Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   136,789
Positions
     2,117     60,672      5,292     34,176      6,207      3,610     35,287     20,699     11,680      7,463      2,114      1,936     35,227     24,578
 
Changes from:       January 31, 2017                                 Total Change is:    -3,134
    -1,976     11,660       -929      3,058     -1,622     -2,397      2,579     -2,397     -4,102       -318         92       -820      1,771     -2,619
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       44.4        3.9       25.0        4.5        2.6       25.8       15.1        8.5        5.5        1.5        1.4       25.8       18.0
 
Number of Traders in Each Category                                    Total Traders:        88 
         .         12          7         12          5          6         29         15         16          9          4          7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    51,183
Positions
    27,406     13,748        546      2,117      1,956          0      9,796     18,526      2,075        480          0        240      8,523     14,092
 
Changes from:       January 31, 2017                                 Total Change is:    -1,141
       -56      3,254        -42         22        -63          0        577     -1,976       -627       -240          0        240     -1,015     -1,927
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       26.9        1.1        4.1        3.8        0.0       19.1       36.2        4.1        0.9        0.0        0.5       16.7       27.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          4          .          .          .          0         11         20         11          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   244,622
Positions
   124,792      6,862      8,777      9,592     69,917      4,725     25,563     76,405     22,959     16,182     12,087      5,151     26,880     37,739
 
Changes from:       January 31, 2017                                 Total Change is:    -1,781
       685      1,804        531        238     -2,070     -1,789     -3,692     -3,270     -1,609      1,093       -580      2,103        661      3,100
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        2.8        3.6        3.9       28.6        1.9       10.5       31.2        9.4        6.6        4.9        2.1       11.0       15.4
 
Number of Traders in Each Category                                    Total Traders:       124 
        10          8         10          7         26         11         21         39         25          6          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   255,309
Positions
    85,397     30,836     18,203     23,733     55,398      6,307     26,009     57,384     30,747     35,151      2,101     10,563     19,199     43,769
 
Changes from:       January 31, 2017                                 Total Change is:   -13,690
      -655      2,634     -1,421         98         16     -2,266     -1,973     -3,974     -7,093        871       -537       -998       -253        -51
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       12.1        7.1        9.3       21.7        2.5       10.2       22.5       12.0       13.8        0.8        4.1        7.5       17.1
 
Number of Traders in Each Category                                    Total Traders:       120 
        11          6          7         13         19          7         23         37         21          4          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   482,552
Positions
   108,788    100,004     21,392    140,003     88,431     14,195     43,974    122,385     43,033     44,303     22,117      7,650     59,215     63,345
 
Changes from:       January 31, 2017                                 Total Change is:    -3,348
     1,049      5,852       -421      1,371      3,350     -1,018       -500      1,352     -7,464      2,355       -881        333        947     -4,451
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       20.7        4.4       29.0       18.3        2.9        9.1       25.4        8.9        9.2        4.6        1.6       12.3       13.1
 
Number of Traders in Each Category                                    Total Traders:       243 
        16         14         15         44         35         34         26         60         35         30         17         19
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    27,258
Positions
       764     20,543          0     16,564          0        473        463      1,085        156          0        758          0      8,838      4,243
 
Changes from:       January 31, 2017                                 Total Change is:       520
         0         89          0        -77          0        -22        463        123        -41          0          0          0        197        371
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.4        0.0       60.8        0.0        1.7        1.7        4.0        0.6        0.0        2.8        0.0       32.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0         12          0          6          .          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   135,129
Positions
     8,459     46,943      6,667     22,382     19,200      1,519     48,877     17,386     13,332      1,464      5,607      2,432     29,998     22,043
 
Changes from:       January 31, 2017                                 Total Change is:     9,438
       -35     13,812         15      1,550       -160     -1,433      8,022      1,473       -835        107       -211       -780      2,827     -2,442
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       34.7        4.9       16.6       14.2        1.1       36.2       12.9        9.9        1.1        4.1        1.8       22.2       16.3
 
Number of Traders in Each Category                                    Total Traders:        91 
         4          9          7          7          9          5         32         20         15          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    31,003
Positions
     2,046     23,829          0      6,758          0          0     19,177      6,161          2        872          0          0      2,148      1,011
 
