Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   143,975
Positions
     2,313     67,252      5,883     35,053      6,403      4,175     39,746     18,690     11,970      8,336      2,078      2,358     34,140     25,165
 
Changes from:       February 7, 2017                                 Total Change is:     7,186
       197      6,580        591        877        196        565      4,459     -2,009        290        872        -36        422     -1,087        588
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       46.7        4.1       24.3        4.4        2.9       27.6       13.0        8.3        5.8        1.4        1.6       23.7       17.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         12          8         11          6          6         25         16         14         10          .          7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,573
Positions
    27,422     13,499        595      1,695      1,504          0     10,113     16,210      2,056          0          0          0      7,692     15,709
 
Changes from:       February 7, 2017                                 Total Change is:    -1,610
        16       -249         49       -422       -452          0        317     -2,316        -20       -480          0       -240       -830      1,617
 
Percent of Open Interest Represented by Each Category of Trader
      55.3       27.2        1.2        3.4        3.0        0.0       20.4       32.7        4.1        0.0        0.0        0.0       15.5       31.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         4          4          .          .          .          0         10         18         11          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   243,791
Positions
   124,001      9,175      8,526     10,676     73,131      4,924     24,932     73,696     21,488     16,333     11,572      5,294     27,617     35,986
 
Changes from:       February 7, 2017                                 Total Change is:      -831
      -791      2,313       -252      1,085      3,214        199       -631     -2,709     -1,472        151       -514        143        737     -1,753
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        3.8        3.5        4.4       30.0        2.0       10.2       30.2        8.8        6.7        4.7        2.2       11.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       128 
        10          8         11          9         25         11         21         42         24          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   259,937
Positions
    83,982     33,127     21,787     23,224     55,921      8,448     23,359     49,308     33,265     34,749      1,747     10,919     20,206     45,415
 
Changes from:       February 7, 2017                                 Total Change is:     4,628
    -1,416      2,291      3,584       -509        523      2,141     -2,650     -8,076      2,518       -403       -355        356      1,007      1,646
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       12.7        8.4        8.9       21.5        3.2        9.0       19.0       12.8       13.4        0.7        4.2        7.8       17.5
 
Number of Traders in Each Category                                    Total Traders:       124 
        11          7          8         13         19          7         22         41         23          4          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   486,545
Positions
   110,478     82,607     24,025    131,046     91,105     14,663     43,744    124,700     48,240     45,710     22,095      9,132     59,507     69,977
 
Changes from:       February 7, 2017                                 Total Change is:     3,993
     1,690    -17,396      2,634     -8,957      2,674        468       -230      2,314      5,207      1,407        -22      1,482        292      6,632
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       17.0        4.9       26.9       18.7        3.0        9.0       25.6        9.9        9.4        4.5        1.9       12.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       244 
        17         13         16         44         36         37         27         59         32         30         17         19
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    29,042
Positions
       764     21,376          0     17,598          0        477        463      1,450        161          0        836          0      9,579      4,742
 
Changes from:       February 7, 2017                                 Total Change is:     1,784
         0        833          0      1,034          0          4          0        365          5          0         78          0        741        499
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       73.6        0.0       60.6        0.0        1.6        1.6        5.0        0.6        0.0        2.9        0.0       33.0       16.3
 
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 14, 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   148,821
Positions
     8,957     56,763      6,049     23,780     19,316      1,617     59,112     20,409     13,441      1,496      4,654      2,455     31,914     24,116
 
Changes from:       February 7, 2017                                 Total Change is:    13,692
       498      9,820       -617      1,398        116         98     10,235      3,023        109         31       -953         23      1,917      2,073
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       38.1        4.1       16.0       13.0        1.1       39.7       13.7        9.0        1.0        3.1        1.6       21.4       16.2
 
Number of Traders in Each Category                                    Total Traders:        89 
         4          8          7          7          9          5         34         18         14          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    30,417
Positions
     2,046     24,736          0      7,147          0          0     18,643      4,549          2        725        257          0      1,854        873
 
Changes from:       February 7, 2017                                 Total Change is:      -586
         0        907          0        389          0          0       -534     -1,612          0       -147        257          0       -294       -138
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       81.3        0.0       23.5        0.0        0.0       61.3       15.0        0.0        2.4        0.8        0.0        6.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          7          0          5          0          0         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   191,376
Positions
    63,961     71,432      6,180     66,478      4,968         91     25,594     73,201     19,630      3,028      9,314         21      6,392      6,537
 
