Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   108,727
Positions
     8,112     11,385      4,352     29,272     10,280      2,348     16,164     32,024     11,709      5,912      2,251      1,991     28,867     32,387
 
Changes from:       January 3, 2017                                  Total Change is:    -8,843
    -9,294      4,247       -267        599     -3,220        333     -2,841     -4,176       -407        694     -1,128       -665      3,006     -3,560
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       10.5        4.0       26.9        9.5        2.2       14.9       29.5       10.8        5.4        2.1        1.8       26.5       29.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         5          9          6          8         10          5         18         23         14          8          4          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    53,241
Positions
    34,385        546        856      2,088      2,589          0      7,176     25,657      2,665          0          0          0      6,070     20,927
 
Changes from:       January 3, 2017                                  Total Change is:    -3,797
    -2,212       -512        215        310     -1,454          0       -668        628       -699          0          0          0       -743     -1,975
 
Percent of Open Interest Represented by Each Category of Trader
      64.6        1.0        1.6        3.9        4.9        0.0       13.5       48.2        5.0        0.0        0.0        0.0       11.4       39.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         6          .          .          .          .          0          9         22         11          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   255,562
Positions
   149,254      5,609      6,548     10,779     76,704      4,210     27,210     88,483     21,194      7,148     12,320      1,660     27,559     38,833
 
Changes from:       January 3, 2017                                  Total Change is:      -167
     7,377       -739     -1,186        285     -2,472     -3,328     -3,951     10,895     -5,005      2,891        315        150      2,600      1,201
 
Percent of Open Interest Represented by Each Category of Trader
      58.4        2.2        2.6        4.2       30.0        1.6       10.6       34.6        8.3        2.8        4.8        0.6       10.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       132 
         8          6          7          8         25         10         20         51         21          8          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   262,977
Positions
   101,472     10,438     13,136     21,174     55,461      8,558     24,491     77,761     32,514     29,745      4,651     12,693     19,195     47,765
 
Changes from:       January 3, 2017                                  Total Change is:   -14,223
   -16,439      4,832        957       -236      1,579     -2,906        120    -20,571     -1,346       -671     -4,038      6,900       -601        371
 
Percent of Open Interest Represented by Each Category of Trader
      38.6        4.0        5.0        8.1       21.1        3.3        9.3       29.6       12.4       11.3        1.8        4.8        7.3       18.2
 
Number of Traders in Each Category                                    Total Traders:       131 
        10          9          8         10         23          9         22         44         21          .         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   484,870
Positions
   121,164     65,780     18,061    146,285     95,912     13,553     41,180    150,808     42,623     37,201     26,050      6,055     58,748     66,029
 
Changes from:       January 3, 2017                                  Total Change is:   -14,660
    -6,545      4,481     -3,474      3,992     -3,726     -1,971        389     -2,121     -6,939      6,357      1,907     -4,172     -2,297      1,355
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       13.6        3.7       30.2       19.8        2.8        8.5       31.1        8.8        7.7        5.4        1.2       12.1       13.6
 
Number of Traders in Each Category                                    Total Traders:       251 
        16         11         15         44         34         33         25         65         29         30         25         15
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   114,060
Positions
    46,193      1,989      5,977      9,960     18,368      1,203     18,385     35,886     10,459      1,556      7,589      1,578     18,750     31,010
 
Changes from:       January 3, 2017                                  Total Change is:   -13,304
      -107       -557       -834      5,333        287     -1,158    -10,181     -4,311     -3,124        285     -1,537     -1,539     -1,978       -531
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        1.7        5.2        8.7       16.1        1.1       16.1       31.5        9.2        1.4        6.7        1.4       16.4       27.2
 
Number of Traders in Each Category                                    Total Traders:        85 
         9          4          6          4         11          4         20         27         14          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    28,306
Positions
     2,046     22,394          0      6,555          0          0     17,043      5,018          0        824          0          0      1,838        894
 