Changes from:       January 31, 2017                                 Total Change is:       523
         0        121          0          9          0          0        305        290          2          0          0          0        207        110
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       76.9        0.0       21.8        0.0        0.0       61.9       19.9        0.0        2.8        0.0        0.0        6.9        3.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          .          0          0          9          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   190,804
Positions
    63,961     64,092      6,167     65,953      5,004        114     25,163     79,471     19,900      3,332      9,037        181      6,033      6,837
 
Changes from:       January 31, 2017                                 Total Change is:     2,998
       221     15,042     -1,935      1,628        104         26      2,226     -9,691       -138      1,072       -459        166       -268       -116
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       33.6        3.2       34.6        2.6        0.1       13.2       41.7       10.4        1.7        4.7        0.1        3.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       142 
         4         10          5         14         10          .         27         48         17         16         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    36,650
Positions
       744     31,207          0      6,004          0          0     27,768      3,609          2          0      1,015          0      2,132        817
 
Changes from:       January 31, 2017                                 Total Change is:    -9,082
       -66      7,703     -8,325         64          0          0       -846     -2,993          2          0     -5,550          0         89         81
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       85.1        0.0       16.4        0.0        0.0       75.8        9.8        0.0        0.0        2.8        0.0        5.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          4          0          0          9          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    54,073
Positions
     7,470     19,112          0      1,989     18,063          0     36,207     10,206      2,443        852        953          0      5,112      3,296
 
Changes from:       January 31, 2017                                 Total Change is:     2,486
       222      6,072         -1        -84       -419          0      1,900     -2,628        223        464       -360          0       -238       -401
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       35.3        0.0        3.7       33.4        0.0       67.0       18.9        4.5        1.6        1.8        0.0        9.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        77 
         4          7          0          7          .          0         34         14          5          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    31,690
Positions
     4,066          0     16,752        796        366          0      8,509     13,629        160          0        204          0      1,407        579
 
Changes from:       January 31, 2017                                 Total Change is:    11,734
       250        -81     11,752          3         -6          0       -279          0          0       -100        104          0        108        -35
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        0.0       52.9        2.5        1.2        0.0       26.9       43.0        0.5        0.0        0.6        0.0        4.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          0          .          .          .          0         12          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    65,124
Positions
     9,560     38,468        769      8,265        258        418     32,735      9,561      2,071      1,523      3,469        336      9,448      9,774
 
Changes from:       January 31, 2017                                 Total Change is:       156
       568        254       -652        -99         -3         55      1,125       -313       -810        625        572         25       -682      1,029
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       59.1        1.2       12.7        0.4        0.6       50.3       14.7        3.2        2.3        5.3        0.5       14.5       15.0
 
Number of Traders in Each Category                                    Total Traders:       119 
        14         23          5         13          .          5         39         15          8          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   130,248
Positions
    19,120     76,936      1,537     16,529        516        835     65,470     19,123      4,142      3,046      6,938        673     18,896     19,548
 
Changes from:       January 31, 2017                                 Total Change is:       312
     1,136        507     -1,304       -197         -6        110      2,251       -626     -1,621      1,249      1,143         51     -1,364      2,058
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       59.1        1.2       12.7        0.4        0.6       50.3       14.7        3.2        2.3        5.3        0.5       14.5       15.0
 
Number of Traders in Each Category                                    Total Traders:       119 
        14         23          5         13          .          5         39         15          8          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   883,324
Positions
    84,003    101,192     36,133    298,292    223,101     83,415     76,013    117,759    147,935     23,948     39,771     36,719     96,867     97,301
 
Changes from:       January 31, 2017                                 Total Change is:    30,050
    11,750     -3,502     -1,589      2,098     13,435      1,444     -2,591     -1,261     12,639     -1,907      1,560      2,039      6,167      5,286
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       11.5        4.1       33.8       25.3        9.4        8.6       13.3       16.7        2.7        4.5        4.2       11.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       668 
        38         33         34        129         81         96         86        136        125         73         92         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   186,815
Positions
    32,054      9,243     18,217     14,558     52,574     22,396     14,245     10,565     36,361      4,514        311      8,533     35,936     28,614
 
Changes from:       January 31, 2017                                 Total Change is:    16,530
     6,892     -4,487       -371       -382     10,579      1,419      3,889      1,367      2,908        780         87        323      1,073      4,705
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        4.9        9.8        7.8       28.1       12.0        7.6        5.7       19.5        2.4        0.2        4.6       19.2       15.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         8          8         10          9          4          5         15         13         24          8          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 3,482,547
Positions
   275,187    475,187     74,136  1,418,669    852,632    305,094    391,938    619,070    474,771    108,049    208,176    130,048    304,656    343,434
 