Changes from:       February 7, 2017                                 Total Change is:       572
         1      7,340         13        525        -36        -23        431     -6,270       -270       -305        277       -160        360       -300
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       37.3        3.2       34.7        2.6        0.0       13.4       38.3       10.3        1.6        4.9        0.0        3.3        3.4
 
Number of Traders in Each Category                                    Total Traders:       139 
         4         10          5         14         10          .         27         45         17         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    37,134
Positions
       673     31,207         71      6,170          0          0     28,032      4,135          5          0      1,015          0      2,183        701
 
Changes from:       February 7, 2017                                 Total Change is:       484
       -71          0         71        166          0          0        264        526          3          0          0          0         51       -116
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       84.0        0.2       16.6        0.0        0.0       75.5       11.1        0.0        0.0        2.7        0.0        5.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .          4          0          0         10          8          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    56,314
Positions
     7,702     22,726         23        990     18,248          0     38,565      8,560      2,822      1,206      1,111          0      5,006      2,824
 
Changes from:       February 7, 2017                                 Total Change is:     2,241
       232      3,614         23       -999        185          0      2,358     -1,646        379        354        158          0       -106       -472
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       40.4        0.0        1.8       32.4        0.0       68.5       15.2        5.0        2.1        2.0        0.0        8.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        79 
         5          7          .          5          4          0         34         16          6          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    31,502
Positions
     4,187        113     16,131        901        352          0      8,736     13,829         88        103        550          0      1,356        439
 
Changes from:       February 7, 2017                                 Total Change is:      -188
       121        113       -621        105        -14          0        227        200        -72        103        346          0        -51       -140
 
Percent of Open Interest Represented by Each Category of Trader
      13.3        0.4       51.2        2.9        1.1        0.0       27.7       43.9        0.3        0.3        1.7        0.0        4.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          .          .          4          .          0         13          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    64,644
Positions
     9,534     36,978        797      8,274        547        428     31,638      9,871      2,610      1,301      3,183        426      9,637      9,804
 
Changes from:       February 7, 2017                                 Total Change is:      -480
       -26     -1,490         28          9        289         10     -1,097        310        539       -222       -286         89        189         30
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       57.2        1.2       12.8        0.8        0.7       48.9       15.3        4.0        2.0        4.9        0.7       14.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       120 
        13         23          6         13          .          6         37         17          8          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   129,288
Positions
    19,069     73,957      1,594     16,547      1,093        855     63,277     19,743      5,221      2,602      6,366        851     19,274     19,609
 
Changes from:       February 7, 2017                                 Total Change is:      -960
       -51     -2,979         56         18        577         20     -2,193        620      1,078       -444       -572        179        378         61
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       57.2        1.2       12.8        0.8        0.7       48.9       15.3        4.0        2.0        4.9        0.7       14.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       120 
        13         23          6         13          .          6         37         17          8          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 1,000,139
Positions
    88,029    110,123     56,482    300,948    214,879     97,212     78,998    119,120    207,285     25,916     39,803     44,120    101,149    111,116
 
Changes from:       February 7, 2017                                 Total Change is:   116,815
     4,027      8,931     20,349      2,656     -8,221     13,797      2,985      1,361     59,351      1,968         32      7,401      4,282     13,816
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.0        5.6       30.1       21.5        9.7        7.9       11.9       20.7        2.6        4.0        4.4       10.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       682 
        36         35         37        131         82         99         93        138        132         75         91         84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   242,985
Positions
    34,737      9,912     31,307     14,519     47,281     32,018     14,710     13,422     62,676      4,436        369     12,105     36,477     33,895
 
Changes from:       February 7, 2017                                 Total Change is:    56,170
     2,683        668     13,090        -39     -5,293      9,622        465      2,857     26,315        -78         58      3,571        541      5,281
 
Percent of Open Interest Represented by Each Category of Trader
      14.3        4.1       12.9        6.0       19.5       13.2        6.1        5.5       25.8        1.8        0.2        5.0       15.0       13.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         9          7         10          9          4          5         14         14         26          9          8         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 3,785,772
Positions
   278,058    512,651    114,277  1,432,146    837,989    325,969    422,629    629,681    621,857    115,814    205,581    151,662    323,360    386,105
 