Changes from:       January 3, 2017                                  Total Change is:       855
         0        511          0        198          0          0        745        110          0        100          0          0       -188        234
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       79.1        0.0       23.2        0.0        0.0       60.2       17.7        0.0        2.9        0.0        0.0        6.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          6          0          .          0          0         12          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   175,882
Positions
    64,868     44,083      1,201     58,414      7,643         59     21,305     86,393     20,998      2,169      8,119          9      6,859      7,377
 
Changes from:       January 3, 2017                                  Total Change is:    22,826
     1,301      3,227      1,157        308        498          0      2,123        603     17,541       -139      1,016          9        526     -1,225
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       25.1        0.7       33.2        4.3        0.0       12.1       49.1       11.9        1.2        4.6        0.0        3.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       152 
         5          7          .         12         12          4         26         61         15         11         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    33,220
Positions
       744     22,397          0      6,278          0          0     23,779      3,006        855          0      6,405          0      1,564        557
 
Changes from:       January 3, 2017                                  Total Change is:     1,869
         0      1,278          0       -110          0          0      2,255        581        -27       -100        100          0       -149        -63
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       67.4        0.0       18.9        0.0        0.0       71.6        9.0        2.6        0.0       19.3        0.0        4.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          4          0          0          9          8          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    43,936
Positions
    16,750        729          4      1,066     27,806         38     20,439      8,276      2,034        235      1,888          0      3,370      3,161
 
Changes from:       January 3, 2017                                  Total Change is:      -291
     2,758        -30          4        -54        522          0     -2,984       -527        112       -384        307          0        257       -679
 
Percent of Open Interest Represented by Each Category of Trader
      38.1        1.7        0.0        2.4       63.3        0.1       46.5       18.8        4.6        0.5        4.3        0.0        7.7        7.2
 
Number of Traders in Each Category                                    Total Traders:        68 
        11          .          .          4          7          .         24         15          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    10,523
Positions
     2,533        384          0        624      2,019          0      6,033      7,290        172          0        100          0      1,161        558
 
Changes from:       January 3, 2017                                  Total Change is:     1,766
       345        -13          0       -264         19          0      1,484      1,633         66          0          0          0        135         61
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        3.6        0.0        5.9       19.2        0.0       57.3       69.3        1.6        0.0        1.0        0.0       11.0        5.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          .          0          9          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,626
Positions
     8,150     42,649      1,595      9,831        557        211     32,440      5,536      3,076        890      3,088        632      9,802      9,282
 
Changes from:       January 3, 2017                                  Total Change is:    -4,204
       -60     -4,155         -4       -900        109          5     -3,441        734        629       -163     -1,724        -50       -220        251
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.0        2.4       14.8        0.8        0.3       48.7        8.3        4.6        1.3        4.6        0.9       14.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       122 
        14         25          4         13          .          6         39         15          9          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   133,251
Positions
    16,299     85,298      3,190     19,661      1,113        421     64,879     11,072      6,151      1,780      6,177      1,265     19,605     18,564
 
Changes from:       January 3, 2017                                  Total Change is:    -8,408
      -120     -8,309         -8     -1,799        218          9     -6,882      1,468      1,259       -327     -3,447       -100       -440        503
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.0        2.4       14.8        0.8        0.3       48.7        8.3        4.6        1.3        4.6        0.9       14.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       122 
        14         25          4         13          .          6         39         15          9          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   872,087
Positions
    62,855     88,332     43,428    295,608    218,412     79,968     79,897    122,565    156,786     25,056     37,787     36,313     92,178     88,497
 
Changes from:       January 3, 2017                                  Total Change is:    22,411
     3,062     -6,771      7,169      8,037     -1,361        781     -5,103     14,921     12,124         79      2,911      2,279     -6,017     -9,640
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       10.1        5.0       33.9       25.0        9.2        9.2       14.1       18.0        2.9        4.3        4.2       10.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       656 
        40         31         33        126         80         95         85        130        121         77         85         84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   186,425
Positions
    15,854      8,228     25,519     13,759     30,384     20,500      9,204     17,643     52,012      3,222        173      9,266     37,089     22,699
 