Changes from:       January 31, 2017                                 Total Change is:    67,602
    17,941     -1,428        261      9,754     11,633      2,772      1,831     21,092     14,424     -8,340     12,455      3,488     25,471      2,904
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       13.6        2.1       40.7       24.5        8.8       11.3       17.8       13.6        3.1        6.0        3.7        8.7        9.9
 
Number of Traders in Each Category                                    Total Traders:       648 
        35         35         32        129         78         94         81        135        120         69         86         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    94,462
Positions
     1,227     44,556        188     51,520     37,936      3,181     23,818      2,662      1,650        804        547          0     12,074      3,742
 
Changes from:       January 31, 2017                                 Total Change is:       419
       -16       -114          0        618        107       -196       -963        467        233          5          0          0        738        -78
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       47.2        0.2       54.5       40.2        3.4       25.2        2.8        1.7        0.9        0.6        0.0       12.8        4.0
 
Number of Traders in Each Category                                    Total Traders:        88 
         .         10          .         34         14         13         18          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    48,543
Positions
     6,090     16,541        321     12,096      5,161        782     18,728     14,371      2,291      1,780      2,429        541      5,913      6,106
 
Changes from:       January 31, 2017                                 Total Change is:    -1,072
       836     -2,951         10       -821       -369        -72     -1,717      1,178        372        368         53         15        -64        691
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       34.1        0.7       24.9       10.6        1.6       38.6       29.6        4.7        3.7        5.0        1.1       12.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       252 
        19         19          7         42         20         14         66         45         26         13         28          9
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   242,716
Positions
    30,452     82,705      1,606     60,481     25,805      3,909     93,642     71,856     11,456      8,899     12,146      2,705     29,566     30,528
 
Changes from:       January 31, 2017                                 Total Change is:    -5,362
     4,178    -14,755         51     -4,104     -1,845       -359     -8,584      5,891      1,862      1,838        265         76       -320      3,453
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       34.1        0.7       24.9       10.6        1.6       38.6       29.6        4.7        3.7        5.0        1.1       12.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       252 
        19         19          7         42         20         14         66         45         26         13         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   628,383
Positions
    53,866    195,067      3,750    305,521    154,191     30,549    172,189    189,068     13,528     17,664     18,753      3,084     28,232     20,393
 
Changes from:       January 31, 2017                                 Total Change is:    -4,488
     3,347     -7,316         49     -1,426      2,731      2,930     -5,335       -388       -493     -3,028     -1,662        607     -1,139       -947
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       31.0        0.6       48.6       24.5        4.9       27.4       30.1        2.2        2.8        3.0        0.5        4.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       340 
        21         21          4         80         42         36         60         74         27         16         26          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S.   (RUSSELL 1000 INDEX X $50)                       
CFTC Code #23977C                                                    Open Interest is    19,215
Positions
     3,848     14,841          0      8,158      1,880          0      5,750      2,450          0          0          0          0      1,459         44
 
Changes from:       January 31, 2017                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       77.2        0.0       42.5        9.8        0.0       29.9       12.8        0.0        0.0        0.0        0.0        7.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          5          0          4          .          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    29,499
Positions
       921     12,839          3     13,134        524         52      4,109      2,128          0      3,290      7,756          0      7,990      6,197
 
Changes from:       January 31, 2017                                 Total Change is:       834
        31        556          3        616          0         12        498       -368          0        225        -46       -500        -51      1,177
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       43.5        0.0       44.5        1.8        0.2       13.9        7.2        0.0       11.2       26.3        0.0       27.1       21.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         14          .          .          7          5          0          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    58,206
Positions
    16,782     10,428      2,161     12,414      3,288      2,035     12,682     17,092      1,037        828      2,206          0     10,267     19,959
 
Changes from:       January 31, 2017                                 Total Change is:    -4,997
      -298        223        180     -3,749       -375         82     -2,343     -1,914        127        -56       -296          0      1,060     -3,024
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       17.9        3.7       21.3        5.6        3.5       21.8       29.4        1.8        1.4        3.8        0.0       17.6       34.3
 