Changes from:       February 7, 2017                                 Total Change is:   303,225
     2,871     37,464     40,141     13,477    -14,642     20,874     30,691     10,611    147,086      7,766     -2,596     21,614     18,704     42,672
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       13.5        3.0       37.8       22.1        8.6       11.2       16.6       16.4        3.1        5.4        4.0        8.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       661 
        35         35         34        131         79         97         91        135        125         70         85         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    94,729
Positions
     1,159     44,454        200     51,167     38,827      3,220     24,286      2,824      1,226        541        527          0     12,930      3,451
 
Changes from:       February 7, 2017                                 Total Change is:       267
       -68       -102         12       -353        891         39        468        162       -424       -263        -20          0        856       -291
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       46.9        0.2       54.0       41.0        3.4       25.6        3.0        1.3        0.6        0.6        0.0       13.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         .         11          .         31         15         13         18          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    48,784
Positions
     6,024     15,245        348     11,846      5,105        907     18,392     14,500      2,821      1,868      2,490        596      5,982      6,771
 
Changes from:       February 7, 2017                                 Total Change is:       241
       -67     -1,296         27       -250        -56        125       -337        129        530         89         61         55         69        666
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       31.2        0.7       24.3       10.5        1.9       37.7       29.7        5.8        3.8        5.1        1.2       12.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        17         20          7         42         21         14         59         48         26         14         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   243,920
Positions
    30,119     76,223      1,742     59,229     25,527      4,535     91,958     72,500     14,105      9,341     12,452      2,980     29,911     33,856
 
Changes from:       February 7, 2017                                 Total Change is:     1,204
      -333     -6,482        136     -1,252       -278        626     -1,684        644      2,649        443        306        274        345      3,328
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       31.2        0.7       24.3       10.5        1.9       37.7       29.7        5.8        3.8        5.1        1.2       12.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        17         20          7         42         21         14         59         48         26         14         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   622,013
Positions
    49,679    194,657      4,973    302,625    150,118     31,591    172,909    179,655     14,878     12,237     21,779      3,375     29,746     20,986
 
Changes from:       February 7, 2017                                 Total Change is:    -6,370
    -4,187       -410      1,223     -2,896     -4,073      1,042        720     -9,413      1,350     -5,427      3,026        291      1,514        594
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       31.3        0.8       48.7       24.1        5.1       27.8       28.9        2.4        2.0        3.5        0.5        4.8        3.4
 
Number of Traders in Each Category                                    Total Traders:       348 
        21         22          7         83         42         38         72         68         29         16         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,342
Positions
       913     13,024          3     13,538        524         77      5,221      2,073        123      3,213      7,955          0      9,254      8,563
 
Changes from:       February 7, 2017                                 Total Change is:     2,843
        -8        185          0        404          0         25      1,112        -55        123        -77        199          0      1,264      2,366
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       40.3        0.0       41.9        1.6        0.2       16.1        6.4        0.4        9.9       24.6        0.0       28.6       26.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .         14          .          .          8          4          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    61,522
Positions
    16,689     10,641      2,261     11,704      3,666      2,229     14,304     21,888      1,350      1,066      3,044          0     11,919     16,443
 
Changes from:       February 7, 2017                                 Total Change is:     3,316
       -93        213        100       -710        378        194      1,622      4,796        313        238        838          0      1,652     -3,516
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       17.3        3.7       19.0        6.0        3.6       23.3       35.6        2.2        1.7        4.9        0.0       19.4       26.7
 
Number of Traders in Each Category                                    Total Traders:        89 
        17         10          4         14          7          6         20         14          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   267,484
Positions
    13,117    178,472      2,641    171,283     61,414     12,494     50,622      3,690      2,875      5,729        755        409      8,314      4,734
 
Changes from:       February 7, 2017                                 Total Change is:     4,696
    -2,326      6,351        489      3,404     -1,604        279      1,820     -1,902        485        860         44        120       -435        434
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       66.7        1.0       64.0       23.0        4.7       18.9        1.4        1.1        2.1        0.3        0.2        3.1        1.8
 
