Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   135,442
Positions
     2,665     70,068        328     33,391      7,819      1,769     51,378     24,210      3,164      9,202      2,074        307     33,238     25,703
 
Changes from:       February 21, 2017                                Total Change is:     3,920
      -217     -1,339        -34     -1,350      1,588       -272      6,145      2,808        482     -1,149        -29         50        265        666
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       51.7        0.2       24.7        5.8        1.3       37.9       17.9        2.3        6.8        1.5        0.2       24.5       19.0
 
Number of Traders in Each Category                                    Total Traders:        87 
         .         10          4         12          6          4         25         23         16          7          .          .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
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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    46,601
Positions
    27,881     10,022         40      1,714      2,921          0      7,741     15,701        824          0          0          0      8,401     17,093
 
Changes from:       February 21, 2017                                Total Change is:    -1,797
       436     -3,237         17         10      1,417          0     -2,950         26        197          0          0          0        493       -217
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       21.5        0.1        3.7        6.3        0.0       16.6       33.7        1.8        0.0        0.0        0.0       18.0       36.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          .          .          .          4          0         10         16         11          0          0          0
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Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   226,882
Positions
   131,731      6,276        903      9,705     84,552      3,728     28,688     76,361      6,940     18,061     11,845      1,090     26,036     35,187
 
Changes from:       February 21, 2017                                Total Change is:    13,169
     4,831        -84       -159       -283      8,097       -737      4,080      2,730      2,937      1,850       -916        535        115        766
 
Percent of Open Interest Represented by Each Category of Trader
      58.1        2.8        0.4        4.3       37.3        1.6       12.6       33.7        3.1        8.0        5.2        0.5       11.5       15.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        11          6          6          7         25         11         16         46         22          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   204,602
Positions
    80,833     42,772      3,332     25,121     52,717      3,452     29,012     51,857      6,710     37,076      1,453        136     18,930     42,173
 
Changes from:       February 21, 2017                                Total Change is:      -621
    -2,179      7,044       -106        476     -2,357       -128      2,688     -2,069      2,300        218       -679     -5,535      1,645        909
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       20.9        1.6       12.3       25.8        1.7       14.2       25.3        3.3       18.1        0.7        0.1        9.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       121 
         9          7          4         14         20          6         28         37         20          .          4          .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   431,635
Positions
   109,846     80,747      2,056    147,523    104,152     10,077     47,426    139,282      8,323     48,767     22,021      1,490     56,127     63,487
 
Changes from:       February 21, 2017                                Total Change is:    14,506
    -4,922     11,246        137      9,956      6,751       -914      5,744     -5,999      1,804      2,008       -574          3        690      2,052
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       18.7        0.5       34.2       24.1        2.3       11.0       32.3        1.9       11.3        5.1        0.3       13.0       14.7
 
Number of Traders in Each Category                                    Total Traders:       247 
        17         13         12         50         35         31         31         53         25         27         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,948
Positions
       764     21,302        527     17,251          0        482        456      1,091        633          0      1,736          0     10,835      5,177
 
Changes from:       February 21, 2017                                Total Change is:     1,801
         0       -301        527       -344          0         28         -1       -431        465          0        900          0      1,126        613
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       68.8        1.7       55.7        0.0        1.6        1.5        3.5        2.0        0.0        5.6        0.0       35.0       16.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .         11          0          5          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   141,914
Positions
     3,135     72,092      1,200     28,295     13,511      1,188     73,814     20,358      2,778      1,176      6,605        711     29,617     23,471
 
Changes from:       February 21, 2017                                Total Change is:     4,478
    -2,377      9,676         61      1,885     -5,239        870      3,992     -3,722        711       -113        704        181       -732      1,236
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       50.8        0.8       19.9        9.5        0.8       52.0       14.3        2.0        0.8        4.7        0.5       20.9       16.5
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          4          9          7          6         34         19         12          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,183
Positions
     2,046     24,580          1      6,168          0          0     18,417      3,435          2        701        257          0      1,848        908
 