Changes from:       January 3, 2017                                  Total Change is:     9,055
     2,497     -4,494      3,476        116      3,788      1,212        272      2,190      6,255         55        -13        632     -5,459     -3,989
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        4.4       13.7        7.4       16.3       11.0        4.9        9.5       27.9        1.7        0.1        5.0       19.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        68 
         9          5          7          8          5          5         14         12         25          8          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 3,428,312
Positions
   263,928    429,440     60,622  1,409,243    940,140    297,340    395,760    566,907    481,572    112,522    191,419    131,883    275,443    328,990
 
Changes from:       January 3, 2017                                  Total Change is:    66,780
     8,743     -5,470     12,551     39,607    -25,745     -2,153    -14,405     76,119     16,879        803     15,310      7,549     -2,793    -28,258
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       12.5        1.8       41.1       27.4        8.7       11.5       16.5       14.0        3.3        5.6        3.8        8.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       636 
        39         32         31        126         76         93         80        130        116         71         81         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    95,811
Positions
     1,448     46,835        170     51,396     38,025      3,329     27,237      2,889        110        867        551          0     11,254      3,902
 
Changes from:       January 3, 2017                                  Total Change is:       -66
      -690       -236          0      1,677        -87        -92       -504         50        -60        326         -4          0       -723        363
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       48.9        0.2       53.6       39.7        3.5       28.4        3.0        0.1        0.9        0.6        0.0       11.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        82 
         4          7          .         34         11         15         17          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    46,957
Positions
     4,531     16,737        335     12,626      5,355        852     17,716     12,887      2,784      1,766      1,989        385      5,963      5,633
 
Changes from:       January 3, 2017                                  Total Change is:      -578
       208     -1,924        112        395        -79         -4     -1,665        172        394       -160       -664        117         24      1,298
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       35.6        0.7       26.9       11.4        1.8       37.7       27.4        5.9        3.8        4.2        0.8       12.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       233 
        15         21          6         38         18         11         57         46         23         13         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   234,787
Positions
    22,653     83,687      1,673     63,129     26,775      4,259     88,582     64,435     13,920      8,828      9,947      1,926     29,817     28,165
 
Changes from:       January 3, 2017                                  Total Change is:    -2,889
     1,038     -9,622        561      1,976       -393        -18     -8,325        858      1,971       -800     -3,321        586        121      6,488
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       35.6        0.7       26.9       11.4        1.8       37.7       27.4        5.9        3.8        4.2        0.8       12.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       233 
        15         21          6         38         18         11         57         46         23         13         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   659,215
Positions
    42,538    214,475      3,825    334,947    153,411     28,324    182,036    201,942     14,165     20,945     18,600      2,656     29,779     21,817
 
Changes from:       January 3, 2017                                  Total Change is:    -4,322
     3,018      6,923         -5      8,160     -1,726       -630    -13,325     -9,740     -1,227       -513      1,884       -298        498        497
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       32.5        0.6       50.8       23.3        4.3       27.6       30.6        2.1        3.2        2.8        0.4        4.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       337 
        16         23          4         82         45         37         63         66         28         16         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    27,963
Positions
       681     10,387          0     14,112        534         35      2,901      2,632          0      2,514      8,701         90      7,630      5,584
 
Changes from:       January 3, 2017                                  Total Change is:      -293
      -257         65          0         -4          0         -7          5        753          0       -292        301         -6        268     -1,399
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       37.1        0.0       50.5        1.9        0.1       10.4        9.4        0.0        9.0       31.1        0.3       27.3       20.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0         13          .          .          5          5          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    58,698
Positions
    12,937      7,853      1,785     16,484      5,524      1,970     13,397     17,066        878      1,642      3,696        110      9,495     19,816
 
Changes from:       January 3, 2017                                  Total Change is:      -509
      -335      1,409       -221        531     -2,069       -689     -1,167     -3,684        283       -538        -88        110      1,517      4,440
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       13.4        3.0       28.1        9.4        3.4       22.8       29.1        1.5        2.8        6.3        0.2       16.2       33.8
 
Number of Traders in Each Category                                    Total Traders:        94 
        16          9          .         12          8          6         21         18          7          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   229,485
Positions
     2,647    125,167      1,212    155,254     70,626     12,973     41,884     11,751      2,270      5,134        727          0      8,111      4,759
 
