          6          7         11          4          5         17         15         28         12          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,566,103
Positions
   376,290    324,863     63,717  1,334,281    920,116    310,351    362,972    794,835    483,599    122,525    141,631    156,318    356,049    370,672
 
Changes from:       September 27, 2016                               Total Change is:    50,934
    14,588    -12,385     10,055    -53,266     -3,285      6,834     31,027     51,691    -12,910      3,573     -8,609      7,785     43,247     11,758
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        9.1        1.8       37.4       25.8        8.7       10.2       22.3       13.6        3.4        4.0        4.4       10.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       641 
        38         31         31        114         90        102         76        151        116         78         63         70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    83,072
Positions
     3,831     30,891        442     38,800     43,419      3,188     25,281      1,396        177          0        459          0     11,353      3,100
 
Changes from:       September 27, 2016                               Total Change is:        91
     2,215        206          0       -573        187       -451        238         24       -231          0          0          0     -1,107        356
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       37.2        0.5       46.7       52.3        3.8       30.4        1.7        0.2        0.0        0.6        0.0       13.7        3.7
 
Number of Traders in Each Category                                    Total Traders:        84 
         8          7          .         29         14         15         21          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    61,515
Positions
     4,284     29,973        245     16,270      5,799      1,100     28,674     14,411      1,930      2,484      1,900        510      6,017      5,647
 
Changes from:       September 27, 2016                               Total Change is:      -306
      -157       -482          0        103        436        -51       -147       -208        -51        258         54        -71       -189         66
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       48.7        0.4       26.4        9.4        1.8       46.6       23.4        3.1        4.0        3.1        0.8        9.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       252 
        10         22          6         47         15         12         66         45         26         24         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   307,574
Positions
    21,422    149,865      1,224     81,349     28,993      5,500    143,369     72,055      9,650     12,421      9,502      2,552     30,087     28,233
 
Changes from:       September 27, 2016                               Total Change is:    -1,529
      -783     -2,408          1        513      2,181       -257       -737     -1,039       -254      1,290        270       -356       -946        332
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       48.7        0.4       26.4        9.4        1.8       46.6       23.4        3.1        4.0        3.1        0.8        9.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       252 
        10         22          6         47         15         12         66         45         26         24         23          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   334,264
Positions
    70,958     54,070        999    116,585    142,859     23,110     87,877     84,072      8,453      5,938      5,614        210     20,133     14,876
 
Changes from:       September 27, 2016                               Total Change is:     3,778
     1,666      4,546       -142      1,522      1,050     -1,369      4,067      1,105       -586       -203       -950        -17     -1,159        141
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       16.2        0.3       34.9       42.7        6.9       26.3       25.2        2.5        1.8        1.7        0.1        6.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       260 
        16         17          .         57         43         30         53         50         27         10         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    32,644
Positions
       841     24,157        117     15,812        556        350      3,622        628          1      5,459      2,245          6      6,436      4,584
 
Changes from:       September 27, 2016                               Total Change is:    -1,574
       113       -473          0       -334       -523        236        152        -10          0       -351        305          6     -1,396     -1,115
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       74.0        0.4       48.4        1.7        1.1       11.1        1.9        0.0       16.7        6.9        0.0       19.7       14.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          .         15          .          .          7          .          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    49,712
Positions
    12,870      7,428      2,969      8,379     14,621      1,660     12,682      7,872        634      1,179      1,668          0      9,339     12,860
 
Changes from:       September 27, 2016                               Total Change is:    -2,150
      -621      1,444        693       -252      1,235        -61     -1,904       -750        315       -729        425          0        409     -5,451
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       14.9        6.0       16.9       29.4        3.3       25.5       15.8        1.3        2.4        3.4        0.0       18.8       25.9
 
Number of Traders in Each Category                                    Total Traders:        74 
        11         11          4          6          8          5         16         15          6          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   218,943
Positions
     9,660    122,098        130    141,978     61,445     15,780     37,538     11,867      2,547      2,903        759          0      8,407      4,317
 