Changes from:       February 21, 2017                                Total Change is:      -796
         0         -2          0         92          0          0       -833       -752          0        -24          0          0        -31        -42
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       84.2        0.0       21.1        0.0        0.0       63.1       11.8        0.0        2.4        0.9        0.0        6.3        3.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          .          .          0          0         11          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   194,858
Positions
    63,483     90,688      1,454     62,863      4,147        121     37,063     62,352     18,900      3,525     11,975        235      7,214      4,986
 
Changes from:       February 21, 2017                                Total Change is:     1,443
      -110     10,312        206     -3,891       -648        -88      6,518     -8,138     -1,674        146      2,193        -68        404       -652
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       46.5        0.7       32.3        2.1        0.1       19.0       32.0        9.7        1.8        6.1        0.1        3.7        2.6
 
Number of Traders in Each Category                                    Total Traders:       134 
         .         11          .         12          7          .         34         37         13         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    31,024
Positions
         0     23,669         74      6,556          0          0     22,020      5,186        196          0      1,285          0      2,178        614
 
Changes from:       February 21, 2017                                Total Change is:    -6,929
      -673     -7,551          3        -77          0          0     -4,896      1,905     -1,280          0          0          0         -6         -6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       76.3        0.2       21.1        0.0        0.0       71.0       16.7        0.6        0.0        4.1        0.0        7.0        2.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          .          .          4          0          0          9          8          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    57,102
Positions
     7,689     25,525         51      1,599     18,063          0     39,784      7,152      2,210        621      1,357          0      5,148      2,744
 
Changes from:       February 21, 2017                                Total Change is:     2,020
      -122      2,392         49        575       -106          0      2,385        575       -601       -443        225          0        177       -514
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       44.7        0.1        2.8       31.6        0.0       69.7       12.5        3.9        1.1        2.4        0.0        9.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          7          .          6          .          0         29         12          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    27,639
Positions
     5,378        171     12,906        780        254          0      6,996     13,629          1          0        100          0      1,578        578
 
Changes from:       February 21, 2017                                Total Change is:    -2,402
       359          0     -2,379        -16        -61          0       -404          0         -1          0          0          0         39         39
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        0.6       46.7        2.8        0.9        0.0       25.3       49.3        0.0        0.0        0.4        0.0        5.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0         12          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    69,610
Positions
     8,739     39,454      1,836      9,920        222        702     34,381      9,759      2,725        895      4,183        131     10,284     10,601
 
Changes from:       February 21, 2017                                Total Change is:     6,128
        -9      2,175        370      1,499       -315        273      3,017        986        544          0        452        120        314      1,523
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       56.7        2.6       14.3        0.3        1.0       49.4       14.0        3.9        1.3        6.0        0.2       14.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       126 
        13         26          7         14          .          6         40         16          6          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   139,220
Positions
    17,478     78,907      3,671     19,839        443      1,404     68,761     19,518      5,449      1,789      8,365        261     20,568     21,202
 
Changes from:       February 21, 2017                                Total Change is:    12,256
       -18      4,350        740      2,998       -630        546      6,034      1,972      1,088          0        904        240        628      3,046
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       56.7        2.6       14.3        0.3        1.0       49.4       14.0        3.9        1.3        6.0        0.2       14.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       126 
        13         26          7         14          .          6         40         16          6          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   717,622
Positions
    66,883    122,810     40,221    304,925    173,848     66,448     83,432    128,503     38,910     23,115     48,467      7,257     86,430     91,158
 
Changes from:       February 21, 2017                                Total Change is:    24,607
     4,727      7,322      4,912     -1,000     -3,816      1,923      6,565      7,152     -1,547      1,155       -754       -100      7,973      9,515
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       17.1        5.6       42.5       24.2        9.3       11.6       17.9        5.4        3.2        6.8        1.0       12.0       12.7
 
Number of Traders in Each Category                                    Total Traders:       613 
        33         38         29        129         80         92         84        137         73         47         64         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    94,112
Positions
    25,693     15,859      4,092     16,007     18,049      5,892      8,567     17,119        282      4,138      1,382      3,000     26,441     28,437
 
Changes from:       February 21, 2017                                Total Change is:    12,388
     7,585      3,450        500        315       -970      2,368        794     -1,772         38        315       -926        500        -27      9,200
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       16.9        4.3       17.0       19.2        6.3        9.1       18.2        0.3        4.4        1.5        3.2       28.1       30.2
 