Number of Traders in Each Category                                    Total Traders:       126 
         5         13          6         46         23         20         23          6          6          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   877,122
Positions
    31,747    660,355      5,113    521,012     86,070     60,950    182,116     31,680     12,233     40,331     12,640        847     22,773      7,234
 
Changes from:       February 7, 2017                                 Total Change is:    20,661
       198     16,330         10     10,846     -4,286        839      8,470      8,699        333        191       -327        -73       -153       -864
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       75.3        0.6       59.4        9.8        6.9       20.8        3.6        1.4        4.6        1.4        0.1        2.6        0.8
 
Number of Traders in Each Category                                    Total Traders:       317 
        21         20         11        104         31         43         58         24         17         43         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   776,146
Positions
    13,618     19,735     24,522    316,178    141,061    123,540     56,498    129,642     84,620      3,581     40,951     20,538    133,052    191,536
 
Changes from:       February 7, 2017                                 Total Change is:    23,067
      -144     -1,797       -107     19,447     -1,462     -9,954      6,987     15,007     13,772      1,437        935      3,087    -11,458      3,586
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        2.5        3.2       40.7       18.2       15.9        7.3       16.7       10.9        0.5        5.3        2.6       17.1       24.7
 
Number of Traders in Each Category                                    Total Traders:       164 
        10          8         12         45         29         39         23         32         36          5         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   767,243
Positions
     5,659    149,141     13,625    420,763     53,712     84,811     38,482    276,266     60,683     25,439     10,955        633    117,148    117,417
 
Changes from:       February 7, 2017                                 Total Change is:    24,944
       113    -10,334      2,604     -1,557       -253       -484     -6,431      4,341     22,246      2,310        -28        105      6,039      6,747
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       19.4        1.8       54.8        7.0       11.1        5.0       36.0        7.9        3.3        1.4        0.1       15.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       102 
         .         12          4         46          8         28          9         20         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 1,476,287
Positions
    37,635    112,828     23,940    397,486    341,705    183,843    527,133    295,929     86,079    108,065    256,251      3,499    108,607    172,212
 
Changes from:       February 7, 2017                                 Total Change is:   115,092
   -10,457     15,807      8,066    -31,571     17,444      3,380     99,941     41,097     14,769     35,648      1,753     -1,412     -3,272     14,187
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.6        1.6       26.9       23.1       12.5       35.7       20.0        5.8        7.3       17.4        0.2        7.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       266 
         8         27         14         56         40         43         45         43         35         18         28         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 3,919,180
Positions
   128,551    168,438    215,769  1,318,619  1,074,910    451,251    474,259    684,990    473,779    427,018    198,747     83,016    346,918    568,278
 
Changes from:       February 7, 2017                                 Total Change is:   134,808
    32,005    -50,594     34,904    -29,741    -65,715     -4,143     43,949    124,518     56,794      4,260     38,642      4,654     -7,875     -4,252
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        4.3        5.5       33.6       27.4       11.5       12.1       17.5       12.1       10.9        5.1        2.1        8.9       14.5
 
Number of Traders in Each Category                                    Total Traders:       380 
        21         38         46         49         76         81         52         82         94         25         37         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   318,185
Positions
    14,123     21,642      1,796    107,657    138,034     15,477     92,211     32,415      8,639      9,220      6,629          0     69,062     93,553
 
Changes from:       February 7, 2017                                 Total Change is:       299
     1,607        213       -219      6,929      1,706     -4,627      7,953        794       -800       -122          0          0    -10,421      3,232
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.8        0.6       33.8       43.4        4.9       29.0       10.2        2.7        2.9        2.1        0.0       21.7       29.4
 
Number of Traders in Each Category                                    Total Traders:        57 
         4          6          .         11         19         19         10          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 3,630,157
Positions
    73,798    372,811    178,454  1,955,334    512,546    302,541    155,851  1,168,655    401,128    255,784    254,026     54,025    253,241    385,971
 
Changes from:       February 7, 2017                                 Total Change is:   164,321
    20,675    -11,179     50,507     14,007    -22,311    -11,579    -14,331     21,895    120,018    -18,597     16,088      3,747       -126     -2,866
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.3        4.9       53.9       14.1        8.3        4.3       32.2       11.0        7.0        7.0        1.5        7.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       319 
         9         36         32         62         51         60         31         77         67         17         36         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 1,319,198
Positions
   331,314    156,558    370,595          0     29,955     11,400    145,340    312,254    263,738     65,330     25,974    106,851     24,630     41,873
 