Changes from:       September 27, 2016                               Total Change is:     8,363
      -714      4,736        -87      5,718        265       -560      3,847      4,194         59          7       -694          0         93        450
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       55.8        0.1       64.8       28.1        7.2       17.1        5.4        1.2        1.3        0.3        0.0        3.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       115 
         7         10          .         43         24         20         17          9          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   850,261
Positions
    29,143    641,965      5,781    469,905     78,781     62,913    195,463     25,775      8,281     55,496     16,979      1,295     21,984      8,491
 
Changes from:       September 27, 2016                               Total Change is:      -624
   -12,540      7,863      2,501      1,220     -5,728      1,427     -2,493     -6,532          0      8,896        286         39        326       -480
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       75.5        0.7       55.3        9.3        7.4       23.0        3.0        1.0        6.5        2.0        0.2        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       309 
        21         22          9        109         32         43         51         18         14         39         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   678,317
Positions
    18,557     25,409     23,708    189,588    144,941    125,901     65,657    101,168     69,412      9,414     30,154      8,257    167,824    149,367
 
Changes from:       September 27, 2016                               Total Change is:    18,368
      -752       -133      2,395     10,526    -10,069      1,933      2,433     19,195      5,726        504       -256      2,161     -6,558     -2,584
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        3.7        3.5       27.9       21.4       18.6        9.7       14.9       10.2        1.4        4.4        1.2       24.7       22.0
 
Number of Traders in Each Category                                    Total Traders:       156 
        11          8         15         39         29         37         31         23         37         11          4          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   610,159
Positions
     6,823     73,230        273    314,476     91,100    100,992     35,307    239,119     19,095     15,284      3,875        508    117,400     81,967
 
Changes from:       September 27, 2016                               Total Change is:     2,433
     1,536      6,049       -890     11,414      2,884      1,664       -496      4,161     -6,315        200          0          0     -4,680     -5,120
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.0        0.0       51.5       14.9       16.6        5.8       39.2        3.1        2.5        0.6        0.1       19.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          9          .         44         13         34         13         17         13          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,130,959
Positions
    53,231     83,755      7,371    312,946    247,579    153,460    372,617    175,230     45,392     54,447    261,402      8,714    122,781    148,056
 
Changes from:       September 27, 2016                               Total Change is:    95,507
    18,336    -41,466      1,762      4,501     79,444     17,774     59,315      8,831     -3,341     -7,609     31,528        710      4,060        265
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        7.4        0.7       27.7       21.9       13.6       32.9       15.5        4.0        4.8       23.1        0.8       10.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        19         28         11         48         38         46         43         29         32         17         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 3,278,645
Positions
   163,088    181,731    132,515    880,418    922,586    495,188    531,293    642,346    252,444    402,134    130,625     62,447    359,119    458,764
 
Changes from:       September 27, 2016                               Total Change is:    36,568
    44,489    -24,075    -22,501     18,185     18,820     -9,283      4,753     74,323     -8,397     27,127     -8,450      3,572    -21,377     12,559
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        5.5        4.0       26.9       28.1       15.1       16.2       19.6        7.7       12.3        4.0        1.9       11.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       377 
        25         36         43         60         78         82         60         64         85         24         30         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   226,834
Positions
     8,931     29,213         58     39,426     90,387      6,166    104,932     13,015      2,474      4,303      4,129          0     60,544     81,392
 
Changes from:       September 27, 2016                               Total Change is:       853
     3,968      3,848          1       -403     -4,560        202     -4,521      3,407          7        600          0          0      1,000     -2,052
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       12.9        0.0       17.4       39.8        2.7       46.3        5.7        1.1        1.9        1.8        0.0       26.7       35.9
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          .          5         13          9          8          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 2,910,489
Positions
    48,942    261,694     69,322  1,612,928    479,234    326,025    268,927  1,086,608    116,596    188,476    209,641     17,998    261,274    343,370
 
Changes from:       September 27, 2016                               Total Change is:   -22,436
    12,965    -37,955     13,565     49,056        793    -10,030    -54,550     29,738    -27,075    -12,352        599        822      5,164      7,109
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.0        2.4       55.4       16.5       11.2        9.2       37.3        4.0        6.5        7.2        0.6        9.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       297 
         8         35         21         57         46         54         42         61         59         16         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,067,631
Positions
   339,719    192,325    282,688          0     36,837     18,212    105,314    201,071    203,382     31,852      9,072     66,862     19,601     57,182
 