Number of Traders in Each Category                                    Total Traders:        55 
         5          8          5         10          .          5         11         10          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,117,551
Positions
   247,210    576,014    139,387  1,448,346    782,750    299,025    455,377    637,972    112,088    103,140    243,681     13,031    299,947    313,603
 
Changes from:       February 21, 2017                                Total Change is:    61,097
   -13,148     20,503     20,921     -6,783    -14,436     -2,020     21,562     37,331       -634      5,634      2,293     -4,435     40,000      1,574
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       18.5        4.5       46.5       25.1        9.6       14.6       20.5        3.6        3.3        7.8        0.4        9.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       603 
        32         38         27        128         79         88         84        135         70         45         62         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    96,283
Positions
     1,151     45,189        219     52,781     38,373      3,246     24,049      3,238      2,019        541        564          0     12,277      3,435
 
Changes from:       February 21, 2017                                Total Change is:    -1,189
        30     -1,128         10     -1,556        171         18       -699       -929        615          0         37          0        393         17
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       46.9        0.2       54.8       39.9        3.4       25.0        3.4        2.1        0.6        0.6        0.0       12.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        88 
         .         11          .         33         14         14         20          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,852
Positions
     6,318     13,783        291      9,628      5,325      1,628     21,203     15,926        974      1,629      3,714         23      6,157      6,187
 
Changes from:       February 21, 2017                                Total Change is:       936
       -91        467         16     -1,477        204        666      1,694        222         42       -134       -241        -18        237       -423
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       28.8        0.6       20.1       11.1        3.4       44.3       33.3        2.0        3.4        7.8        0.0       12.9       12.9
 
Number of Traders in Each Category                                    Total Traders:       252 
        14         20          6         42         22         15         61         53         16         13         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   239,259
Positions
    31,592     68,917      1,457     48,140     26,626      8,141    106,013     79,628      4,871      8,143     18,568        116     30,786     30,935
 
Changes from:       February 21, 2017                                Total Change is:     4,682
      -454      2,337         80     -7,384      1,018      3,331      8,469      1,110        212       -670     -1,203        -89      1,187     -2,114
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       28.8        0.6       20.1       11.1        3.4       44.3       33.3        2.0        3.4        7.8        0.0       12.9       12.9
 
Number of Traders in Each Category                                    Total Traders:       252 
        14         20          6         42         22         15         61         53         16         13         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   613,586
Positions
    53,283    168,637      5,825    299,162    148,144     38,458    164,630    196,042     11,876     10,966     21,819        891     28,495     21,894
 
Changes from:       February 21, 2017                                Total Change is:       826
     2,801    -27,073        524     -6,427        950      8,559      1,401     19,698     -3,942     -1,659       -827        -32       -399      2,969
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       27.5        0.9       48.8       24.1        6.3       26.8       32.0        1.9        1.8        3.6        0.1        4.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       348 
        23         21          9         85         40         35         61         76         25         20         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,043
Positions
       915     13,049          3     13,909        490         85      2,969      3,421        139      5,024      7,345          0      8,999      7,511
 
Changes from:       February 21, 2017                                Total Change is:       371
         3          8          0         15        -34          5        161        283        132        632       -260          0       -577        237
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       40.7        0.0       43.4        1.5        0.3        9.3       10.7        0.4       15.7       22.9        0.0       28.1       23.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         15          .          .          4          9          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    58,145
Positions
    16,276     12,238        534     10,672      2,640      2,096     17,307     17,684      1,619        872      2,769          0      8,769     18,565
 
Changes from:       February 21, 2017                                Total Change is:       990
       -93      1,700     -1,442         72       -447       -176      3,166        166        117        205       -297          0       -859      1,369
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       21.0        0.9       18.4        4.5        3.6       29.8       30.4        2.8        1.5        4.8        0.0       15.1       31.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        16         10          4         14          5          6         26         17          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   282,794
Positions
    24,860    190,472      4,399    167,736     64,239     12,996     56,343      3,136      2,272      4,757        705        409      9,022      4,166
 