Changes from:       January 3, 2017                                  Total Change is:     6,211
    -1,135      1,563        197      4,049       -149        294      3,111      4,417        -76          4          0          0       -233        -35
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       54.5        0.5       67.7       30.8        5.7       18.3        5.1        1.0        2.2        0.3        0.0        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         5         12          5         44         25         22         17         10          7          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   845,353
Positions
    29,259    623,523      4,804    520,152     78,969     64,470    149,925     38,692     10,905     44,948     12,070        879     20,011     11,041
 
Changes from:       January 3, 2017                                  Total Change is:    33,471
       923     30,620       -505     31,466     -1,296        144     10,481      3,436       -378     -1,262     -1,268          3     -7,401      2,715
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       73.8        0.6       61.5        9.3        7.6       17.7        4.6        1.3        5.3        1.4        0.1        2.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       297 
        20         19          9         98         36         45         48         22         15         38         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   755,198
Positions
    11,651     25,022     28,004    305,748    151,430    121,467     42,960    121,864     84,182      9,305     21,958     16,216    135,664    185,054
 
Changes from:       January 3, 2017                                  Total Change is:    53,079
     5,278     -7,196      1,031      8,541      4,603     13,312     -1,967     -8,084     25,664     -1,489     11,281      1,979        731     10,489
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        3.3        3.7       40.5       20.1       16.1        5.7       16.1       11.1        1.2        2.9        2.1       18.0       24.5
 
Number of Traders in Each Category                                    Total Traders:       164 
         9          9         13         43         29         40         22         36         35          5         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   691,423
Positions
     2,253    136,536        465    412,987     72,622     85,607     40,806    266,473     10,708     24,794     10,763        443    113,360    107,807
 
Changes from:       January 3, 2017                                  Total Change is:     3,324
    -1,060      4,021       -158     -4,317     -2,903      2,724      2,996     -1,530        492        590     -2,271          0      2,057      2,949
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       19.7        0.1       59.7       10.5       12.4        5.9       38.5        1.5        3.6        1.6        0.1       16.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       100 
         .         10          .         44          9         26          9         21          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,194,131
Positions
    54,746    100,108      6,496    410,231    235,849    159,814    310,230    230,544     73,845     76,016    218,642      4,658     98,095    164,175
 
Changes from:       January 3, 2017                                  Total Change is:    46,724
    -7,488     47,405      2,564     17,385     -3,588     11,369     29,458      5,943        701      3,894    -28,959        407    -11,566     10,881
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        8.4        0.5       34.4       19.8       13.4       26.0       19.3        6.2        6.4       18.3        0.4        8.2       13.7
 
Number of Traders in Each Category                                    Total Traders:       254 
         7         30         11         59         34         44         43         35         30         19         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 3,706,732
Positions
   101,287    227,818    157,490  1,374,531  1,029,726    464,900    410,008    553,413    409,435    388,714    206,999    101,909    298,459    555,043
 
Changes from:       January 3, 2017                                  Total Change is:    97,336
     6,902    -24,474      9,476     56,410     35,938      7,007    -11,681    -17,342     64,292     -8,809     -1,556      5,237    -31,499     18,757
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        6.1        4.2       37.1       27.8       12.5       11.1       14.9       11.0       10.5        5.6        2.7        8.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       385 
        18         43         45         53         81         84         55         75         94         21         39         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   288,958
Positions
     9,529     19,716      1,453    100,153    125,160     15,468     71,129     11,578     11,561     11,944      8,979          0     67,721     95,043
 
Changes from:       January 3, 2017                                  Total Change is:    -3,787
     4,091     -9,242        179      5,601      8,639        949    -14,865       -324      1,384     -1,976          0          0        850     -5,372
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.8        0.5       34.7       43.3        5.4       24.6        4.0        4.0        4.1        3.1        0.0       23.4       32.9
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          6          .          9         18         19          7          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 3,181,696
Positions
    57,162    308,556     87,767  1,997,790    469,436    295,999    149,147  1,232,387    177,194    157,627    197,572     33,356    225,653    379,428
 