Number of Traders in Each Category                                    Total Traders:        83 
        14         10          4         12          6          6         21         14          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   262,788
Positions
    15,443    172,121      2,152    167,879     63,018     12,215     48,802      5,592      2,390      4,869        711        289      8,749      4,300
 
Changes from:       January 31, 2017                                 Total Change is:    10,080
     3,264     10,310        447      6,876       -559       -317        262        182       -374         77         25        289       -444         77
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       65.5        0.8       63.9       24.0        4.6       18.6        2.1        0.9        1.9        0.3        0.1        3.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       123 
         4         13          5         46         24         20         22          5          6          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   856,461
Positions
    31,549    644,025      5,103    510,166     90,356     60,111    173,646     22,981     11,900     40,140     12,967        920     22,926      8,098
 
Changes from:       January 31, 2017                                 Total Change is:    -5,148
     1,370      2,098        168        862      2,527     -4,692      4,640     -2,854        289     -2,876       -394         -4     -4,905     -2,286
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       75.2        0.6       59.6       10.5        7.0       20.3        2.7        1.4        4.7        1.5        0.1        2.7        0.9
 
Number of Traders in Each Category                                    Total Traders:       309 
        19         21         11        101         34         43         55         21         16         42         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   753,079
Positions
    13,762     21,533     24,628    296,731    142,523    133,494     49,511    114,635     70,848      2,143     40,016     17,451    144,510    187,950
 
Changes from:       January 31, 2017                                 Total Change is:    28,389
     3,804     -4,076      4,400     -1,027     -2,512      3,900      1,852     11,573      5,249       -374      1,659      2,343      8,243      5,853
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        2.9        3.3       39.4       18.9       17.7        6.6       15.2        9.4        0.3        5.3        2.3       19.2       25.0
 
Number of Traders in Each Category                                    Total Traders:       154 
         9          8         11         41         31         37         19         30         32          .         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   742,299
Positions
     5,546    159,475     11,021    422,320     53,965     85,295     44,913    271,925     38,437     23,129     10,983        528    111,109    110,670
 
Changes from:       January 31, 2017                                 Total Change is:    34,482
     3,487     -1,639      6,834     -3,956     -7,357      3,010      5,715     17,724     20,198          0        356        136       -942     -4,780
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       21.5        1.5       56.9        7.3       11.5        6.1       36.6        5.2        3.1        1.5        0.1       15.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       106 
         .         13          4         48          8         28         10         19         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 1,361,195
Positions
    48,092     97,022     15,873    429,057    324,261    180,463    427,192    254,832     71,310     72,417    254,498      4,911    111,879    158,024
 
Changes from:       January 31, 2017                                 Total Change is:    30,365
   -27,001      3,510     -2,104     -1,184     18,277      7,656     49,130      1,530      2,942     -5,912      3,403        657      6,182     -5,506
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.1        1.2       31.5       23.8       13.3       31.4       18.7        5.2        5.3       18.7        0.4        8.2       11.6
 
Number of Traders in Each Category                                    Total Traders:       263 
        11         24         13         60         40         46         45         37         33         16         30         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 3,784,372
Positions
    96,545    219,033    180,865  1,348,359  1,140,625    455,395    430,310    560,472    416,985    422,758    160,105     78,362    354,793    572,530
 
Changes from:       January 31, 2017                                 Total Change is:    86,374
     8,313     -2,660     11,020     85,672     41,777        328    -24,818     -5,699     40,201    -25,693    -31,004    -17,357      8,707     49,766
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        5.8        4.8       35.6       30.1       12.0       11.4       14.8       11.0       11.2        4.2        2.1        9.4       15.1
 
Number of Traders in Each Category                                    Total Traders:       372 
        18         41         45         50         77         80         50         74         93         22         40         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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   317,886
Positions
    12,516     21,429      2,015    100,728    136,328     20,104     84,258     31,621      9,440      9,342      6,629          0     79,484     90,320
 
Changes from:       January 31, 2017                                 Total Change is:     5,163
     3,131        733        338      1,360      9,199      6,650     -7,000     -1,861        -47          0          0          0        731     -9,849
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.7        0.6       31.7       42.9        6.3       26.5        9.9        3.0        2.9        2.1        0.0       25.0       28.4
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          5          .         10         19         18          9          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 3,465,836
Positions
    53,123    383,990    127,947  1,941,328    534,857    314,119    170,182  1,146,760    281,110    274,381    237,938     50,278    253,367    388,837
 