Changes from:       February 21, 2017                                Total Change is:     6,436
     2,616      2,270       -135     -1,208      4,049        508      5,992       -189       -428       -577        -42          0       -332        403
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       67.4        1.6       59.3       22.7        4.6       19.9        1.1        0.8        1.7        0.2        0.1        3.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       133 
         8         12          6         47         25         21         27          6          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   901,839
Positions
    33,508    685,250      8,772    519,482     84,231     62,789    196,728     25,678     11,011     43,111     12,183      3,088     23,350      8,837
 
Changes from:       February 21, 2017                                Total Change is:     9,886
      -146      6,413      1,728     -6,819      5,492      2,383     14,966     -5,453     -1,323     -1,495        -36        241        351        441
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       76.0        1.0       57.6        9.3        7.0       21.8        2.8        1.2        4.8        1.4        0.3        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       318 
        21         19         13        100         34         45         61         19         17         50         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   650,578
Positions
     7,706     27,124      5,550    317,595    165,349    105,567     54,461    117,844     17,058      7,325     49,730      2,056    133,260    160,300
 
Changes from:       February 21, 2017                                Total Change is:     7,587
    -1,371      1,681       -710     28,844     20,565    -11,932     -7,806      1,261      3,200      1,915      1,905       -267     -4,286     -8,116
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        4.2        0.9       48.8       25.4       16.2        8.4       18.1        2.6        1.1        7.6        0.3       20.5       24.6
 
Number of Traders in Each Category                                    Total Traders:       153 
         5         10          4         39         32         33         22         27         19          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   748,636
Positions
     5,442    139,783     10,169    415,292     56,483     84,959     43,571    274,726     43,655     28,316     19,861        354    116,878    118,646
 
Changes from:       February 21, 2017                                Total Change is:   -34,319
      -854     -3,611     -8,212       -826     -3,248        -26      2,091     -2,355    -15,394      2,356      3,534        -64    -13,390     -4,943
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       18.7        1.4       55.5        7.5       11.3        5.8       36.7        5.8        3.8        2.7        0.0       15.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       102 
         .         11          5         46          7         26          8         22         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,420,133
Positions
    22,769    157,481     31,485    388,894    290,030    187,168    486,420    318,056     45,317    151,211    236,322      2,187    104,682    152,087
 
Changes from:       February 21, 2017                                Total Change is:  -187,991
     4,749     19,082    -23,146    -16,725    -43,357       -975    -72,252      2,695    -89,467     23,012    -25,835     -6,101     -7,086    -20,887
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.1        2.2       27.4       20.4       13.2       34.3       22.4        3.2       10.6       16.6        0.2        7.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       267 
         5         35         17         55         38         44         44         42         33         20         28          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,255,388
Positions
   123,282    184,118     38,963  1,427,943  1,041,731    377,508    414,663    741,698    118,281    390,940    204,229     22,123    341,685    526,737
 
Changes from:       February 21, 2017                                Total Change is:  -325,591
    12,393      2,082   -134,676     76,200    -50,745     -7,742    -76,132     39,282   -130,743    -42,039     11,433    -11,134    -11,718    -43,348
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.7        1.2       43.9       32.0       11.6       12.7       22.8        3.6       12.0        6.3        0.7       10.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       353 
        18         40         29         45         78         69         45         70         49         19         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   339,202
Positions
    16,332     31,254      3,175    114,456    127,142     15,876    101,458     40,531     13,093      8,662      6,629          0     66,150    101,502
 
Changes from:       February 21, 2017                                Total Change is:     3,647
     4,417     11,226        326      6,493    -10,399      3,137      5,936      5,576     -3,543       -589          0          0    -12,530     -2,676
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        9.2        0.9       33.7       37.5        4.7       29.9       11.9        3.9        2.6        2.0        0.0       19.5       29.9
 
Number of Traders in Each Category                                    Total Traders:        64 
         5          6          5         12         21         20         12          5          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,155,100
Positions
    39,315    383,670     73,547  1,801,686    688,185    299,765    254,568    945,990    165,819    261,494    227,694     12,122    246,784    358,308
 