Changes from:       February 7, 2017                                 Total Change is:   124,012
    20,380     13,364     29,997          0     -3,672      3,159     35,776     42,721     30,677     -3,440      4,198      5,922      1,541     -2,354
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       11.9       28.1        0.0        2.3        0.9       11.0       23.7       20.0        5.0        2.0        8.1        1.9        3.2
 
Number of Traders in Each Category                                    Total Traders:       161 
        26         38         49          0          5          .         18         50         40          9         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 is22,639,576
Positions
 4,982,742    969,654  3,658,618     83,455  1,756,173    957,316    372,676  2,429,018  9,285,368    791,844    450,186  1,894,278    613,279  1,238,966
 
Changes from:       February 7, 2017                                 Total Change is:   928,496
  -106,682    -99,651    168,422      9,903   -122,088    123,975    -25,389    149,971    563,028     -7,315    -16,256    209,779     -7,224    -48,683
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        4.3       16.2        0.4        7.8        4.2        1.6       10.7       41.0        3.5        2.0        8.4        2.7        5.5
 
Number of Traders in Each Category                                    Total Traders:       320 
        25         53         70          8         32         33         41        104        114         14         32         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    31,523
Positions
     5,061      4,604          0        173     14,166        110     18,847      8,326          0      7,216      4,052         89         27        176
 
Changes from:       February 7, 2017                                 Total Change is:      -344
       673        249          0          0       -321          0       -989       -388          0        -29        150          0          1        -34
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       14.6        0.0        0.5       44.9        0.3       59.8       26.4        0.0       22.9       12.9        0.3        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          8          0          .         12          .          4         12          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    42,491
Positions
     5,939     17,717          0        503      8,934        382     34,543      8,913          0        900      6,249        175         49        121
 
Changes from:       February 7, 2017                                 Total Change is:      -638
      -237        667          0          7       -385        -38       -572       -508          0        215       -379          0        -13          5
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       41.7        0.0        1.2       21.0        0.9       81.3       21.0        0.0        2.1       14.7        0.4        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          5          0          .          5          .          6         11          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,786
Positions
       656     58,641         13     15,781      1,059      1,119     29,554      5,985      2,560     14,866      2,295        102     10,135      3,012
 
Changes from:       February 7, 2017                                 Total Change is:       318
       141        157         -9       -203       -137         80       -317       -465       -349        604      1,133          6        365        -97
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       78.4        0.0       21.1        1.4        1.5       39.5        8.0        3.4       19.9        3.1        0.1       13.6        4.0
 
Number of Traders in Each Category                                    Total Traders:       153 
         .          .          .         14          .          4         50         16         10         56          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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   641,759
Positions
   138,991     21,735     42,631     28,773     54,393     57,933    140,843    237,233    148,986     17,653     10,389     31,779     34,170     36,680
 
Changes from:       February 7, 2017                                 Total Change is:   106,366
     8,759      9,232     22,589    -28,195     -2,337     13,731     47,696     24,095     17,347      6,469      5,102     13,767      4,203      2,840
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        3.4        6.6        4.5        8.5        9.0       21.9       37.0       23.2        2.8        1.6        5.0        5.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       253 
        23          6         23         15         22         18         49         82         64         26         14         25
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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    35,113
Positions
       105          0          0     23,871         77          0      6,888     34,572        369      3,744         78          0        136         17
 
Changes from:       February 7, 2017                                 Total Change is:    -1,978
      -170       -359          0     -1,890         -1          0         28     -1,622          0         31          0          0         23          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        0.0        0.0       68.0        0.2        0.0       19.6       98.5        1.1       10.7        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          0          0         13          .          0         11          5          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,096
Positions
     2,900      8,776          0      9,853        217        223      1,551      6,025        553        245          0          0        771        302
 
Changes from:       February 7, 2017                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       54.5        0.0       61.2        1.3        1.4        9.6       37.4        3.4        1.5        0.0        0.0        4.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          9          .          .          .          4          .          .          0          0
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Updated February 17, 2017