Changes from:       January 31, 2017                                 Total Change is:    99,923
     1,915     16,082      7,906     -8,711     12,008     45,542    -16,975    -48,146     65,899     24,628      4,638    -19,451       -829     15,445
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       11.1        3.7       56.0       15.4        9.1        4.9       33.1        8.1        7.9        6.9        1.5        7.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       311 
         7         37         30         64         51         62         36         65         65         16         35         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 1,195,186
Positions
   310,934    143,194    340,598          0     33,627      8,241    109,564    269,533    233,061     68,770     21,776    100,929     23,089     44,227
 
Changes from:       January 31, 2017                                 Total Change is:  -105,547
    -3,701    -18,666    -16,105         -2     17,419      2,395    -51,506    -52,948     33,753      2,197     -6,073      3,653    -76,231    -68,974
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       12.0       28.5        0.0        2.8        0.7        9.2       22.6       19.5        5.8        1.8        8.4        1.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       150 
        25         34         47          0          5          .         16         46         32          8         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 is21,711,080
Positions
 5,089,424  1,069,305  3,490,197     73,553  1,878,261    833,341    398,065  2,279,047  8,722,340    799,158    466,442  1,684,499    620,504  1,287,648
 
Changes from:       January 31, 2017                                 Total Change is:  -159,644
    81,361    -47,540     -7,005      3,093     94,758      1,099     48,357     51,899   -204,800    -49,553    -15,252    -20,228    -11,968    -12,575
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        4.9       16.1        0.3        8.7        3.8        1.8       10.5       40.2        3.7        2.1        7.8        2.9        5.9
 
Number of Traders in Each Category                                    Total Traders:       313 
        23         52         68          7         32         32         31        109        112         14         31         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    31,867
Positions
     4,388      4,355          0        173     14,487        110     19,836      8,714          0      7,245      3,902         89         26        210
 
Changes from:       January 31, 2017                                 Total Change is:    -1,533
      -185     -1,049          0         27        126         -9       -514        910          0        519       -145        -84     -1,287     -1,282
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       13.7        0.0        0.5       45.5        0.3       62.2       27.3        0.0       22.7       12.2        0.3        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          8          0          .         12          .          4         11          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    43,129
Positions
     6,176     17,050          0        496      9,319        420     35,115      9,421          0        685      6,628        175         62        116
 
Changes from:       January 31, 2017                                 Total Change is:    -3,195
       -85      3,154          0        174       -391        -10      2,003       -150          0         81       -387          0     -5,358     -5,411
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       39.5        0.0        1.2       21.6        1.0       81.4       21.8        0.0        1.6       15.4        0.4        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .          5          .          6          9          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,468
Positions
       515     58,484         22     15,984      1,196      1,039     29,871      6,450      2,909     14,262      1,162         96      9,770      3,109
 
Changes from:       January 31, 2017                                 Total Change is:    -1,625
        30          9        -18       -403       -200         -4      2,118     -3,096        190     -1,792      1,098         36     -1,782        361
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       78.5        0.0       21.5        1.6        1.4       40.1        8.7        3.9       19.2        1.6        0.1       13.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       153 
         .          .          .         16          5          .         54         11         12         56          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   535,393
Positions
   130,232     12,503     20,042     56,968     56,730     44,202     93,147    213,138    131,639     11,184      5,287     18,012     29,967     33,840
 
Changes from:       January 31, 2017                                 Total Change is:    54,517
      -217     -1,980      6,493     -4,940      3,728      3,299     10,045      4,282     32,629       -176        863      5,602      1,782       -399
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        2.3        3.7       10.6       10.6        8.3       17.4       39.8       24.6        2.1        1.0        3.4        5.6        6.3
 
Number of Traders in Each Category                                    Total Traders:       252 
        26          .         23         16         21         15         53         82         59         23         13         21
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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    37,091
Positions
       275        359          0     25,761         78          0      6,860     36,194        369      3,713         78          0        113         13
 
Changes from:       January 31, 2017                                 Total Change is:     2,044
       100       -327          0      1,733          0          0        115      2,362          0         90          0          0          6          9
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.0        0.0       69.5        0.2        0.0       18.5       97.6        1.0       10.0        0.2        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         14          .          0         12          5          .          .          .          0
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Updated February 10, 2017