Changes from:       February 21, 2017                                Total Change is:  -402,080
    -9,263    -52,249    -38,817   -122,591    102,457     -7,874     52,008   -152,061   -198,506    -43,731    -20,549     -7,526    -25,780    -26,955
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.2        2.3       57.1       21.8        9.5        8.1       30.0        5.3        8.3        7.2        0.4        7.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       309 
        12         33         16         64         48         59         35         72         41         18         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,583,627
Positions
   396,916    162,263    404,414     20,816     21,076     15,638    214,776    428,067    314,907     49,127     52,315    132,447     34,586     52,500
 
Changes from:       February 21, 2017                                Total Change is:   127,907
    54,441     13,132    -15,857     20,816     -8,867      5,438     92,471    122,007    -34,355    -18,190     30,073     18,054      5,089     -1,718
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       10.2       25.5        1.3        1.3        1.0       13.6       27.0       19.9        3.1        3.3        8.4        2.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       151 
        26         36         51          .          4          .         23         35         40         11         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,719,279
Positions
 5,452,568    743,385  2,294,844     36,954  1,733,731    592,892    247,887  2,998,734  2,011,713    909,349    520,423    611,543    561,529  1,212,014
 
Changes from:       February 21, 2017                                Total Change is:   278,302
   230,580    -27,330     14,850      2,718     81,537     46,408    -28,552     43,174     54,905    -42,060     37,970     15,551    -16,098     11,237
 
Percent of Open Interest Represented by Each Category of Trader
      42.9        5.8       18.0        0.3       13.6        4.7        1.9       23.6       15.8        7.1        4.1        4.8        4.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       299 
        27         51         75          7         29         24         25        107         98          9         24         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,387
Positions
     6,138      4,407          0        172     12,928        110     16,732      8,535      1,899      7,241      4,303         56         39        149
 
Changes from:       February 21, 2017                                Total Change is:       161
       833        204          0          0       -913          0     -2,484       -752      1,899         32       -179        -83        -36        -15
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       13.6        0.0        0.5       39.9        0.3       51.7       26.4        5.9       22.4       13.3        0.2        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          8          0          .         12          .          4         12          .          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,576
Positions
     5,864     17,662         12        726      8,970        187     34,215      8,939      2,712        564      5,734        243         53        117
 
Changes from:       February 21, 2017                                Total Change is:     1,475
      -249     -1,721         12        101        298        -93     -1,159        467      2,712         75       -212         68          8        -56
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       39.6        0.0        1.6       20.1        0.4       76.8       20.1        6.1        1.3       12.9        0.5        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          .          .          4          .          6          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,909
Positions
       494     58,690          3     15,614      1,059      1,438     30,457      5,732      2,793     14,798      2,271         15      9,297      2,908
 
Changes from:       February 21, 2017                                Total Change is:       107
       181        428          3       -544          0          6       -656          1         21      1,049         18         13         34       -383
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       78.3        0.0       20.8        1.4        1.9       40.7        7.7        3.7       19.8        3.0        0.0       12.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       146 
         4          .          .         13          .          4         44         17         13         52          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   585,686
Positions
   132,632     23,364     16,782     72,188     46,656     44,848     97,821    235,295    124,969     13,218      5,429     50,891     32,337     37,452
 
Changes from:       February 21, 2017                                Total Change is:    33,778
     4,290     -4,103       -993     -4,317     -1,034      6,554      3,360     11,453     11,333     -1,979     -7,343     16,004       -474      1,907
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        4.0        2.9       12.3        8.0        7.7       16.7       40.2       21.3        2.3        0.9        8.7        5.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       255 
        27          .         20         18         23         19         56         72         62         20         17         28
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Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
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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    37,884
Positions
       186          0          0     26,171         79          0      7,082     37,194        369      3,969        229          0        107         13
 
Changes from:       February 21, 2017                                Total Change is:     2,812
        51       -370          0      2,205          2          0        282      3,168          0        277          0          0         -3         12
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        0.0        0.0       69.1        0.2        0.0       18.7       98.2        1.0       10.5        0.6        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0         13          .          0         12          5          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of February 28, 2017                                                                              
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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    15,479
Positions
     2,900      8,384          4      9,804        217        223      1,479      6,420          0        242          0          0        827        231
 
Changes from:       February 21, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       54.2        0.0       63.3        1.4        1.4        9.6       41.5        0.0        1.6        0.0        0.0        5.3        1.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          9          .          .          .          4          0          .          0          0
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Updated March 3, 2017