Changes from:       January 3, 2017                                  Total Change is:    45,649
    -8,862     63,836      3,050     56,335    -43,798     13,848     -3,673     32,725     -3,237     -4,070    -11,554     -1,324     -6,418     -7,896
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.7        2.8       62.8       14.8        9.3        4.7       38.7        5.6        5.0        6.2        1.0        7.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       308 
        10         36         26         60         53         64         29         77         58         17         26         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,001,474
Positions
   310,814     90,144    321,918        377     40,635     11,000     98,591    285,763    163,580     51,586     19,663     16,602     27,005     52,168
 
Changes from:       January 3, 2017                                  Total Change is:   119,014
     1,583        -73     20,079         -1      2,548      5,954     51,990     55,446     29,481      7,216     -1,457      1,833        878      5,202
 
Percent of Open Interest Represented by Each Category of Trader
      31.0        9.0       32.1        0.0        4.1        1.1        9.8       28.5       16.3        5.2        2.0        1.7        2.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       119 
        22         24         38          .          5          .         12         41         33          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 is21,484,539
Positions
 4,839,540    925,332  3,570,176     45,606  1,730,037    654,214    537,793  2,427,918  8,810,295    780,936    492,007  1,655,562    590,417  1,218,997
 
Changes from:       January 3, 2017                                  Total Change is:   683,630
   275,951      7,374     89,830     -7,272    -44,569     -9,870     18,419    374,204    258,663    -20,414    -36,427     50,579     27,743     -6,155
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        4.3       16.6        0.2        8.1        3.0        2.5       11.3       41.0        3.6        2.3        7.7        2.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       292 
        24         46         67          9         29         29         35         96        104         12         29         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    32,003
Positions
     3,516      4,880          0        148     14,145        119     21,416      8,172          0      6,605      4,305        169         30        213
 
Changes from:       January 3, 2017                                  Total Change is:       900
      -173      1,521          0          0        627          0        916       -370          0        257       -726       -120         20        -32
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       15.2        0.0        0.5       44.2        0.4       66.9       25.5        0.0       20.6       13.5        0.5        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          7          0          .         13          .          5         11          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    38,366
Positions
     5,822     13,544          0        290      7,109        432     30,932     10,412          0        682      6,585        175         33        109
 
Changes from:       January 3, 2017                                  Total Change is:     3,796
       -52      3,952          0          0       -226          0      3,931        -14          0       -109        105          0         26        -21
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       35.3        0.0        0.8       18.5        1.1       80.6       27.1        0.0        1.8       17.2        0.5        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          0          .          5          .          6          9          0          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    80,876
Positions
       789     59,246          9     19,474        774      1,502     29,957     13,063      2,041     16,712        672         31     10,360      3,538
 
Changes from:       January 3, 2017                                  Total Change is:    -4,749
      -390         -3        -98       -868        349          4     -2,678     -1,528        157        -63     -2,116        -53       -761     -1,461
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       73.3        0.0       24.1        1.0        1.9       37.0       16.2        2.5       20.7        0.8        0.0       12.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       160 
         .          .          .         15          .          .         57         10          7         66          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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   479,856
Positions
   119,739     22,636     15,305     85,059     46,789     28,390     73,107    207,874    105,258      7,638      7,320     12,540     32,820     33,744
 
Changes from:       January 3, 2017                                  Total Change is:    68,420
    14,383      4,255      2,415        337      2,190        541      9,916     19,865     32,330        117      2,543      1,226      7,155      3,055
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        4.7        3.2       17.7        9.8        5.9       15.2       43.3       21.9        1.6        1.5        2.6        6.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       221 
        20          5         20         13         19         10         43         69         51         20         21         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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    31,320
Positions
       150      2,165          0     23,305        193          0      4,295     28,483        369      3,113        105          0         88          5
 
Changes from:       January 3, 2017                                  Total Change is:     7,664
       117      1,811          0      6,409       -116          0        756      5,934          0        386         34          0         -4          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        6.9        0.0       74.4        0.6        0.0       13.7       90.9        1.2        9.9        0.3        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         13          .          0         10          6          .          .          .          0
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Updated January 13, 2017