Changes from:       September 27, 2016                               Total Change is:   -74,156
   -34,632    -30,720     -9,116     -1,572     10,007     -3,334     -8,467     -8,415    -15,578      2,220     -7,935        -82     -3,594     -8,982
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       18.0       26.5        0.0        3.5        1.7        9.9       18.8       19.0        3.0        0.8        6.3        1.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       160 
        19         39         42          0         10          .         22         47         42          9         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 is18,945,704
Positions
 3,883,940  1,095,011  3,595,330    342,373  1,812,302    664,062    556,386  1,204,449  7,433,844    656,576    876,063  1,070,597    742,596  1,194,046
 
Changes from:       September 27, 2016                               Total Change is:   631,221
    70,468    -72,527    145,580     10,648      5,415     60,988     62,886    143,986    300,821     -7,670      7,372     17,410    -29,911     22,177
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        5.8       19.0        1.8        9.6        3.5        2.9        6.4       39.2        3.5        4.6        5.7        3.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       317 
        37         45         78         11         30         32         40         98        119         15         30         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    26,610
Positions
     2,349      3,550          0         47     11,249        109     13,928      8,552          0      9,528      2,553        440        209        157
 
Changes from:       September 27, 2016                               Total Change is:       -86
       138       -847          0         -3        493          1       -517        167          0        287         89        -13         21         24
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       13.3        0.0        0.2       42.3        0.4       52.3       32.1        0.0       35.8        9.6        1.7        0.8        0.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          7          0          .         11          .          7          7          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    25,713
Positions
     4,917      5,025          0        377      6,974        355     18,707      8,583          5      1,139      4,545        136         77         90
 
Changes from:       September 27, 2016                               Total Change is:     1,315
       952      1,210          0         50        -47         -2        754        185          5       -465          0          0         21        -36
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       19.5        0.0        1.5       27.1        1.4       72.8       33.4        0.0        4.4       17.7        0.5        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          4          0          .          .          .         11          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    54,218
Positions
       306     18,244          5     13,837        797        527      9,778     27,467      4,532     17,107        344        153      7,974      2,150
 
Changes from:       September 27, 2016                               Total Change is:     3,339
       105        274          0      1,440        148     -1,233      2,839      4,362       -170        -82         91          7        432       -140
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       33.6        0.0       25.5        1.5        1.0       18.0       50.7        8.4       31.6        0.6        0.3       14.7        4.0
 
Number of Traders in Each Category                                    Total Traders:       137 
         .          5          .          9          5          .         40         25         18         42          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   482,610
Positions
   118,571     23,805     36,203    113,358     40,059     41,507     41,030    203,244     76,456      9,356      8,388     19,763     26,366     33,185
 
Changes from:       September 27, 2016                               Total Change is:     9,401
    -9,018      3,916      2,989     13,105      1,231        319      8,767      8,419    -10,944        322       -316      2,732      1,129      1,055
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        4.9        7.5       23.5        8.3        8.6        8.5       42.1       15.8        1.9        1.7        4.1        5.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       221 
        15         12         20         14         18         14         39         71         55         20         21         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    19,324
Positions
        50      3,170          0     13,917         96        377      2,437     15,281        390      1,981          0          0        172         10
 
Changes from:       September 27, 2016                               Total Change is:    -2,219
         2       -146          0       -876         50         51       -244     -1,301          0     -1,176       -863          0         24        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       16.4        0.0       72.0        0.5        2.0       12.6       79.1        2.0       10.3        0.0        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          9          .          .          9          7          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    14,946
Positions
     2,475      7,490          0     10,539          0          0        579      7,248         29        233          0          0      1,091        179
 
Changes from:       September 27, 2016                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       50.1        0.0       70.5        0.0        0.0        3.9       48.5        0.2        1.6        0.0        0.0        7.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          5          0          0          4          6          .          .          0          0
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Updated October 7, 2016